GRAB 변동성 Grab Holdings Limited
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.46.5%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.31.4%
HV6037.0%
IV − HV20 스프레드
+15.1pt
유니버스 백분위Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
75
자체 이력 백분위수Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 일 기록됨
Cboe delayed options data · 기준일 15:35 UTC · 산출 방법
IV 기간 구조
상장된 각 만기일의 등가격(ATM) 내재변동성을 잔존 일수 기준으로 표시합니다.
| 만기 | DTE | ATM IV | 25Δ 스큐The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 내재 변동폭 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 49.9% | — | ±2.9% |
| Sep 11, 2026 | 8 | 38.4% | +8.1pt | ±5.1% |
| Sep 18, 2026 | 15 | 44.4% | +0.1pt | ±7.6% |
| Sep 25, 2026 | 22 | 45.1% | -7.1pt | ±9.3% |
| Oct 02, 2026 | 29 | 46.6% | -5.4pt | ±10.9% |
| Oct 09, 2026 | 36 | 46.0% | +0.7pt | ±11.9% |
| Oct 16, 2026 | 43 | 47.4% | — | ±16.3% |
| Oct 23, 2026 | 50 | 52.9% | -13.6pt | ±16.0% |
| Jan 15, 2027 | 134 | 50.1% | -2.7pt | ±24.6% |
| Apr 16, 2027 | 225 | 47.4% | -3.6pt | ±30.6% |
| Jun 17, 2027 | 287 | 52.9% | -1.5pt | ±37.8% |
| Dec 17, 2027 | 470 | 52.1% | -3.6pt | ±47.1% |
| Jan 21, 2028 | 505 | 53.8% | -2.6pt | ±48.7% |
변동성 스마일 — Oct 16, 2026
행사가별 내재 변동성. 풋 방향(왼쪽)이 높은 기울기가 스큐입니다: 하방 보호가 상방보다 높게 가격 책정됩니다.
콜풋
내재 변동성 vs 실현 변동성 일별 기록
IV30HV20