Implied volatility बाज़ार की मूवमेंट की अनुमानित उम्मीद है; realized volatility वह है जो वास्तव में हुआ। यह डैशबोर्ड कवर किए गए universe को दोनों पर और उनके अंतर पर रैंक करता है। IV क्या है? · कार्यप्रणाली
VIX (Cboe वोलैटिलिटी इंडेक्स): 18.70 · Cboe delayed options data · के अनुसार 09:45 UTC
सर्वाधिक IV30
| सिक्योरिटी | IV30 | HV20 | Implied move | |
|---|---|---|---|---|
 UVXY ProShares - Ultra VIX Sho… |
140.0% | 55.6% | ±40.1% | |
 SOXS Direxion Daily Semiconduc… |
128.5% | 111.7% | ±36.8% | |
 SOXL Direxion Daily Semiconduc… |
123.7% | 111.3% | ±35.5% | |
 LCID Lucid Group, Inc. |
118.6% | 70.2% | ±34.0% | |
 MRNA Moderna, Inc. |
109.7% | 92.1% | ±31.5% | |
 RIOT Riot Platforms, Inc. |
95.6% | 67.4% | ±27.4% | |
 MARA Marathon Digital Holdings, Inc. |
93.7% | 52.2% | ±26.9% | |
 VXX iPath Series B S&P 500 VI… |
93.1% | 37.4% | ±26.7% | |
 RUN Sunrun Inc. |
91.5% | 55.0% | ±26.2% | |
 AMC AMC Entertainment Holding… |
90.8% | 75.6% | ±26.0% | |
 CLSK CleanSpark, Inc. |
90.1% | 58.7% | ±25.8% | |
| VIX Cboe Volatility Index | 89.5% | 95.6% | ±25.6% | |
 HIMS Hims & Hers Health, Inc. |
89.0% | 68.7% | ±25.5% | |
 SMR NuScale Power Corporation |
88.0% | 66.7% | ±25.2% | |
 SMCI Super Micro Computer, Inc. |
87.8% | 64.9% | ±25.2% | |
 SNAP Snap Inc. |
84.9% | 58.1% | ±24.3% | |
 TTD The Trade Desk, Inc. |
82.7% | 47.4% | ±23.7% | |
 IONQ IonQ, Inc. |
82.0% | 79.0% | ±23.5% | |
 OKLO Oklo Inc. |
81.3% | 65.6% | ±23.3% | |
 PLUG Plug Power Inc. |
80.6% | 49.5% | ±23.1% |
सबसे कम IV30
| सिक्योरिटी | IV30 | HV20 | Implied move | |
|---|---|---|---|---|
 HYG iShares iBoxx $ High Yiel… |
5.9% | 4.5% | ±1.7% | |
 IEF iShares 7-10 Year Treasur… |
7.6% | 6.2% | ±2.2% | |
 LQD iShares iBoxx $ Investmen… |
8.4% | 6.8% | ±2.4% | |
 DIA State Street SPDR Dow Jon… |
14.1% | 9.4% | ±4.1% | |
 TLT iShares 20+ Year Treasury… |
14.4% | 11.3% | ±4.1% | |
| SPX S&P 500 Index | 14.5% | 10.5% | ±4.2% | |
 EFA iShares MSCI EAFE ETF |
15.4% | 12.3% | ±4.4% | |
 XLP State Street Consumer Sta… |
17.2% | 15.5% | ±4.9% | |
 XLU State Street Utilities Se… |
18.2% | 16.5% | ±5.2% | |
 O Realty Income Corporation |
18.2% | 15.4% | ±5.2% | |
 XLV State Street Health Care … |
18.5% | 16.4% | ±5.3% | |
 XLY State Street Consumer Dis… |
19.1% | 13.7% | ±5.5% | |
 COST Costco Wholesale Corporation |
19.2% | 17.0% | ±5.5% | |
| RUT Russell 2000 Index | 19.8% | 14.4% | ±5.7% | |
 XLI State Street Industrial S… |
20.2% | 13.1% | ±5.8% | |
 FXI iShares China Large-Cap ETF |
21.1% | 19.1% | ±6.0% | |
 SO The Southern Company |
21.5% | 16.2% | ±6.2% | |
 PG The Procter & Gamble Company |
21.7% | 18.5% | ±6.2% | |
 PEP PepsiCo, Inc. |
21.7% | 22.0% | ±6.2% | |
