インプライドボラティリティは市場が価格に織り込んだ変動の予測であり、リアライズドボラティリティは実際に起きた変動です。このダッシュボードは対象銘柄全体を両指標および両者の乖離でランキングします。 IVとは？ · 方法論
VIX（Cboeボラティリティ・インデックス）: 18.70 · Cboe delayed options data · 基準日時： 09:45 UTC
IV30最高値
| 銘柄 | IV30 | HV20 | インプライドムーブ | |
|---|---|---|---|---|
 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% |
IV30 最低
| 銘柄 | IV30 | HV20 | インプライドムーブ | |
|---|---|---|---|---|
 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% |
実現ボラティリティを最も上回るIV
オプションは株式の直近の値動きをはるかに上回る動きを織り込んでいます。このスプレッドはIV30からHV20を引いたボラティリティポイントであり、状況を示す差異であってシグナルではありません。
| 銘柄 | IV30 | HV20 | スプレッド |
|---|---|---|---|
| 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 |
実現ボラティリティを最も下回るIV
| 銘柄 | IV30 | HV20 | スプレッド |
|---|---|---|---|
 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 |
スキューが最も急峻な 25Δ（満期20〜45日）
スキューは、アウト・オブ・ザ・マネーのプットとコールの IV を比較します。正のスキューが急峻な場合、下値保護が上値エクスポージャーに比べて大幅に高い価格で取引されていることを意味します。
| 銘柄 | 満期日 | 25Δ スキューThe 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 |