MELI Volatilität MercadoLibre, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.35.0%
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.49.4%
HV6036.4%
IV − HV20-Spread
-14.4pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
55
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 18:36 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 44.6% | -0.6pt | ±2.0% |
| Sep 11, 2026 | 8 | 31.5% | -0.7pt | ±3.8% |
| Sep 18, 2026 | 15 | 33.6% | +0.0pt | ±5.5% |
| Sep 25, 2026 | 22 | 34.6% | -1.1pt | ±6.8% |
| Oct 02, 2026 | 29 | 34.7% | +3.1pt | ±7.8% |
| Oct 09, 2026 | 36 | 36.6% | +0.7pt | ±9.2% |
| Oct 16, 2026 | 43 | 35.6% | +3.4pt | ±9.8% |
| Oct 23, 2026 | 50 | 36.0% | — | ±10.7% |
| Dec 18, 2026 | 106 | 39.9% | +2.6pt | ±17.2% |
| Jan 15, 2027 | 134 | 39.1% | +3.1pt | ±18.9% |
| Mar 19, 2027 | 197 | 40.2% | +2.8pt | ±23.6% |
| Jun 17, 2027 | 287 | 40.1% | +2.4pt | ±28.3% |
| Sep 17, 2027 | 379 | 40.9% | — | ±33.1% |
| Dec 17, 2027 | 470 | 41.3% | +4.0pt | ±37.1% |
| Jan 21, 2028 | 505 | 41.3% | +4.5pt | ±38.4% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20