La volatilità implicita è l'aspettativa di movimento incorporata dal mercato; la volatilità realizzata è ciò che è effettivamente accaduto. Questa dashboard classifica l'universo monitorato su entrambe e sul divario tra loro. Cos'è IV? · Metodologia
VIX (Cboe Volatility Index): 18.44 · Cboe delayed options data · aggiornato al Oct 19, 22:06 UTC
IV30 più elevata
| Titolo | IV30 | HV20 | Movimento implicito | |
|---|---|---|---|---|
| VIX Cboe Volatility Index | 169.6% | 101.4% | ±48.6% | |
 SOXS Direxion Daily Semiconduc… |
120.8% | 95.5% | ±34.6% | |
 UVXY ProShares - Ultra VIX Sho… |
120.4% | 60.2% | ±34.5% | |
 SOXL Direxion Daily Semiconduc… |
120.2% | 99.3% | ±34.5% | |
 LCID Lucid Group, Inc. |
114.6% | 66.1% | ±32.9% | |
 MRNA Moderna, Inc. |
114.5% | 85.1% | ±32.8% | |
 RIOT Riot Platforms, Inc. |
94.7% | 67.4% | ±27.2% | |
 CLSK CleanSpark, Inc. |
93.6% | 57.5% | ±26.8% | |
 MARA Marathon Digital Holdings, Inc. |
93.3% | 51.0% | ±26.7% | |
 RUN Sunrun Inc. |
90.3% | 55.8% | ±25.9% | |
 SMR NuScale Power Corporation |
89.4% | 59.9% | ±25.6% | |
 SNAP Snap Inc. |
89.3% | 57.7% | ±25.6% | |
 HIMS Hims & Hers Health, Inc. |
88.5% | 66.4% | ±25.4% | |
 AMC AMC Entertainment Holding… |
87.4% | 72.2% | ±25.1% | |
 TTD The Trade Desk, Inc. |
87.0% | 47.5% | ±24.9% | |
 SMCI Super Micro Computer, Inc. |
86.4% | 61.3% | ±24.8% | |
 RGTI Rigetti Computing, Inc. |
84.8% | 57.3% | ±24.3% | |
 OKLO Oklo Inc. |
83.5% | 60.0% | ±23.9% | |
 PLUG Plug Power Inc. |
83.5% | 49.2% | ±23.9% | |
 SOUN SoundHound AI, Inc. |
83.0% | 54.1% | ±23.8% |
IV30 più bassa
| Titolo | IV30 | HV20 | Movimento implicito | |
|---|---|---|---|---|
 HYG iShares iBoxx $ High Yiel… |
9.9% | 4.3% | ±2.8% | |
 TLT iShares 20+ Year Treasury… |
13.7% | 11.2% | ±3.9% | |
 DIA State Street SPDR Dow Jon… |
13.9% | 9.0% | ±4.0% | |
| SPX S&P 500 Index | 14.0% | 9.0% | ±4.0% | |
 SPY State Street SPDR S&P 500 ETF |
14.0% | 8.9% | ±4.0% | |
 LQD iShares iBoxx $ Investmen… |
14.2% | 6.8% | ±4.1% | |
 EFA iShares MSCI EAFE ETF |
16.1% | 11.7% | ±4.6% | |
 XLF State Street Financial Se… |
16.2% | 13.3% | ±4.6% | |
 XLV State Street Health Care … |
18.6% | 16.7% | ±5.3% | |
 XLU State Street Utilities Se… |
18.8% | 17.8% | ±5.4% | |
 COST Costco Wholesale Corporation |
19.0% | 17.0% | ±5.4% | |
 FXI iShares China Large-Cap ETF |
19.5% | 18.2% | ±5.6% | |
 XLI State Street Industrial S… |
19.6% | 13.2% | ±5.6% | |
| 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 |
20.2% | 21.2% | ±5.8% | |
 ET Energy Transfer LP |
20.9% | 19.1% | ±6.0% | |
 PEP PepsiCo, Inc. |
21.1% | 22.6% | ±6.1% | |
| NDX Nasdaq-100 Index | 21.4% | 16.0% | ±6.1% | |
 KO The Coca-Cola Company |
21.6% | 16.7% | ±6.2% |
IV più lontana sopra il realizzato
Le opzioni prezzano un movimento molto superiore a quanto il titolo abbia mostrato di recente. Lo scarto è IV30 meno HV20, in punti di volatilità — un divario descrittivo, non un segnale.
