내재 변동성 대시보드

내재 변동성은 시장이 가격에 반영한 변동 기대치이며, 실현 변동성은 실제로 발생한 변동입니다. 이 대시보드는 커버된 종목 전체를 두 지표와 그 격차 기준으로 순위를 매깁니다. IV란 무엇인가요? · 방법론

VIX (Cboe 변동성 지수): 15.20 · Cboe delayed options data · 기준일 00:41 UTC

IV30 최고

종목	IV30	HV20	내재 변동폭
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%

종목	IV30	HV20	내재 변동폭
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%

옵션이 최근 주가 움직임보다 훨씬 큰 변동성을 반영하고 있습니다. 스프레드는 IV30에서 HV20을 뺀 값으로, 변동성 포인트 단위입니다 — 설명적 차이이며, 신호가 아닙니다.

종목	IV30	HV20	스프레드
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

종목	IV30	HV20	스프레드
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

스큐는 외가격 풋과 콜의 IV를 비교합니다. 스큐가 크게 양수이면 하방 보호 비용이 상방 노출 비용보다 훨씬 높게 책정되어 있음을 의미합니다.

종목	만기	25Δ 스큐The 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