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.81.5%
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.96.8%
HV6090.4%
Spread IV − HV20
-15.3pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
99
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.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 09:36 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 89.8% | -1.0pt | ±5.2% |
| Sep 11, 2026 | 8 | 76.0% | -0.9pt | ±9.4% |
| Sep 18, 2026 | 15 | 81.8% | -2.1pt | ±13.7% |
| Sep 25, 2026 | 22 | 80.0% | -3.5pt | ±16.0% |
| Oct 02, 2026 | 29 | 81.7% | -3.7pt | ±18.6% |
| Oct 09, 2026 | 36 | 80.8% | -1.6pt | ±20.5% |
| Oct 16, 2026 | 43 | 82.0% | -4.2pt | ±22.4% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 85.6% | -2.6pt | ±31.0% |
| Dec 18, 2026 | 106 | 84.6% | -3.9pt | ±35.5% |
| Jan 15, 2027 | 134 | 84.3% | -3.0pt | ±39.6% |
| Mar 19, 2027 | 197 | 85.4% | -0.3pt | ±48.8% |
| Jun 17, 2027 | 287 | 86.7% | -2.3pt | ±58.1% |
| Oct 15, 2027 | 407 | 86.2% | — | ±67.5% |
| Nov 19, 2027 | 442 | 86.8% | — | ±70.4% |
| Dec 17, 2027 | 470 | 86.7% | -2.5pt | ±72.5% |
Volatility smile — Sep 18, 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