التقلب الضمني هو توقع السوق المسعَّر للحركة؛ أما التقلب المتحقق فهو ما حدث فعلاً. تصنّف هذه اللوحة الأصول المغطاة وفق كليهما والفارق بينهما. ما هو IV؟ · المنهجية
VIX (مؤشر Cboe للتقلب): 15.20 · Cboe delayed options data · اعتباراً من 00:41 UTC
أعلى IV30
| الورقة المالية | IV30 | HV20 | الحركة الضمنية | |
|---|---|---|---|---|
 SOXL Direxion Daily Semiconduc… |
106.6% | 96.4% | ±30.6% | |
 SOXS Direxion Daily Semiconduc… |
103.7% | 93.5% | ±29.7% | |
 LCID Lucid Group, Inc. |
89.1% | 62.5% | ±25.5% | |
 CLSK CleanSpark, Inc. |
82.8% | 82.8% | ±23.7% | |
 MARA Marathon Digital Holdings, Inc. |
81.7% | 96.8% | ±23.4% | |
 AI C3.ai, Inc. |
80.1% | 48.6% | ±23.0% | |
 UVXY ProShares - Ultra VIX Sho… |
77.6% | 39.2% | ±22.3% | |
 MRNA Moderna, Inc. |
77.0% | 385.3% | ±22.1% | |
 RIOT Riot Platforms, Inc. |
76.8% | 77.6% | ±22.0% | |
 VIX Cboe Volatility Index |
76.5% | 77.0% | ±21.9% | |
 SMR NuScale Power Corporation |
75.7% | 76.5% | ±21.7% | |
 AMC AMC Entertainment Holding… |
75.0% | 58.3% | ±21.5% | |
 RUN Sunrun Inc. |
72.9% | 73.0% | ±20.9% | |
 RGTI Rigetti Computing, Inc. |
72.4% | 77.9% | ±20.8% | |
 ZS Zscaler, Inc. |
71.8% | 62.0% | ±20.6% | |
 IONQ IonQ, Inc. |
71.0% | 82.5% | ±20.3% | |
 DOCU DocuSign, Inc. |
71.0% | 57.8% | ±20.3% | |
 PLUG Plug Power Inc. |
70.4% | 57.2% | ±20.2% | |
 OKLO Oklo Inc. |
69.2% | 93.8% | ±19.8% | |
 SMCI Super Micro Computer, Inc. |
67.9% | 83.3% | ±19.5% |
أدنى IV30
| الورقة المالية | IV30 | HV20 | الحركة الضمنية | |
|---|---|---|---|---|
 HYG iShares iBoxx $ High Yiel… |
4.4% | 3.9% | ±1.3% | |
 IEF iShares 7-10 Year Treasur… |
5.4% | 5.3% | ±1.5% | |
 LQD iShares iBoxx $ Investmen… |
5.6% | 6.4% | ±1.6% | |
 TLT iShares 20+ Year Treasury… |
10.6% | 10.8% | ±3.0% | |
 DIA State Street SPDR Dow Jon… |
11.7% | 8.1% | ±3.4% | |
 SPY State Street SPDR S&P 500 ETF |
12.1% | 7.4% | ±3.5% | |
 SPX S&P 500 Index |
12.4% | 7.6% | ±3.6% | |
 EFA iShares MSCI EAFE ETF |
13.2% | 8.8% | ±3.8% | |
 XLU State Street Utilities Se… |
13.6% | 14.0% | ±3.9% | |
 XLP State Street Consumer Sta… |
14.3% | 14.6% | ±4.1% | |
 O Realty Income Corporation |
14.9% | 11.2% | ±4.3% | |
 XLF State Street Financial Se… |
15.0% | 10.4% | ±4.3% | |
 XLV State Street Health Care … |
15.9% | 18.5% | ±4.6% | |
 KO The Coca-Cola Company |
17.3% | 15.1% | ±5.0% | |
 ET Energy Transfer LP |
17.4% | 19.8% | ±5.0% | |
 IWM iShares Russell 2000 ETF |
17.4% | 12.8% | ±5.0% | |
 RUT Russell 2000 Index |
17.5% | 13.1% | ±5.0% | |
 PG The Procter & Gamble Company |
17.5% | 13.0% | ±5.0% | |
 QQQ Invesco QQQ Trust, Series 1 |
17.9% | 12.9% | ±5.1% | |
 XLI State Street Industrial S… |
17.9% | 11.3% | ±5.1% |
التقلب الضمني الأعلى فوق المتحقق
الخيارات تُسعِّر تحركات أكبر بكثير مما أظهره السهم مؤخرًا. الفجوة هي IV30 ناقص HV20 بنقاط التقلب — فجوة وصفية لا إشارة.
