ONON ボラティリティ On Holding AG
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.40.2%
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.84.4%
HV6060.5%
IV − HV20スプレッド
-44.2pt
ユニバース内パーセンタイルWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
65
自己履歴パーセンタイルWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 日分記録済み
Cboe delayed options data · 基準日時： 06:36 UTC · これらの算出方法
IVタームストラクチャー
上場している各限月のアット・ザ・マネーインプライドボラティリティを、残存日数でプロットしたものです。
| 満期日 | DTE | ATM IV | 25Δ スキューThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | インプライドムーブ |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 39.9% | +0.6pt | ±2.5% |
| Sep 11, 2026 | 8 | 37.0% | -0.2pt | ±4.7% |
| Sep 18, 2026 | 15 | 34.7% | +0.8pt | ±5.9% |
| Sep 25, 2026 | 22 | 41.2% | +0.8pt | ±8.3% |
| Oct 02, 2026 | 29 | 40.1% | +0.2pt | ±9.2% |
| Oct 09, 2026 | 36 | 40.7% | -1.6pt | ±10.4% |
| Oct 16, 2026 | 43 | 39.9% | -0.0pt | ±11.1% |
| Dec 18, 2026 | 106 | 45.2% | +1.2pt | ±19.5% |
| Jan 15, 2027 | 134 | 44.2% | +1.6pt | ±21.4% |
| Mar 19, 2027 | 197 | 45.9% | +1.3pt | ±26.8% |
| Apr 16, 2027 | 225 | 45.9% | +1.5pt | ±28.6% |
| Jun 17, 2027 | 287 | 47.1% | +1.8pt | ±33.0% |
| Sep 17, 2027 | 379 | 47.3% | +2.3pt | ±37.9% |
| Jan 21, 2028 | 505 | 47.7% | +3.0pt | ±43.9% |
ボラティリティスマイル — Sep 18, 2026
ストライク別インプライドボラティリティ。プット側（左側が高い）への傾きがスキューです：下値保護が上値よりも高く織り込まれています。
コールプット
インプライドと実現の比較、日次記録
IV30HV20