Die implizite Volatilität ist die vom Markt eingepreiste Bewegungserwartung; die realisierte Volatilität ist das, was tatsächlich eingetreten ist. Dieses Dashboard ordnet das abgedeckte Universum nach beiden Werten sowie nach der Differenz zwischen ihnen. Was ist IV? · Methodik
VIX (Cboe Volatility Index): 18.64 · Cboe delayed options data · Stand 09:47 UTC
Höchste IV30
| Wertpapier | IV30 | HV20 | Implizierte Bewegung | |
|---|---|---|---|---|
 SOXS Direxion Daily Semiconduc… |
120.3% | 95.5% | ±34.5% | |
 UVXY ProShares - Ultra VIX Sho… |
120.1% | 60.2% | ±34.4% | |
 SOXL Direxion Daily Semiconduc… |
117.5% | 99.3% | ±33.7% | |
 MRNA Moderna, Inc. |
113.3% | 85.1% | ±32.5% | |
 LCID Lucid Group, Inc. |
112.7% | 66.1% | ±32.3% | |
 RIOT Riot Platforms, Inc. |
94.2% | 67.4% | ±27.0% | |
| VIX Cboe Volatility Index | 94.2% | 101.4% | ±27.0% | |
 CLSK CleanSpark, Inc. |
94.0% | 57.5% | ±26.9% | |
 MARA Marathon Digital Holdings, Inc. |
93.6% | 51.0% | ±26.8% | |
 RUN Sunrun Inc. |
89.4% | 55.8% | ±25.6% | |
 SNAP Snap Inc. |
89.2% | 57.7% | ±25.6% | |
 SMR NuScale Power Corporation |
89.1% | 59.9% | ±25.5% | |
 HIMS Hims & Hers Health, Inc. |
87.9% | 66.4% | ±25.2% | |
 AMC AMC Entertainment Holding… |
86.9% | 72.2% | ±24.9% | |
 SMCI Super Micro Computer, Inc. |
86.0% | 61.3% | ±24.7% | |
 RGTI Rigetti Computing, Inc. |
85.4% | 57.3% | ±24.5% | |
 OKLO Oklo Inc. |
83.3% | 60.0% | ±23.9% | |
 SOUN SoundHound AI, Inc. |
83.2% | 54.1% | ±23.9% | |
 PLUG Plug Power Inc. |
82.7% | 49.2% | ±23.7% | |
 TWLO Twilio Inc. |
81.3% | 74.5% | ±23.3% |
Niedrigstes IV30
| Wertpapier | IV30 | HV20 | Implizierte Bewegung | |
|---|---|---|---|---|
 IEF iShares 7-10 Year Treasur… |
7.4% | 6.1% | ±2.1% | |
 HYG iShares iBoxx $ High Yiel… |
8.2% | 4.3% | ±2.3% | |
 LQD iShares iBoxx $ Investmen… |
12.5% | 6.8% | ±3.6% | |
 TLT iShares 20+ Year Treasury… |
13.7% | 11.2% | ±3.9% | |
 DIA State Street SPDR Dow Jon… |
13.8% | 9.0% | ±4.0% | |
| SPX S&P 500 Index | 14.1% | 9.0% | ±4.1% | |
 SPY State Street SPDR S&P 500 ETF |
14.2% | 8.9% | ±4.1% | |
 XLF State Street Financial Se… |
14.9% | 13.3% | ±4.3% | |
 EFA iShares MSCI EAFE ETF |
16.4% | 11.7% | ±4.7% | |
 XLV State Street Health Care … |
17.8% | 16.7% | ±5.1% | |
 XLU State Street Utilities Se… |
19.0% | 17.8% | ±5.4% | |
 COST Costco Wholesale Corporation |
19.0% | 17.0% | ±5.4% | |
| RUT Russell 2000 Index | 19.6% | 14.3% | ±5.6% | |
 IWM iShares Russell 2000 ETF |
19.8% | 14.6% | ±5.7% | |
 GLD SPDR Gold Shares |
20.1% | 21.2% | ±5.8% | |
 ET Energy Transfer LP |
20.6% | 19.1% | ±5.9% | |
 PEP PepsiCo, Inc. |
21.1% | 22.6% | ±6.0% | |
 KO The Coca-Cola Company |
21.4% | 16.7% | ±6.1% | |
| NDX Nasdaq-100 Index | 21.5% | 16.0% | ±6.2% | |
 PG The Procter & Gamble Company |
21.6% | 19.1% | ±6.2% |
IV am weitesten über realisierter Volatilität
Optionen preisen deutlich mehr Bewegung, als die Aktie zuletzt gezeigt hat. Die Differenz ist IV30 minus HV20 in Volatilitätspunkten – eine beschreibende Lücke, kein Signal.
