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.66.5%
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.51.8%
HV6063.3%
Спред IV − HV20
+14.7pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
87
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 записано дней
Cboe delayed options data · по состоянию на 09:40 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 65.5% | -3.9pt | ±5.5% |
| Oct 30, 2026 | 10 | 61.7% | +5.5pt | ±8.6% |
| Nov 06, 2026 | 17 | 69.2% | -0.5pt | ±12.3% |
| Nov 13, 2026 | 24 | 66.2% | -4.3pt | ±13.8% |
| Nov 20, 2026 | 31 | 66.5% | -5.8pt | ±15.7% |
| Nov 27, 2026 | 38 | 62.1% | -6.2pt | ±16.1% |
| Dec 18, 2026 | 59 | 60.1% | -5.2pt | ±19.7% |
| Jan 15, 2027 | 87 | 58.8% | -4.8pt | ±23.3% |
| Mar 19, 2027 | 150 | 58.4% | -5.8pt | ±30.1% |
| Jun 17, 2027 | 240 | 61.1% | -6.2pt | ±39.6% |
| Sep 17, 2027 | 332 | 61.2% | — | ±46.3% |
| Dec 17, 2027 | 423 | 61.0% | -10.7pt | ±51.7% |
| Jan 21, 2028 | 458 | 56.4% | -3.8pt | ±49.7% |
Улыбка волатильности — Nov 20, 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