| Titolo | IV30 | HV20 | Spread |
|---|---|---|---|
| VIX Cboe Volatility Index | 169.6% | 101.4% | +68.2pt |
| UVXY ProShares - Ultra VIX Sho… |
120.4% | 60.2% | +60.2pt |
| LCID Lucid Group, Inc. |
114.6% | 66.1% | +48.5pt |
| MARA Marathon Digital Holdings, Inc. |
93.3% | 51.0% | +42.3pt |
| TTD The Trade Desk, Inc. |
87.0% | 47.5% | +39.5pt |
 LYFT Lyft, Inc. |
62.7% | 25.4% | +37.4pt |
| CLSK CleanSpark, Inc. |
93.6% | 57.5% | +36.2pt |
 VXX iPath Series B S&P 500 VI… |
74.0% | 39.3% | +34.7pt |
| RUN Sunrun Inc. |
90.3% | 55.8% | +34.5pt |
| PLUG Plug Power Inc. |
83.5% | 49.2% | +34.3pt |
 RIVN Rivian Automotive, Inc. |
65.5% | 31.2% | +34.2pt |
 RDDT Reddit, Inc. |
79.6% | 47.2% | +32.4pt |
IV più lontana sotto il realizzato
| Titolo | IV30 | HV20 | Spread |
|---|---|---|---|
 MDB MongoDB, Inc. |
62.3% | 88.3% | -26.0pt |
 TMUS T-Mobile US, Inc. |
38.6% | 56.5% | -17.9pt |
 VZ Verizon Communications Inc. |
27.8% | 43.6% | -15.8pt |
 T AT&T Inc. |
31.9% | 44.6% | -12.7pt |
 CLF Cleveland-Cliffs Inc. |
66.3% | 78.1% | -11.8pt |
 CCL Carnival Corporation & plc |
41.9% | 53.0% | -11.1pt |
 NU Nu Holdings Ltd. |
59.4% | 70.2% | -10.8pt |
 CEG Constellation Energy Corp… |
49.3% | 59.5% | -10.2pt |
 ZS Zscaler, Inc. |
53.2% | 62.1% | -8.9pt |
 VST Vistra Corp. |
51.4% | 58.5% | -7.1pt |
 SLV iShares Silver Trust |
33.6% | 40.1% | -6.5pt |
 JNJ Johnson & Johnson |
23.1% | 27.9% | -4.7pt |
Skew 25Δ più ripido (scadenze 20–45 giorni)
Lo skew confronta la IV delle opzioni put e call out-of-the-money. Uno skew positivo accentuato significa che la protezione al ribasso è prezzata molto più cara dell'esposizione al rialzo.
| Titolo | Scadenza | 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. |
|---|---|---|
 EWZ iShares MSCI Brazil ETF |
Nov 27 | +27.6pt |
 HAL Halliburton Company |
Nov 13 | +25.7pt |
| EWZ iShares MSCI Brazil ETF |
Nov 13 | +25.2pt |
 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 | +19.7pt |
| CLSK CleanSpark, Inc. |
Nov 20 | +19.6pt |
 TQQQ ProShares UltraPro QQQ |
Nov 27 | +18.7pt |
| TQQQ ProShares UltraPro QQQ |
Nov 20 | +17.3pt |
| TQQQ ProShares UltraPro QQQ |
Nov 13 | +16.0pt |