MARA волатильность 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.86.1%
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%
Спред IV − HV20
-10.8pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
99
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 записано дней
Cboe delayed options data · по состоянию на 15:36 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 106.6% | -5.1pt | ±5.0% |
| Sep 11, 2026 | 8 | 80.2% | -3.9pt | ±9.7% |
| Sep 18, 2026 | 15 | 87.4% | -5.8pt | ±14.2% |
| Sep 25, 2026 | 22 | 85.5% | -4.4pt | ±16.7% |
| Oct 02, 2026 | 29 | 86.4% | -4.3pt | ±19.4% |
| Oct 09, 2026 | 36 | 84.6% | -2.5pt | ±21.1% |
| Oct 16, 2026 | 43 | 86.7% | -5.0pt | ±24.1% |
| Oct 23, 2026 | 50 | 86.8% | — | ±25.4% |
| Nov 20, 2026 | 78 | 89.3% | -3.7pt | ±33.1% |
| Dec 18, 2026 | 106 | 88.2% | -3.9pt | ±38.1% |
| Jan 15, 2027 | 134 | 86.8% | -3.4pt | ±41.9% |
| Mar 19, 2027 | 197 | 87.1% | — | ±50.4% |
| Jun 17, 2027 | 287 | 88.3% | +0.9pt | ±63.6% |
| Oct 15, 2027 | 407 | 88.2% | — | ±70.7% |
| Nov 19, 2027 | 442 | 87.3% | — | ±72.6% |
| Dec 17, 2027 | 470 | 87.6% | — | ±75.0% |
Улыбка волатильности — Sep 18, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20