MP волатильность MP Materials Corp.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.64.5%
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.64.2%
HV6066.2%
Спред IV − HV20
+0.3pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
92
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 | 73.4% | -0.9pt | ±3.4% |
| Sep 11, 2026 | 8 | 60.2% | -3.2pt | ±7.2% |
| Sep 18, 2026 | 15 | 62.2% | -3.1pt | ±10.1% |
| Sep 25, 2026 | 22 | 65.4% | -7.7pt | ±12.9% |
| Oct 02, 2026 | 29 | 65.1% | -2.1pt | ±14.7% |
| Oct 09, 2026 | 36 | 61.4% | -5.8pt | ±15.4% |
| Oct 16, 2026 | 43 | 63.6% | -4.8pt | ±17.6% |
| Oct 23, 2026 | 50 | 63.2% | -7.6pt | ±18.6% |
| Dec 18, 2026 | 106 | 67.2% | -5.3pt | ±28.9% |
| Jan 15, 2027 | 134 | 66.9% | -5.1pt | ±32.3% |
| Mar 19, 2027 | 197 | 65.8% | -4.3pt | ±38.3% |
| Jun 17, 2027 | 287 | 67.0% | — | ±46.7% |
| Dec 17, 2027 | 470 | 67.2% | -6.6pt | ±59.2% |
| Jan 21, 2028 | 505 | 66.3% | — | ±60.4% |
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