Hisa zenye IV Rank ya juu zaidi sasa hivi

Alama za IV rank huonyesha nafasi ya volatility ya ndani (implied volatility) ya hisa ndani ya kiwango chake cha wiki 52, kuanzia 0 kwenye kiwango cha chini hadi 100 kwenye kiwango cha juu. Alama inayokaribia juu inamaanisha soko la options linapanga mabadiliko makubwa zaidi ya baadaye kwa jina hilo kuliko wakati wowote katika kipindi cha mwaka mmoja uliopita; alama inayokaribia chini inamaanisha mabadiliko madogo zaidi. Jedwali hapa chini linapanga hisa za US na ETFs zenye IV rank ya juu zaidi katika kikao cha mwisho cha options kilichopimwa, kilichofanyika 2026-07-22, pamoja na IV percentile kando yake, kwani namba hizi mbili zinajibu swali lile lile kwa hesabu tofauti.

Hisabu za IV rank za juu sasa hivi

WITH per_session AS (
    SELECT underlying_symbol AS u,
           date AS d,
           quantileExact(0.5)(implied_volatility) AS iv,
           sum(volume) AS vol
    FROM global_markets.options_greeks
    WHERE date >= (SELECT max(date) FROM global_markets.options_greeks) - 380
      AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
      AND abs(strike_price / underlying_close - 1) <= 0.05
      AND expiration_date BETWEEN date + 20 AND date + 60
      AND underlying_symbol NOT IN ('SPCX','KORU','SOXL','SOXS','TQQQ','SQQQ','NVDL','NVDS','NVD','TSLL','TSLQ','TSLZ','SPXL','SPXS','UPRO','SPXU','LABU','LABD','FAS','FAZ','TNA','TZA','YINN','YANG','UDOW','SDOW','BOIL','KOLD','UCO','SCO','USD','SSO','SDS','QLD','QID','ERX','ERY','DRN','DRV','CURE','SOXY','MUU','SNXX','UVXY','SVXY','UVIX','SVIX','BULZ','WEBL','WEBS','DPST','DRIP','GUSH','AGQ','ZSL','BITX','ETHU','MSTX','MSTU','CONL','DUST','JNUG','JDST','NUGT','AMDL','NUAI','VXX','VIXY')
    GROUP BY u, d
    HAVING count() >= 10
),
ranked AS (
    SELECT u, d, iv, vol,
           row_number() OVER w AS rn,
           first_value(iv) OVER w AS iv_latest,
           first_value(d) OVER w AS d_latest
    FROM per_session
    WINDOW w AS (PARTITION BY u ORDER BY d DESC)
),
agg AS (
    SELECT u,
           any(iv_latest) AS iv_cur,
           any(d_latest) AS last_d,
           count() AS sessions,
           min(iv) AS iv_lo,
           max(iv) AS iv_hi,
           countIf(iv < iv_latest) AS below_now,
           sumIf(vol, rn <= 20) AS vol_20d
    FROM ranked
    WHERE rn <= 252
    GROUP BY u
)
SELECT u AS ticker,
       round(100 * iv_cur, 1) AS iv_now_pct,
       round(100 * (iv_cur - iv_lo) / (iv_hi - iv_lo), 1) AS iv_rank,
       round(100 * below_now / sessions, 1) AS iv_percentile,
       round(100 * iv_lo, 1) AS iv_52w_low_pct,
       round(100 * iv_hi, 1) AS iv_52w_high_pct,
       toString(last_d) AS session_date
FROM agg
WHERE sessions >= 200
  AND vol_20d >= 20000
  AND iv_hi > iv_lo
  AND last_d = (SELECT max(date) FROM global_markets.options_greeks)
ORDER BY iv_rank DESC, vol_20d DESC, ticker
LIMIT 15

Chukua safu ya juu. MO ilifunga ikiwa na implied volatility ya at-the-money ya 31.7% dhidi ya kiwango cha wiki 52 kuanzia 12.9% hadi 31.7%. Hii inaweka IV rank yake katika 100 na IV percentile yake katika 99.6.

