MARA volatilidade 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.81.7%
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.96.8%
HV6090.4%
Spread IV − HV20
-15.2pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
99
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dias registrados
Cboe delayed options data · em 03:36 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 89.8% | -1.1pt | ±5.3% |
| Sep 11, 2026 | 9 | 76.0% | -0.8pt | ±9.5% |
| Sep 18, 2026 | 16 | 81.9% | -2.6pt | ±13.7% |
| Sep 25, 2026 | 23 | 80.0% | -3.5pt | ±16.0% |
| Oct 02, 2026 | 30 | 81.7% | -3.7pt | ±18.7% |
| Oct 09, 2026 | 37 | 80.8% | -1.9pt | ±20.5% |
| Oct 16, 2026 | 44 | 82.0% | -4.5pt | ±22.4% |
| Nov 20, 2026 | 79 | 85.6% | -2.5pt | ±31.1% |
| Dec 18, 2026 | 107 | 84.6% | -3.9pt | ±35.6% |
| Jan 15, 2027 | 135 | 84.4% | -3.0pt | ±39.8% |
| Mar 19, 2027 | 198 | 85.4% | -0.3pt | ±48.9% |
| Jun 17, 2027 | 288 | 86.7% | -2.3pt | ±58.3% |
| Oct 15, 2027 | 408 | 86.1% | — | ±67.7% |
| Nov 19, 2027 | 443 | 86.8% | — | ±70.6% |
| Dec 17, 2027 | 471 | 86.7% | -2.6pt | ±72.7% |
| Jan 21, 2028 | 506 | 86.1% | -3.0pt | ±74.6% |
Sorriso de volatilidade — Sep 18, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20