MPC volatilidad 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.44.8%
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.34.1%
HV6035.5%
Diferencial IV − HV20
+10.7pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
73
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 días registrados
Cboe delayed options data · a fecha de 06:36 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Sep 18, 2026 | 15 | 44.0% | -0.5pt | ±7.4% |
| Oct 16, 2026 | 43 | 45.0% | -0.6pt | ±12.5% |
| Dec 18, 2026 | 106 | 46.2% | +0.1pt | ±19.9% |
| Jan 15, 2027 | 134 | 45.3% | -0.1pt | ±21.9% |
| Mar 19, 2027 | 197 | 45.5% | +1.6pt | ±26.4% |
| Apr 16, 2027 | 225 | 44.8% | +1.9pt | ±27.8% |
| Jun 17, 2027 | 287 | 44.8% | — | ±31.2% |
| Sep 17, 2027 | 379 | 44.0% | — | ±35.0% |
| Jan 21, 2028 | 505 | 43.4% | — | ±39.6% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20