Rank iliyo juu kabisa ya kiwango ina maana moja tu: implied volatility ya kikao cha hivi karibuni ndiyo thamani ya juu zaidi katika kipindi kilichopimwa. Namba hiyo haimaanishi kuwa hisa hiyo ina mabadiliko makubwa (volatility) katika viwango vya jumla. Ni taarifa kuhusu hali ya hisa hiyo ikilinganishwa na rekodi zake zenyewe.

Tofauti hii ina umuhimu mkubwa. Katika decile ya juu ya ulimwengu mzima uliochujwa, implied volatility ya sasa inakwenda 27.3% hadi 174.2%, ikiwa na median ya 79.4%. Hisa tulivu iliyofikia upeo wa kiwango chake cha utulivu inapata alama sawa na hisa yenye mabadiliko makubwa iliyofikia upeo wa kiwango chake cha mabadiliko. Kwa kiwango cha jumla badala ya kile cha nisби (relative), mambo ya hisa zenye implied volatility ya juu yanapanga orodha hiyo hiyo kwa kutumia IV ghafi.

IV rank dhidi ya IV percentile

Namba zote mbili zinafananisha volatility iliyokusudiwa (implied volatility) ya leo na historia ya wiki 52 iliyopita, lakini zinazipiga hesabu tofauti.

• IV rank ni (IV ya sasa kutoa chini kabisa ya wiki 52) iliyogawanywa kwa (juu kabisa ya wiki 52 kutoa chini kabisa), ikiwakilishwa kama asilimia. Inatazama thamani ya sasa na viwango viwili vya juu na chini vya kipindi hicho pekee.
• IV percentile ni sehemu ya vikao 252 vilivyopita ambavyo volatility iliyokusudiwa ilifunga chini ya thamani ya leo. Inatazama kila kikao katika kipindi hicho.

Kikao kimoja chenye mabadiliko makubwa ndani ya mwaka huweka kiwango cha juu ambacho IV rank haikisahau, wakati IV percentile inayotumia idadi inakichukulia kama tick moja kati ya 252. Jedwali hapa chini linaonyesha upande mmoja wa utofauti huo: IV percentile kutoa IV rank, kuanzia kubwa zaidi. Majina yenye mwelekeo wa kinyume, ambapo rank iko juu ya percentile, yamechorwa kando na hayataonekani hapa.

WITH per_session AS (
    SELECT underlying_symbol AS u,
           date AS d,
           quantileExact(0.5)(implied_volatility) AS iv,
           sum(volume) AS vol
    FROM global_markets.options_greeks
    WHERE date >= (SELECT max(date) FROM global_markets.options_greeks) - 380
      AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
      AND abs(strike_price / underlying_close - 1) <= 0.05
      AND expiration_date BETWEEN date + 20 AND date + 60
      AND underlying_symbol NOT IN ('SPCX','KORU','SOXL','SOXS','TQQQ','SQQQ','NVDL','NVDS','NVD','TSLL','TSLQ','TSLZ','SPXL','SPXS','UPRO','SPXU','LABU','LABD','FAS','FAZ','TNA','TZA','YINN','YANG','UDOW','SDOW','BOIL','KOLD','UCO','SCO','USD','SSO','SDS','QLD','QID','ERX','ERY','DRN','DRV','CURE','SOXY','MUU','SNXX','UVXY','SVXY','UVIX','SVIX','BULZ','WEBL','WEBS','DPST','DRIP','GUSH','AGQ','ZSL','BITX','ETHU','MSTX','MSTU','CONL','DUST','JNUG','JDST','NUGT','AMDL','NUAI','VXX','VIXY')
    GROUP BY u, d
    HAVING count() >= 10
),
ranked AS (
    SELECT u, d, iv, vol,
           row_number() OVER w AS rn,
           first_value(iv) OVER w AS iv_latest,
           first_value(d) OVER w AS d_latest
    FROM per_session
    WINDOW w AS (PARTITION BY u ORDER BY d DESC)
),
agg AS (
    SELECT u,
           any(iv_latest) AS iv_cur,
           any(d_latest) AS last_d,
           count() AS sessions,
           min(iv) AS iv_lo,
           max(iv) AS iv_hi,
           countIf(iv < iv_latest) AS below_now,
           sumIf(vol, rn <= 20) AS vol_20d
    FROM ranked
    WHERE rn <= 252
    GROUP BY u
),
board AS (
    SELECT u,
           round(100 * iv_cur, 1) AS iv_now_pct,
           round(100 * (iv_cur - iv_lo) / (iv_hi - iv_lo), 1) AS iv_rank,
           round(100 * below_now / sessions, 1) AS iv_percentile,
           round(100 * iv_hi, 1) AS iv_52w_high_pct
    FROM agg
    WHERE sessions >= 200
      AND vol_20d >= 20000
      AND iv_hi > iv_lo
      AND last_d = (SELECT max(date) FROM global_markets.options_greeks)
)
SELECT u AS ticker,
       iv_now_pct,
       iv_rank,
       iv_percentile,
       round(iv_percentile - iv_rank, 1) AS percentile_minus_rank,
       iv_52w_high_pct
FROM board
ORDER BY percentile_minus_rank DESC, iv_now_pct DESC, ticker
LIMIT 12

