TAP volatilitas 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.27.7%
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.32.2%
HV6031.6%
Selisih IV − HV20
-4.5pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
37
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 hari yang direkam
Cboe delayed options data · per 09:38 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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 |
|---|---|---|---|---|
| Sep 18, 2026 | 14 | 29.1% | +5.3pt | ±4.9% |
| Oct 16, 2026 | 42 | 27.4% | +3.4pt | ±7.7% |
| Nov 20, 2026 | 77 | 32.0% | +2.4pt | ±12.0% |
| Jan 15, 2027 | 133 | 30.4% | +1.6pt | ±14.7% |
| Apr 16, 2027 | 224 | 30.4% | +1.4pt | ±18.9% |
| Jan 21, 2028 | 504 | 35.0% | +1.5pt | ±31.3% |
Volatility smile — Oct 16, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20