MAR volatilité 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%
Écart IV − HV20
+7.3pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
28
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 12:36 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 28.3% | +4.5pt | ±1.7% |
| Sep 11, 2026 | 8 | 23.6% | -0.0pt | ±3.0% |
| Sep 18, 2026 | 15 | 24.3% | +2.8pt | ±4.1% |
| Sep 25, 2026 | 22 | 24.5% | +2.8pt | ±5.0% |
| Oct 02, 2026 | 29 | 24.9% | +1.3pt | ±5.7% |
| Oct 09, 2026 | 36 | 25.1% | +2.6pt | ±6.4% |
| Oct 16, 2026 | 43 | 25.7% | +3.6pt | ±7.2% |
| Nov 20, 2026 | 78 | 28.4% | +3.9pt | ±10.6% |
| Dec 18, 2026 | 106 | 28.0% | +6.0pt | ±12.2% |
| Jan 15, 2027 | 134 | 27.2% | +5.7pt | ±13.3% |
| Mar 19, 2027 | 197 | 27.8% | +3.3pt | ±16.4% |
| Apr 16, 2027 | 225 | 27.8% | +4.5pt | ±17.6% |
| Jun 17, 2027 | 287 | 28.3% | +5.0pt | ±20.1% |
| Sep 17, 2027 | 379 | 27.9% | +4.7pt | ±23.1% |
| Jan 21, 2028 | 505 | 28.2% | +5.3pt | ±26.6% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20