Hisa zenye IV Rank ya juu zaidi kwa sasa

IV rank hupima mahali ambapo implied volatility ya hisa ilipo ndani ya masafa yake ya wiki hamsini na mbili, kuanzia sifuri kwenye kiwango cha chini kabisa hadi mia moja kwenye kiwango cha juu kabisa. Usomaji ulio karibu na kilele unamaanisha kuwa soko la options linatathmini mienendo ya siku zijazo kwa kiwango kikubwa zaidi kuliko wakati wowote katika mwaka uliopita wa vipindi vya biashara; usomaji ulio karibu na chini unamaanisha kiwango cha chini kabisa. Ubao hapa chini unapanga hisa za Marekani na ETF zenye IV rank ya juu zaidi katika kipindi cha hivi karibuni cha options, cha tarehe 2026-10-15, huku IV percentile ikiwa kando yake, kwa kuwa namba hizi mbili hujibu swali lilelile kwa kutumia hesabu tofauti.

Hisa zenye IV rank ya juu zaidi kwa sasa

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. VLO ilifunga biashara ikiwa na at-the-money implied volatility ya 54.5% dhidi ya kiwango cha wiki hamsini na mbili kuanzia 27.9% hadi 54.5%. Hii inafanya IV rank yake kuwa 100 na IV percentile yake kuwa 99.6.

Kiwango hiki kina maana moja kamili katika kila ncha: rank ya mia moja huweka implied volatility ya kikao cha hivi karibuni katika usomaji wa juu zaidi popote ndani ya kipindi kilichopimwa, na rank ya sifuri huweka katika usomaji wa chini zaidi. Hakuna chochote katika namba hiyo kinachosema kuwa hisa hiyo ina mabadiliko makubwa kwa viwango kamili. Ni taarifa kuhusu hisa hiyo dhidi yake yenyewe.

Tofauti hii inafanya kazi muhimu. Katika desili ya juu ya rank ya ulimwengu mzima uliokaguliwa, implied volatility ya sasa inaanzia 33.7% hadi 54.5%, ikiwa na wastani wa 52.2%. Hisa tulivu iliyo kwenye ukingo wa kiwango chake cha utulivu hupata alama sawa na hisa yenye mabadiliko makubwa iliyo kwenye ukingo wa kiwango chake cha mabadiliko. Kwa kiwango kamili badala ya kile cha kulinganisha, bao la hisa zenye highest implied volatility hupanga mkanda huo huo kulingana na IV ghafi.

IV rank dhidi ya IV percentile

Nambari zote mbili hulinganisha implied volatility ya leo na historia ya wiki hamsini na mbili, lakini huzikokotoa kwa njia tofauti.

• IV rank ni (IV ya sasa kutoa kiwango cha chini cha wiki hamsini na mbili) ikigawanywa kwa (kiwango cha juu cha wiki hamsini na mbili kutoa kiwango cha chini), ikionyeshwa kama asilimia. Hii inazingatia tu thamani ya sasa na ncha mbili za kipindi hicho.
• IV percentile ni sehemu ya vipindi mia mbili hamsini na mbili vilivyopita ambapo implied volatility ilifunga chini ya ile ya leo. Hii inazingatia kila kipindi ndani ya muda huo.

Kipindi kimoja cha msukosuko mkali ndani ya mwaka huweka ukomo ambao rank inayotegemea masafa hauwezi kuusahau, wakati percentile inayotegemea hesabu ya vipindi huichukulia kama tukio moja tu kati ya mia mbili hamsini na mbili. Jopo hapa chini linapanga mwelekeo mmoja wa tofauti hiyo: IV percentile kutoa IV rank, kuanzia kubwa zaidi. Majina yenye mwelekeo tofauti, ambapo rank ni kubwa kuliko percentile, ni kundi tofauti na hayaonekani 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

Pengo kubwa zaidi katika mwelekeo huo ni la COP: IV percentile ya 91.7 dhidi ya IV rank ya 29.5, spread ya pointi 62.2 katika kipindi kimoja na data zilezile. Implied volatility ya sasa hapo ni 35.8%, na kiwango cha juu cha wiki hamsini na mbili ni 66.1%. Percentile huhesabu vipindi, na vipindi vingi vya muda huo kwa hisa hiyo vilikuwa tulivu zaidi kuliko hiki cha hivi karibuni. Rank hupima umbali kuelekea ncha za juu na chini, na kiwango hicho cha juu cha wiki hamsini na mbili bado kiko juu ya thamani ya hivi karibuni. Data ni zilezile, majibu ni mawili.

Hakuna nambari kati ya hizi mbili iliyo sahihi zaidi. Rank hujibu jinsi thamani ya hivi karibuni ilivyo karibu na ncha za juu au chini. Percentile hujibu jinsi thamani hiyo ilivyo ya kipekee ikilinganishwa na vipindi vya kawaida.

