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): 15.20 · Cboe delayed options data · Stand 00:41 UTC
Höchste IV30
| Wertpapier | IV30 | HV20 | Implizierte Bewegung | |
|---|---|---|---|---|
 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% |
Niedrigstes IV30
| Wertpapier | IV30 | HV20 | Implizierte Bewegung | |
|---|---|---|---|---|
 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% |
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… |
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 |
IV am weitesten unter realisierter Volatilität
| Wertpapier | IV30 | HV20 | 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 |
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. |
|---|---|---|
| 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 |