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 Volatility Index): 15.20 · Cboe delayed options data · के अनुसार 00:41 UTC
सर्वाधिक IV30
| सिक्योरिटी | IV30 | HV20 | Implied move | |
|---|---|---|---|---|
 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% |
सबसे कम IV30
| सिक्योरिटी | IV30 | HV20 | Implied move | |
|---|---|---|---|---|
 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% |
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… |
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 |
realized से सबसे अधिक नीचे IV
| सिक्योरिटी | IV30 | HV20 | स्प्रेड |
|---|---|---|---|
| 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 |
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. |
|---|---|---|
| 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 |