MAR volatilitas Marriott International, Inc.
Cboe delayed options data · per 03:36 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| 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
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.