Tofauti kubwa zaidi katika mwelekeo huo ni ya AMZN: IV percentile ya 92.1 dhidi ya IV rank ya 26.7, tofauti ya 65.4 points kwenye kikao hicho hicho na data ile ile. IV ya sasa hapo ni 43%, na juu kabisa ya wiki 52 ni 99.4%. Percentile inahesabu vikao, na vikao vingi vya kipindi hicho kwenye jina hilo vilikuwa vyenye utulivu zaidi kuliko hivi vya hivi karibuni. Rank inapima umbali kutoka kwenye viwango vya juu na chini, na hiyo juu kabisa ya wiki 52 bado iko juu ya thamani ya hivi karibuni. Data ni ile ile, lakini majibu ni mawili.

Hakuna namba iliyo sahihi zaidi. Rank inajibu jinsi thamani ya hivi karibuni ilivyo karibu na viwango vya juu na chini. Percentile inajibu jinsi hali hiyo ilivyo ya kipekee ikilinganishwa na kikao cha kawaida.

Muonekano wa IV rank ya juu

WITH per_session AS (
    SELECT underlying_symbol AS u,
           date AS d,
           quantileExact(0.5)(implied_volatility) AS iv,
           sum(volume) AS vol
    FROM global_markets.options_greeks
    WHERE date >= (SELECT max(date) FROM global_markets.options_greeks) - 380
      AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
      AND abs(strike_price / underlying_close - 1) <= 0.05
      AND expiration_date BETWEEN date + 20 AND date + 60
      AND underlying_symbol NOT IN ('SPCX','KORU','SOXL','SOXS','TQQQ','SQQQ','NVDL','NVDS','NVD','TSLL','TSLQ','TSLZ','SPXL','SPXS','UPRO','SPXU','LABU','LABD','FAS','FAZ','TNA','TZA','YINN','YANG','UDOW','SDOW','BOIL','KOLD','UCO','SCO','USD','SSO','SDS','QLD','QID','ERX','ERY','DRN','DRV','CURE','SOXY','MUU','SNXX','UVXY','SVXY','UVIX','SVIX','BULZ','WEBL','WEBS','DPST','DRIP','GUSH','AGQ','ZSL','BITX','ETHU','MSTX','MSTU','CONL','DUST','JNUG','JDST','NUGT','AMDL','NUAI','VXX','VIXY')
    GROUP BY u, d
    HAVING count() >= 10
),
ranked AS (
    SELECT u, d, iv, vol,
           row_number() OVER w AS rn,
           first_value(iv) OVER w AS iv_latest,
           first_value(d) OVER w AS d_latest
    FROM per_session
    WINDOW w AS (PARTITION BY u ORDER BY d DESC)
),
agg AS (
    SELECT u,
           any(iv_latest) AS iv_cur,
           any(d_latest) AS last_d,
           count() AS sessions,
           min(iv) AS iv_lo,
           max(iv) AS iv_hi,
           sumIf(vol, rn <= 20) AS vol_20d
    FROM ranked
    WHERE rn <= 252
    GROUP BY u
),
leader AS (
    SELECT u, iv_lo, iv_hi
    FROM agg
    WHERE sessions >= 200
      AND vol_20d >= 20000
      AND iv_hi > iv_lo
      AND last_d = (SELECT max(date) FROM global_markets.options_greeks)
    ORDER BY round(100 * (iv_cur - iv_lo) / (iv_hi - iv_lo), 1) DESC, vol_20d DESC, u
    LIMIT 1
)
SELECT toString(toMonday(r.d)) AS week,
       round(100 * quantileExact(0.5)(r.iv), 1) AS iv_pct,
       round(100 * any(l.iv_hi), 1) AS iv_52w_high_pct,
       round(100 * any(l.iv_lo), 1) AS iv_52w_low_pct
FROM ranked AS r
INNER JOIN leader AS l ON r.u = l.u
WHERE r.rn <= 252
GROUP BY week
HAVING uniqExact(r.d) >= 3
    OR max(r.d) = (SELECT max(date) FROM global_markets.options_greeks)
ORDER BY week

