Implied volatility, piyasanın fiyatladığı hareket beklentisidir; realized volatility ise gerçekte yaşananı gösterir. Bu pano, kapsanan evreni her ikisi ve aralarındaki fark açısından sıralar. IV nedir? · Metodoloji
VIX (Cboe Volatilite Endeksi): 18.70 · Cboe delayed options data · itibarıyla 09:45 UTC
En yüksek IV30
| Menkul kıymet | IV30 | HV20 | Implied hareket | |
|---|---|---|---|---|
 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% |
En düşük IV30
| Menkul kıymet | IV30 | HV20 | Implied hareket | |
|---|---|---|---|---|
 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% |
IV gerçekleşenin en fazla üzerinde
Opsiyonlar, hisse senedinin yakın dönemde gösterdiğinden çok daha büyük bir hareketi fiyatlıyor. Aradaki fark, IV30 eksi HV20 olarak volatilite puanı cinsinden ifade edilir — açıklayıcı bir fark olup sinyal değildir.
| Menkul kıymet | IV30 | HV20 | Spread |
|---|---|---|---|
| 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 |
IV gerçekleşenin en fazla altında
| Menkul kıymet | IV30 | HV20 | Spread |
|---|---|---|---|
 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 |
En dik 25Δ skew (20–45 günlük vadeler)
Skew, para dışı put'ların ve call'ların IV'ünü karşılaştırır. Dik pozitif bir skew, aşağı yönlü korumanın yukarı yönlü riske kıyasla çok daha pahalı fiyatlandığı anlamına gelir.
| Menkul kıymet | Vade | 25Δ çarpıklıkThe 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 |