MPC volatility 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.52.8%
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.41.8%
HV6036.0%
IV − HV20 spread
+11.0pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
72
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 days recorded
Cboe delayed options data · as of 18:40 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | 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. | Implied move |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | 52.8% | +0.0pt | ±12.6% |
| Dec 18, 2026 | 60 | 51.9% | -0.2pt | ±16.8% |
| Jan 15, 2027 | 88 | 51.3% | -0.4pt | ±20.1% |
| Mar 19, 2027 | 151 | 51.7% | -0.2pt | ±26.4% |
| Apr 16, 2027 | 179 | 50.7% | -0.5pt | ±28.1% |
| Jun 17, 2027 | 241 | 50.6% | — | ±32.4% |
| Sep 17, 2027 | 333 | 50.6% | — | ±37.7% |
| Jan 21, 2028 | 459 | 49.8% | — | ±43.3% |
Volatility smile — Nov 20, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20