MARA Volatilität Marathon Digital Holdings, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.85.5%
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.101.8%
HV6092.8%
IV − HV20-Spread
-16.3pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
99
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 Tage aufgezeichnet
Cboe delayed options data · Stand 21:57 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 | 1 | 101.6% | -18.2pt | ±4.3% |
| Sep 11, 2026 | 8 | 79.9% | -7.2pt | ±9.5% |
| Sep 18, 2026 | 15 | 85.0% | -5.8pt | ±13.8% |
| Sep 25, 2026 | 22 | 82.8% | -6.3pt | ±17.1% |
| Oct 02, 2026 | 29 | 85.2% | -5.0pt | ±19.1% |
| Oct 09, 2026 | 36 | 86.8% | -3.8pt | ±21.6% |
| Oct 16, 2026 | 43 | 84.9% | -5.3pt | ±23.8% |
| Oct 23, 2026 | 50 | 83.0% | -5.2pt | ±24.4% |
| Nov 20, 2026 | 78 | 88.5% | -3.3pt | ±33.1% |
| Dec 18, 2026 | 106 | 86.8% | -3.4pt | ±37.7% |
| Jan 15, 2027 | 134 | 87.3% | -5.3pt | ±42.4% |
| Mar 19, 2027 | 197 | 87.2% | — | ±50.8% |
| Jun 17, 2027 | 287 | 86.7% | -2.5pt | ±63.2% |
| Oct 15, 2027 | 407 | 86.6% | — | ±70.4% |
| Nov 19, 2027 | 442 | 86.4% | — | ±72.8% |
| Dec 17, 2027 | 470 | 86.6% | — | ±79.2% |
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