 KO The Coca-Cola Company |
21.8% | 17.4% | ±6.2% |
realized से सबसे अधिक ऊपर IV
ऑप्शन हाल ही में शेयर की तुलना में बहुत अधिक हलचल की कीमत लगा रहे हैं। यह अंतर IV30 घटाकर HV20 है, वोलैटिलिटी पॉइंट में — एक वर्णनात्मक अंतर है, कोई संकेत नहीं।
| सिक्योरिटी | IV30 | HV20 | स्प्रेड |
|---|---|---|---|
| UVXY ProShares - Ultra VIX Sho… |
140.0% | 55.6% | +84.4pt |
| VXX iPath Series B S&P 500 VI… |
93.1% | 37.4% | +55.7pt |
| LCID Lucid Group, Inc. |
118.6% | 70.2% | +48.4pt |
| MARA Marathon Digital Holdings, Inc. |
93.7% | 52.2% | +41.6pt |
 LYFT Lyft, Inc. |
62.2% | 25.4% | +36.8pt |
| RUN Sunrun Inc. |
91.5% | 55.0% | +36.6pt |
| TTD The Trade Desk, Inc. |
82.7% | 47.4% | +35.3pt |
 CZR Caesars Entertainment, Inc. |
38.3% | 6.2% | +32.0pt |
| CLSK CleanSpark, Inc. |
90.1% | 58.7% | +31.5pt |
| PLUG Plug Power Inc. |
80.6% | 49.5% | +31.1pt |
 CAVA CAVA Group, Inc. |
71.9% | 40.8% | +31.1pt |
 RIVN Rivian Automotive, Inc. |
64.2% | 33.6% | +30.6pt |
realized से सबसे अधिक नीचे IV
| सिक्योरिटी | IV30 | HV20 | स्प्रेड |
|---|---|---|---|
 MDB MongoDB, Inc. |
64.1% | 90.5% | -26.3pt |
 TMUS T-Mobile US, Inc. |
37.9% | 56.4% | -18.5pt |
 T AT&T Inc. |
28.2% | 44.6% | -16.4pt |
 VZ Verizon Communications Inc. |
28.2% | 43.5% | -15.3pt |
 ARM Arm Holdings plc American… |
76.7% | 91.3% | -14.6pt |
 CCL Carnival Corporation & plc |
41.1% | 53.0% | -11.9pt |
 CEG Constellation Energy Corp… |
48.4% | 59.1% | -10.7pt |
 NU Nu Holdings Ltd. |
62.5% | 70.8% | -8.4pt |
 ZS Zscaler, Inc. |
56.8% | 63.9% | -7.1pt |
| VIX Cboe Volatility Index | 89.5% | 95.6% | -6.1pt |
 VST Vistra Corp. |
53.0% | 58.1% | -5.2pt |
 SLV iShares Silver Trust |
35.3% | 40.0% | -4.7pt |
सबसे तीव्र 25Δ skew (20–45 दिन की एक्सपायरी)
Skew, out-of-the-money puts और calls की IV की तुलना करता है। तीव्र पॉज़िटिव skew का अर्थ है कि नीचे की सुरक्षा (downside protection) की कीमत ऊपर के एक्सपोज़र (upside exposure) से काफ़ी अधिक है।
| सिक्योरिटी | Expiration | 25Δ स्क्यूThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. |
|---|---|---|
 KWEB KraneShares CSI China Int… |
Nov 27 | +60.0pt |
| CZR Caesars Entertainment, Inc. |
Nov 13 | +41.1pt |
 SOUN SoundHound AI, Inc. |
Nov 27 | +36.5pt |
 EWZ iShares MSCI Brazil ETF |
Nov 13 | +28.9pt |
 TQQQ ProShares UltraPro QQQ |
Nov 13 | +24.4pt |
| EWZ iShares MSCI Brazil ETF |
Nov 20 | +22.5pt |
| TQQQ ProShares UltraPro QQQ |
Nov 20 | +22.4pt |
| TQQQ ProShares UltraPro QQQ |
Nov 27 | +21.5pt |
| EWZ iShares MSCI Brazil ETF |
Nov 27 | +20.7pt |
| LQD iShares iBoxx $ Investmen… |
Nov 20 | +20.1pt |
 SVXY ProShares - Short VIX Sho… |
Nov 20 | +19.0pt |
| CZR Caesars Entertainment, Inc. |
Nov 27 | +18.3pt |