TAP volatiliteit 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.34.4%
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.20.9%
HV6027.7%
IV − HV20 spreiding
+13.5pt
UniversepercentielWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
38
Percentiel ten opzichte van eigen historieWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 dagen vastgelegd
Cboe delayed options data · per 18:44 UTC · Hoe deze worden berekend
IV termijnstructuur
At-the-money implied volatility per genoteerde expiratie, uitgezet op resterende dagen.
| Vervalt | 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. | Impliciete beweging |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | 34.4% | +3.2pt | ±8.4% |
| Dec 18, 2026 | 60 | 32.6% | +3.6pt | ±11.0% |
| Jan 15, 2027 | 88 | 31.4% | +2.7pt | ±12.6% |
| Apr 16, 2027 | 179 | 31.0% | +2.6pt | ±17.4% |
| Jan 21, 2028 | 459 | 33.0% | +3.5pt | ±28.3% |
Volatiliteitsglimlach — Nov 20, 2026
Impliciete volatiliteit per strike. De helling richting puts (linkerkant hoger) is de skew: neerwaartse bescherming wordt duurder geprijsd dan opwaartse.
callsputs
Impliciet vs. gerealiseerd, dagelijks overzicht
IV30HV20