Huu ni mwelekeo wa wiki wa MO, hisa inayoshika nafasi ya juu kwenye ubao, huku viwango vya juu na chini vya wiki 52 vikiwakilishwa kwa mistari ya marejeleo. Kila nukta iliyochorwa ni wastani wa kusoma kwa siku wa wiki hiyo, hivyo mstari huo upo ndani ya bandi ya juu-chini ya siku kwa muundo huo badala ya kugusa mstari wowote wa marejeo. Kipimo hiki kinaanza kwenye 22.3% na kufunga wiki kwa kiwango cha kikao cha hivi karibuni cha 30.9%, dhidi ya ukomo wa juu wa 31.7% na ukomo wa chini wa 12.9%. Kikao kimoja ambacho rank inaupa ni kiwango cha siku cha 31.7% kwenye ubao hapo juu. IV rank iliyo juu kabisa ya kiwango ni picha hiyo, na hakuna kingine: kiwango cha hivi karibuni kikiwa kwenye ukingo wa juu wa bandi yake, popote pale bandi hiyo ilipo.

Umbo ni muhimu kama vile alama (score). Hisa iliyopanda kwa miezi kadhaa na ile iliyofika kiwango kilekile kwa gao (gap) ndani ya wiki moja huonyesha rank sawa kabisa. Kwa kile ambacho kiwango cha juu hufanya baada ya tukio lililopangwa, angalia IV crush iliyopimwa kwenye mapato halisi.

Hali ya soko nzima kuhusu IV rank

WITH per_session AS (
    SELECT underlying_symbol AS u,
           date AS d,
           quantileExact(0.5)(implied_volatility) AS iv,
           sum(volume) AS vol
    FROM global_markets.options_greeks
    WHERE date >= (SELECT max(date) FROM global_markets.options_greeks) - 380
      AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
      AND abs(strike_price / underlying_close - 1) <= 0.05
      AND expiration_date BETWEEN date + 20 AND date + 60
      AND underlying_symbol NOT IN ('SPCX','KORU','SOXL','SOXS','TQQQ','SQQQ','NVDL','NVDS','NVD','TSLL','TSLQ','TSLZ','SPXL','SPXS','UPRO','SPXU','LABU','LABD','FAS','FAZ','TNA','TZA','YINN','YANG','UDOW','SDOW','BOIL','KOLD','UCO','SCO','USD','SSO','SDS','QLD','QID','ERX','ERY','DRN','DRV','CURE','SOXY','MUU','SNXX','UVXY','SVXY','UVIX','SVIX','BULZ','WEBL','WEBS','DPST','DRIP','GUSH','AGQ','ZSL','BITX','ETHU','MSTX','MSTU','CONL','DUST','JNUG','JDST','NUGT','AMDL','NUAI','VXX','VIXY')
    GROUP BY u, d
    HAVING count() >= 10
),
ranked AS (
    SELECT u, d, iv, vol,
           row_number() OVER w AS rn,
           first_value(iv) OVER w AS iv_latest,
           first_value(d) OVER w AS d_latest
    FROM per_session
    WINDOW w AS (PARTITION BY u ORDER BY d DESC)
),
agg AS (
    SELECT u,
           any(iv_latest) AS iv_cur,
           any(d_latest) AS last_d,
           count() AS sessions,
           min(iv) AS iv_lo,
           max(iv) AS iv_hi,
           sumIf(vol, rn <= 20) AS vol_20d
    FROM ranked
    WHERE rn <= 252
    GROUP BY u
),
screened AS (
    SELECT least(intDiv(toUInt16(floor(100 * (iv_cur - iv_lo) / (iv_hi - iv_lo))), 10), 9) AS b,
           100 * iv_cur AS iv_now_pct
    FROM agg
    WHERE sessions >= 200
      AND vol_20d >= 20000
      AND iv_hi > iv_lo
      AND last_d = (SELECT max(date) FROM global_markets.options_greeks)
),
buckets AS (
    SELECT b,
           count() AS names,
           round(quantileExact(0.5)(iv_now_pct), 1) AS median_iv_pct,
           round(min(iv_now_pct), 1) AS lowest_iv_pct,
           round(max(iv_now_pct), 1) AS highest_iv_pct
    FROM screened
    GROUP BY b
)
SELECT concat(toString(b * 10), '-', toString(b * 10 + 10)) AS iv_rank_bucket,
       names,
       sum(names) OVER (ORDER BY b DESC) AS names_cumulative,
       median_iv_pct,
       round(median_iv_pct - first_value(median_iv_pct) OVER (ORDER BY b DESC), 1) AS median_gap_to_top_pct,
       lowest_iv_pct,
       highest_iv_pct
FROM buckets
ORDER BY b DESC