| الورقة المالية | IV30 | HV20 | الفارق (Spread) |
|---|---|---|---|
| UVXY ProShares - Ultra VIX Sho… |
77.6% | 39.2% | +38.5pt |
 CZR Caesars Entertainment, Inc. |
37.5% | 5.3% | +32.2pt |
| AI C3.ai, Inc. |
80.1% | 48.6% | +31.5pt |
 SNOW Snowflake Inc. |
67.2% | 37.5% | +29.7pt |
 GME GameStop Corp. |
51.6% | 22.8% | +28.8pt |
| LCID Lucid Group, Inc. |
89.1% | 62.5% | +26.6pt |
 VXX iPath Series B S&P 500 VI… |
52.0% | 26.1% | +25.9pt |
 HUM Humana Inc. |
53.1% | 31.2% | +21.9pt |
 UNG United States Natural Gas… |
44.4% | 24.3% | +20.2pt |
 WBD Warner Bros. Discovery, Inc. |
34.4% | 14.5% | +20.0pt |
 ORCL Oracle Corporation |
65.5% | 46.1% | +19.3pt |
| AMC AMC Entertainment Holding… |
75.0% | 58.3% | +16.7pt |
التقلب الضمني الأبعد دون المتحقق
| الورقة المالية | IV30 | HV20 | الفارق (Spread) |
|---|---|---|---|
| MRNA Moderna, Inc. |
77.0% | 385.3% | -308.4pt |
 DKS DICK'S Sporting Goods, Inc. |
40.9% | 137.7% | -96.7pt |
 CELH Celsius Holdings, Inc. |
51.6% | 107.0% | -55.4pt |
 TTD The Trade Desk, Inc. |
54.4% | 101.8% | -47.4pt |
 DDOG Datadog, Inc. |
56.1% | 101.1% | -45.1pt |
 ONON On Holding AG |
40.1% | 84.4% | -44.3pt |
 CRM Salesforce, Inc. |
37.1% | 79.5% | -42.4pt |
 CRWD CrowdStrike Holdings, Inc. |
50.9% | 90.2% | -39.3pt |
 APP AppLovin Corporation |
54.6% | 87.0% | -32.3pt |
 MDB MongoDB, Inc. |
56.1% | 87.0% | -30.9pt |
 PYPL PayPal Holdings, Inc. |
29.7% | 56.0% | -26.3pt |
 PANW Palo Alto Networks, Inc. |
45.5% | 70.9% | -25.4pt |
أعلى Skew عند دلتا 25Δ (فترات انتهاء من 20 إلى 45 يوماً)
يقارن الـ Skew التقلبَ الضمني (IV) لعقود البيع وعقود الشراء خارج مستوى السعر الحالي. يعني الـ Skew الإيجابي الحاد أن تكلفة الحماية من الهبوط أعلى بكثير من تكلفة التعرض للصعود.
| الورقة المالية | تاريخ الانتهاء | انحراف دلتا 25The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. |
|---|---|---|
| WBD Warner Bros. Discovery, Inc. |
Sep 25 | +37.6pt |
| WBD Warner Bros. Discovery, Inc. |
Oct 02 | +32.0pt |
| VIX Cboe Volatility Index |
Sep 30 | +25.5pt |
| WBD Warner Bros. Discovery, Inc. |
Oct 09 | +18.4pt |
 TQQQ ProShares UltraPro QQQ |
Sep 25 | +17.6pt |
 BITO ProShares Bitcoin ETF |
Oct 09 | +17.2pt |
| TQQQ ProShares UltraPro QQQ |
Oct 02 | +16.3pt |
| TQQQ ProShares UltraPro QQQ |
Oct 09 | +16.0pt |
| TQQQ ProShares UltraPro QQQ |
Oct 16 | +13.3pt |
 KHC The Kraft Heinz Company |
Sep 25 | +12.6pt |
 SVXY ProShares - Short VIX Sho… |
Oct 16 | +11.2pt |
 KRE State Street SPDR S&P Reg… |
Sep 30 | +11.0pt |