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): 18.70 · Cboe delayed options data · 기준일 09:45 UTC

IV30 최고

종목	IV30	HV20	내재 변동폭
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%

종목	IV30	HV20	내재 변동폭
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%

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…	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

종목	IV30	HV20	스프레드
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

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.
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