MAR ボラティリティ 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.29.0%
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.18.9%
HV6026.3%
IV − HV20スプレッド
+10.1pt
ユニバース内パーセンタイルWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
25
自己履歴パーセンタイルWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 日分記録済み
Cboe delayed options data · 基準日時: 18:40 UTC · これらの算出方法
IVタームストラクチャー
上場している各限月のアット・ザ・マネーインプライドボラティリティを、残存日数でプロットしたものです。
| 満期日 | DTE | ATM IV | 25Δ スキューThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | インプライドムーブ |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 30.0% | +2.6pt | ±2.1% |
| Oct 30, 2026 | 10 | 25.0% | +4.8pt | ±3.3% |
| Nov 06, 2026 | 17 | 31.7% | +3.6pt | ±5.5% |
| Nov 13, 2026 | 24 | 30.6% | +4.3pt | ±6.3% |
| Nov 20, 2026 | 31 | 28.7% | +4.6pt | ±6.7% |
| Nov 27, 2026 | 38 | 28.2% | +2.5pt | ±7.3% |
| Dec 18, 2026 | 59 | 26.2% | +4.7pt | ±8.5% |
| Jan 15, 2027 | 87 | 25.4% | +3.2pt | ±10.1% |
| Mar 19, 2027 | 150 | 26.3% | +4.0pt | ±13.5% |
| Apr 16, 2027 | 178 | 25.8% | +4.0pt | ±14.5% |
| Jun 17, 2027 | 240 | 26.3% | +4.2pt | ±17.1% |
| Sep 17, 2027 | 332 | 26.2% | +4.5pt | ±20.1% |
| Jan 21, 2028 | 458 | 26.5% | +4.9pt | ±23.9% |
ボラティリティスマイル — Nov 20, 2026
ストライク別インプライドボラティリティ。プット側(左側が高い)への傾きがスキューです:下値保護が上値よりも高く織り込まれています。
コールプット
インプライドと実現の比較、日次記録
IV30HV20