SCCO ボラティリティ Southern Copper Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.46.3%
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.48.8%
HV6051.8%
IV − HV20スプレッド
-2.4pt
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).
76
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: 18:38 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 | 61.6% | -1.0pt | ±2.8% |
| Sep 11, 2026 | 8 | 42.2% | +0.5pt | ±5.1% |
| Sep 18, 2026 | 15 | 44.2% | -1.9pt | ±7.2% |
| Sep 25, 2026 | 22 | 46.5% | -0.0pt | ±9.2% |
| Oct 02, 2026 | 29 | 46.2% | +2.8pt | ±10.4% |
| Oct 09, 2026 | 36 | 47.0% | -1.1pt | ±11.8% |
| Oct 16, 2026 | 43 | 45.1% | +0.5pt | ±12.4% |
| Oct 23, 2026 | 50 | 46.8% | -1.4pt | ±13.9% |
| Nov 20, 2026 | 78 | 48.7% | +2.8pt | ±17.9% |
| Dec 18, 2026 | 106 | 48.0% | -3.2pt | ±20.4% |
| Jan 15, 2027 | 134 | 47.7% | +1.1pt | ±22.8% |
| Mar 19, 2027 | 197 | 48.1% | +1.1pt | ±27.5% |
| Jul 16, 2027 | 316 | 48.3% | +0.9pt | ±34.4% |
| Dec 17, 2027 | 470 | 50.0% | — | ±42.4% |
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