228 majina yalivuka viwango vya liquidity na history katika kikao hiki. Ikigawanywa katika deciles za rank, 30 ya majina hayo yapo katika band ya 90-100 na 6 yapo katika band ya 0-10 upande wa pili. Median ya implied volatility ya sasa hupungua kadiri rank inavyoshuka, kutoka 79.4% katika band ya juu hadi 37% katika band ya 0-10 chini kabisa, na safu ya gap inapima kila band dhidi ya median ya band ya juu. Angalia mwelekeo (slope) katika jedwali zima badala ya hatua moja tu: band zinazoshikilia majina machache tu zina median zisizo na uthabiti, na band mbili zinazofuatana zinaweza kubadilisha mwelekeo.

Usambazaji (distribution) ndio muktadha unaohitajika kwa takwimu moja. Rank kubwa haina maana kubwa peke yake mpaka ujue ni majina mangapi mengine yenye rank hiyo kwa wakati mmoja.

IV rank kwa majina yanayofuatwa zaidi na watu

WITH per_session AS (
    SELECT underlying_symbol AS u,
           date AS d,
           quantileExact(0.5)(implied_volatility) AS iv
    FROM global_markets.options_greeks
    WHERE date >= (SELECT max(date) FROM global_markets.options_greeks) - 380
      AND underlying_symbol IN ('SPY','QQQ','AAPL','MSFT','AMZN','META','NVDA','AMD','TSLA','COIN','MSTR','PLTR')
      AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
      AND abs(strike_price / underlying_close - 1) <= 0.05
      AND expiration_date BETWEEN date + 20 AND date + 60
    GROUP BY u, d
    HAVING count() >= 10
),
ranked AS (
    SELECT u, d, iv,
           row_number() OVER w AS rn,
           first_value(iv) OVER w AS iv_latest,
           first_value(d) OVER w AS d_latest
    FROM per_session
    WINDOW w AS (PARTITION BY u ORDER BY d DESC)
),
agg AS (
    SELECT u,
           any(iv_latest) AS iv_cur,
           any(d_latest) AS last_d,
           count() AS sessions,
           min(iv) AS iv_lo,
           max(iv) AS iv_hi,
           countIf(iv < iv_latest) AS below_now
    FROM ranked
    WHERE rn <= 252
    GROUP BY u
)
SELECT u AS ticker,
       round(100 * iv_cur, 1) AS iv_now_pct,
       round(100 * (iv_cur - iv_lo) / (iv_hi - iv_lo), 1) AS iv_rank,
       round(100 * below_now / sessions, 1) AS iv_percentile,
       round(100 * iv_lo, 1) AS iv_52w_low_pct,
       round(100 * iv_hi, 1) AS iv_52w_high_pct,
       toString(last_d) AS session_date
FROM agg
WHERE sessions >= 200
  AND iv_hi > iv_lo
  AND last_d = (SELECT max(date) FROM global_markets.options_greeks)
ORDER BY iv_rank DESC, ticker

