MPC Volatilität Marathon Petroleum Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.44.7%
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.34.1%
HV6035.5%
IV − HV20-Spread
+10.6pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
73
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 03:36 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 18, 2026 | 16 | 44.0% | -0.5pt | ±7.4% |
| Oct 16, 2026 | 44 | 45.0% | -0.6pt | ±12.5% |
| Dec 18, 2026 | 107 | 46.2% | +0.1pt | ±19.9% |
| Jan 15, 2027 | 135 | 45.3% | -0.1pt | ±21.9% |
| Mar 19, 2027 | 198 | 45.5% | +1.6pt | ±26.4% |
| Apr 16, 2027 | 226 | 44.8% | +1.9pt | ±27.8% |
| Jun 17, 2027 | 288 | 44.8% | — | ±31.2% |
| Sep 17, 2027 | 380 | 44.0% | — | ±35.0% |
| Jan 21, 2028 | 506 | 43.4% | — | ±39.6% |
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