| Wertpapier | IV30 | HV20 | Spread |
|---|---|---|---|
| UVXY ProShares - Ultra VIX Sho… |
120.1% | 60.2% | +59.9pt |
| LCID Lucid Group, Inc. |
112.7% | 66.1% | +46.6pt |
| MARA Marathon Digital Holdings, Inc. |
93.6% | 51.0% | +42.7pt |
 LYFT Lyft, Inc. |
62.5% | 25.4% | +37.1pt |
| CLSK CleanSpark, Inc. |
94.0% | 57.5% | +36.5pt |
 VXX iPath Series B S&P 500 VI… |
73.9% | 39.3% | +34.6pt |
| RUN Sunrun Inc. |
89.4% | 55.8% | +33.6pt |
 RIVN Rivian Automotive, Inc. |
64.7% | 31.2% | +33.5pt |
| PLUG Plug Power Inc. |
82.7% | 49.2% | +33.5pt |
 TTD The Trade Desk, Inc. |
79.4% | 47.5% | +31.9pt |
 RDDT Reddit, Inc. |
79.0% | 47.2% | +31.8pt |
| SNAP Snap Inc. |
89.2% | 57.7% | +31.5pt |
IV am weitesten unter realisierter Volatilität
| Wertpapier | IV30 | HV20 | Spread |
|---|---|---|---|
 MDB MongoDB, Inc. |
62.0% | 88.3% | -26.3pt |
 TMUS T-Mobile US, Inc. |
37.7% | 56.5% | -18.8pt |
 VZ Verizon Communications Inc. |
27.9% | 43.6% | -15.8pt |
 T AT&T Inc. |
32.1% | 44.6% | -12.5pt |
 NU Nu Holdings Ltd. |
58.0% | 70.2% | -12.2pt |
 CLF Cleveland-Cliffs Inc. |
66.4% | 78.1% | -11.7pt |
 CCL Carnival Corporation & plc |
41.6% | 53.0% | -11.4pt |
 CEG Constellation Energy Corp… |
48.6% | 59.5% | -10.8pt |
 ZS Zscaler, Inc. |
53.2% | 62.1% | -9.0pt |
 VST Vistra Corp. |
51.0% | 58.5% | -7.6pt |
| VIX Cboe Volatility Index | 94.2% | 101.4% | -7.2pt |
 SLV iShares Silver Trust |
33.6% | 40.1% | -6.5pt |
Steilster 25Δ-Skew (Laufzeiten 20–45 Tage)
Der Skew vergleicht die IV von aus dem Geld liegenden Puts und Calls. Ein stark positiver Skew bedeutet, dass Absicherung nach unten deutlich teurer eingepreist ist als Engagement nach oben.
| Wertpapier | Verfall | 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. |
|---|---|---|
 FXI iShares China Large-Cap ETF |
Nov 27 | +38.8pt |
 EWZ iShares MSCI Brazil ETF |
Nov 27 | +30.6pt |
 HAL Halliburton Company |
Nov 13 | +25.7pt |
| EWZ iShares MSCI Brazil ETF |
Nov 13 | +25.1pt |
 KWEB KraneShares CSI China Int… |
Nov 20 | +21.8pt |
| HYG iShares iBoxx $ High Yiel… |
Nov 20 | +21.0pt |
| HAL Halliburton Company |
Nov 27 | +20.9pt |
 XLP State Street Consumer Sta… |
Nov 27 | +20.0pt |
| EWZ iShares MSCI Brazil ETF |
Nov 20 | +19.8pt |
| CLSK CleanSpark, Inc. |
Nov 20 | +19.6pt |
 TQQQ ProShares UltraPro QQQ |
Nov 27 | +17.9pt |
| TQQQ ProShares UltraPro QQQ |
Nov 20 | +17.7pt |