Kipimo hicho hicho kwa tickers kumi na mbili zinazomilikiwa na watu wengi. AMD ina IV rank ya juu zaidi katika kundi hili ikiwa ni 83.7, kwenye implied volatility ya sasa ya 85.8%. TSLA iko upande wa pili wa orodha ikiwa na rank ya 0 kwenye implied volatility ya 37%. Zingatia jinsi safu za rank na percentile zinavyoweza kutofautiana ndani ya mstari mmoja, hesabu ile ile ya range-versus-count inayopimwa na panel ya divergence.

Kila moja ya majina haya ina ukurasa wake wa IV: implied volatility ya NVDA, implied volatility ya TSLA, implied volatility ya AAPL, na implied volatility ya AMD kila moja ina historia kamili ya kikao na term structure. Kwa dhana inayozalisha kila alama kwenye ukurasa huu, anza na implied volatility ni nini.

Jinsi hii inavyopimwa

Kila namba hapa inatoka chanzo kimoja: faili ya kila siku ya options greeks, inayojumuisha mstari mmoja kwa kila mkataba kwa kila session, ikihusisha options za equity na ETF zilizoorodheshwa nchini Marekani.

• IV moja kwa kila jina kwa kila session. Median ya implied volatility ya mikataba ya near-the-money ya jina hilo, ikimaanisha strikes ndani ya 5% ya bei ya kufunga ya hisa, inayoelekea muda wa siku 20 hadi 60 za kalenda. Inatumia median badala ya average, ili mkataba mmoja uliopangwa vibaya usibadilishe matokeo.
• Session inahesabiwa tu ikiwa angalau mikataba 10 imevuka vigezo hivyo. Session zenye miamala michache huondolewa badala ya kuchapishwa.
• Suluhisho zilizofanikiwa tu (converged solves). Implied volatility hutatuliwa kutoka kwenye bei ya option, na faili huonyesha ikiwa suluhisho hilo limefanikiwa. Mistari ambayo haijafanikiwa hutolewa, kama vile matokeo chini ya 2% au juu ya 500%. Suluhisho isiyofanikiwa ni hitilafu ya kimahesabu, si bei ya soko.
• Dirisha ni session 252 za mwisho zinazopatikana kwa jina hilo ndani ya kipindi cha siku 380 za kalenda. Jina linahitaji angalau session 200 zilizopimwa ili kuonekana mahali popote kwenye ukurasa huu.
• IV rank ni (ya sasa kutoa chini ya dirisha) iliyogawanywa kwa (juu ya dirisha kutoa chini ya dirisha), mara 100. IV percentile ni idadi ya session za dirisha zenye implied volatility chini kabisa ya session ya sasa, iliyogawanywa kwa idadi ya session.
• Kiwango cha ukwasi (Liquidity floor). Jina lazima liwe limefanya biashara ya angalau mikataba 20,000 ya option katika session 20 zake za mwisho zilizopimwa ili kuingia kwenye ulimwengu uliochujwa. Panel ya majina maarufu hutumia kiwango cha session, kiwango cha historia, na chujio lile lile la session ya mwisho, lakini si kiwango cha ujazo (volume floor), kwa sababu ticker kumi na mbili zake zimeorodheshwa wazi badala ya kuchujwa.
• Funds za leveraged, inverse, na volatility-futures huondolewa kwenye uchunguzi kwa orodha maalum. Fund iliyoundwa kufuata mienendo mara tatu ya index yake hubeba mara tatu ya implied volatility kwa muundo wake na ingejaa nafasi za majina halisi ya kampuni. Bidhaa zinazoshikilia VIX futures badala ya hisa zipo kwenye orodha hiyo hiyo, kwa sababu implied volatility yake inaelezea curve ya futures badala ya kampuni.
• Panel ya njia ya kila wiki (weekly path panel) huchora medians, si session moja. Kila nukta ni median ya matokeo ya kila siku ya wiki hiyo kwa jina lililoshika nafasi ya juu, hivyo mstari unaochorwa unabaki ndani ya bandi ya juu na chini ya kila siku kwa muundo wake. Wiki zenye session chache kuliko tatu zilizopimwa huondolewa, kwa ufupisho mmoja: wiki yenye session ya mwisho kila wakati huchorwa, hata ikiwa ni siku moja tu.
• Kile faili lisilokuwa nacho. Mikataba ya muda wa kumalizika siku hiyo hiyo (0DTE) na index options zinazolipwa kwa cash zipo nje ya seti hii ya data, hivyo ongezeko la volatility la 0DTE halifikii kamwe namba hizi. SPY na QQQ zinaonekana kama ETF za kawaida. Pia hakuna uwanja wa open interest mahali popote kwenye ghala hili, hivyo kila kiwango cha ukwasi hapo juu ni ujazo wa mkataba unaofanyiwa biashara, si open interest.
• Muda wa tarehe ndio session halisi. Faili ya greeks hukamilika session chache nyuma ya equity tape, hivyo kila ubao hubeba tarehe ya session iliyotumika, na kila mstari kwenye kila ubao unatokana na session hiyo hiyo. Panel ya njia ya kila wiki ni ufupisho wa makusudi: inachora historia ya mwaka mmoja nyuma ya jina lililoshika nafasi ya juu. Hizi si bei za moja kwa moja (live quotes).

