MARA volatilité 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.95.7%
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.51.0%
HV6090.5%
Écart IV − HV20
+44.7pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
98
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.
29/60 jours enregistrés
Cboe delayed options data · au 15:39 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 109.2% | +5.3pt | ±8.2% |
| Oct 30, 2026 | 10 | 101.2% | +4.3pt | ±13.5% |
| Nov 06, 2026 | 17 | 100.9% | +4.9pt | ±17.4% |
| Nov 13, 2026 | 24 | 98.7% | +5.0pt | ±20.2% |
| Nov 20, 2026 | 31 | 95.3% | +4.8pt | ±22.1% |
| Nov 27, 2026 | 38 | 92.8% | +4.0pt | ±23.7% |
| Dec 18, 2026 | 59 | 91.5% | +2.4pt | ±30.1% |
| Jan 15, 2027 | 87 | 90.2% | +1.4pt | ±35.9% |
| Mar 19, 2027 | 150 | 89.3% | -0.4pt | ±46.1% |
| Jun 17, 2027 | 240 | 86.3% | -0.7pt | ±55.7% |
| Oct 15, 2027 | 360 | 87.7% | +1.8pt | ±64.5% |
| Nov 19, 2027 | 395 | 87.9% | -4.2pt | ±67.2% |
| Dec 17, 2027 | 423 | 87.2% | -2.8pt | ±72.7% |
| Jan 21, 2028 | 458 | 88.4% | -2.8pt | ±76.4% |
Smile de volatilité — Nov 20, 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