MAR Volatilität Marriott International, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.24.9%
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.17.6%
HV6027.2%
IV − HV20-Spread
+7.2pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
27
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 00:36 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | DTE | ATM IV | 25Δ SkewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 28.3% | +4.5pt | ±1.7% |
| Sep 11, 2026 | 9 | 23.6% | -0.0pt | ±3.0% |
| Sep 18, 2026 | 16 | 24.3% | +2.8pt | ±4.1% |
| Sep 25, 2026 | 23 | 24.5% | +2.8pt | ±5.0% |
| Oct 02, 2026 | 30 | 24.9% | +1.3pt | ±5.7% |
| Oct 09, 2026 | 37 | 25.1% | +2.6pt | ±6.4% |
| Oct 16, 2026 | 44 | 25.7% | +3.6pt | ±7.2% |
| Nov 20, 2026 | 79 | 28.4% | +3.9pt | ±10.6% |
| Dec 18, 2026 | 107 | 28.0% | +6.0pt | ±12.2% |
| Jan 15, 2027 | 135 | 27.2% | +5.7pt | ±13.3% |
| Mar 19, 2027 | 198 | 27.8% | +3.3pt | ±16.4% |
| Apr 16, 2027 | 226 | 27.8% | +4.5pt | ±17.6% |
| Jun 17, 2027 | 288 | 28.3% | +5.0pt | ±20.1% |
| Sep 17, 2027 | 380 | 27.9% | +4.7pt | ±23.1% |
| Jan 21, 2028 | 506 | 28.2% | +5.3pt | ±26.6% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20