MARA volatilità 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.93.3%
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%
Spread IV − HV20
+42.3pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
97
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 giorni registrati
Cboe delayed options data · aggiornato al Oct 19, 21:58 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 101.5% | +2.8pt | ±8.6% |
| Oct 30, 2026 | 11 | 96.5% | +5.5pt | ±13.1% |
| Nov 06, 2026 | 18 | 95.7% | +5.2pt | ±17.1% |
| Nov 13, 2026 | 25 | 94.6% | +5.4pt | ±19.9% |
| Nov 20, 2026 | 32 | 92.9% | +5.7pt | ±22.1% |
| Nov 27, 2026 | 39 | 90.3% | +4.6pt | ±23.6% |
| Dec 18, 2026 | 60 | 90.2% | +2.8pt | ±28.4% |
| Jan 15, 2027 | 88 | 89.0% | +1.6pt | ±33.8% |
| Mar 19, 2027 | 151 | 87.7% | +1.7pt | ±43.3% |
| Jun 17, 2027 | 241 | 88.0% | -1.8pt | ±54.3% |
| Oct 15, 2027 | 361 | 87.0% | -5.8pt | ±64.8% |
| Nov 19, 2027 | 396 | 86.2% | -0.3pt | ±66.9% |
| Dec 17, 2027 | 424 | 88.1% | -3.6pt | ±74.6% |
| Jan 21, 2028 | 459 | 85.4% | -4.3pt | ±75.1% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20