Maswali Yanayoulizwa Mara kwa Mara

IV rank ni nini?

IV rank inapima jinsi volatility ya sasa ya hisa ilivyo ndani ya kiwango chake cha wiki 52, kuanzia 0 kwenye kiwango cha chini hadi 100 kwenye kiwango cha juu. Kanuni yake ni IV ya sasa kutoa chini zaidi ya wiki 52, kisha kugawanya kwa (kiwango cha juu cha wiki 52 kutoa chini zaidi ya wiki 52). Inalinganisha hisa na historia yake yenyewe na si hisa nyingine, ndiyo maana hisa mbili zenye volatility tofauti sana zinaweza kuwa na rank sawa.

IV rank nzuri ni ipi kwa ajili ya kuuza options?

Hakuna rank inayofanya uuzaji uwe sahihi, na ukurasa huu hautozi jibu la aina hiyo. Rank ya juu inamaanisha bei za premium za option ziko karibu na kiwango cha juu ambacho hisa hiyo imetoza katika mwaka uliopita; rank ya chini inamaanisha karibu na kiwango cha chini. Wauzaji kwa kawaida hupendelea readings za juu na wanunuzi hupendelea za chini, na pande zote mbili zina hatari kwamba mabadiliko ya hisa yanaweza kuwa tofauti na mabadiliko yaliyopangwa kwenye bei.

IV rank dhidi ya IV percentile, tofauti yake ni nini?

IV rank hutumia volatility ya sasa tu na mambo mawili extremes ya kiwango cha wiki 52. IV percentile inahesabu ni idadi gani ya vikao 252 vilivyopita vilifunga chini ya reading ya leo. Kikao kimoja cha extreme kinaweza kupanua kiwango na kushusha rank, huku kikiwa hakibadilishi percentile sana, na hivyo vitu hivi viwili vinaweza kutofautiana kwa points mamia kwenye hisa moja, kama paneli iliyo juu inavyoonyesha.

Ninawezaje kuangalia IV rank bure?

Ukurasa huu ni mchambulizi wa IV rank wa bure: unajisasisha kwa ratiba dhidi ya US options tape nzima na unatoa SQL halisi inayotumika nyuma ya kila seli. Hisa binafsi zina kurasa zake, na ukurasa wa volatility skew unaelezea jinsi implied volatility inavyobadilika kati ya strikes kwenye expiry moja.

Kila paneli hapa linahifadhi query yake. Fungua moja ili kukagua vipimo kuanzia mwanzo hadi mwisho, au tumia screen hiyo hiyo ya IV rank kwa kipindi chochote na ulimwengu wowote kwenye terminal ya Strasmore.