TAP Volatilität Molson Coors Beverage Company
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.29.3%
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.32.7%
HV6032.0%
IV − HV20-Spread
-3.4pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
41
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 06:38 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 | 15 | 28.4% | -0.4pt | ±4.9% |
| Oct 16, 2026 | 43 | 29.6% | +2.8pt | ±8.3% |
| Nov 20, 2026 | 78 | 32.9% | +2.4pt | ±12.3% |
| Jan 15, 2027 | 134 | 30.9% | +2.9pt | ±15.0% |
| Apr 16, 2027 | 225 | 30.7% | +4.5pt | ±19.0% |
| Jan 21, 2028 | 505 | 34.8% | +1.1pt | ±31.1% |
Volatility Smile — Oct 16, 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