Mwonekano halisi 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

Hiyo ni mwelekeo wa kila wiki wa VLO, hisa inayoongoza kwenye ubao, huku kiwango chake cha juu na cha chini cha wiki 52 kikiwa kimechorwa kama mistari tambarare ya kurejelea. Kila nukta iliyochorwa ni wastani wa usomaji wa kila siku wa wiki hiyo, kwa hivyo mstari huo hukaa ndani ya bendi ya juu-chini ya kila siku kwa muundo wake badala ya kugusa mstari wowote wa kurejelea. Kipimo hiki hufungua dirisha katika 37% na kufunga wiki kwa kushikilia kikao cha hivi karibuni katika 52.1%, dhidi ya dari ya 54.5% na sakafu ya 27.9%. Kikao kimoja ambacho rank hiyo hupata ni usomaji wa kila siku wa 54.5% kwenye ubao hapo juu. IV rank ni picha hiyo, na si kitu kingine: usomaji wa hivi karibuni uliowekwa dhidi ya kingo za bendi yake yenyewe, popote bendi hiyo ilipo.

Umbo ni muhimu kama alama yenyewe. Hisa iliyopanda kwa miezi kadhaa na ile iliyoruka hadi kiwango kilekile ndani ya wiki moja hutoa rank inayofanana. Kwa yale ambayo usomaji wa juu huelekea kufanya baada ya tukio lililopangwa, tazama IV crush iliyopimwa kwenye mapato halisi.

Mahali ambapo soko zima lilipo kwenye 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

241 majina yamevuka viwango vya chini vya liquidity na historia katika kipindi hiki. Yakiwa yamepangwa katika makundi ya desile, 4 kati yao yapo katika bendi ya 90-100 na 5 yapo katika bendi ya 0-10 upande mwingine. Wastani wa sasa wa implied volatility ni 52.2% katika bendi ya juu dhidi ya 38.3% katika bendi ya 0-10 iliyo chini, na safu ya gap hupima kila bendi dhidi ya wastani wa bendi ya juu. Safu hizi mbili hazisogei pamoja. Rank huweka kila jina dhidi ya masafa yake ya wiki hamsini na mbili, na bendi ya majina yenye rank ya chini inaweza kuwa na kiwango cha juu cha wastani wa IV kuliko bendi ya juu. Bendi zenye majina machache pia huwa na wastani usio na utulivu. Soma safu ya gap kama ulinganisho wa viwango, si kama mpangilio wa volatility.

Usambazaji huu ndio muktadha unaohitajika kwa usomaji mmoja. Rank inayoonekana kuwa ya juu haina maana kubwa yenyewe hadi utakapojua ni majina mengine mangapi yanayobeba rank kama hiyo kwa wakati mmoja.

IV rank kwa hisa zinazofuatiliwa na watu wengi

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 zinazoshikiliwa na wawekezaji wengi. COIN ina IV rank ya juu zaidi katika kundi hili ikiwa ni 52.3, kutokana na implied volatility ya sasa ya 72.3%. AMZN iko upande wa pili wa orodha ikiwa na rank ya 19.8 kwa implied volatility ya 39.4%. Angalia jinsi safu za rank na percentile zinavyoweza kutofautiana ndani ya mstari mmoja, hii ni hesabu ile ile ya masafa dhidi ya idadi inayopimwa na paneli ya divergence.

Kila moja ya hisa hizi ina ukurasa wake wa IV: NVDA implied volatility, TSLA implied volatility, AAPL implied volatility, na AMD implied volatility kila moja ikiwa na historia kamili ya kikao na muundo wa muda (term structure). Kwa dhana iliyo chini ya kila alama kwenye ukurasa huu, anza na nini maana ya implied volatility.

Jinsi hii inavyopimwa

Kila namba hapa inatoka kwenye chanzo kimoja: faili ya kila siku ya options greeks, mstari mmoja uliotunzwa kwa kila mkataba kwa kila kikao, inayohusu options za hisa na ETF zilizoorodheshwa nchini Marekani.

• IV moja kwa kila jina kwa kila kikao. Hii ni median ya implied volatility ya mikataba ya jina hilo iliyo karibu na bei ya soko (near-the-money), ikimaanisha strike price zilizo ndani ya asilimia tano ya bei ya kufunga ya hisa, zinazoisha muda wake kati ya siku ishirini na sitini za kalenda. Tunatumia median badala ya wastani, ili mkataba mmoja uliopangiwa bei isiyo sahihi usibadilishe usomaji.
• Kikao huhesabiwa tu wakati angalau mikataba kumi inapita vichujio hivyo. Vikao vyenye miamala michache (thinly traded) huondolewa badala ya kuchapishwa.
• Suluhisho zilizokamilika pekee. Implied volatility hutafutwa kutoka kwa bei ya option, na faili huashiria kama suluhisho lilipatikana. Mistari ambayo haikupata suluhisho huondolewa, kama ilivyo kwa usomaji ulio chini ya asilimia mbili au zaidi ya asilimia mia tano. Suluhisho lisilokamilika ni hitilafu ya namba, si bei ya soko.
• Dirisha ni vikao mia mbili hamsini na viwili vya mwisho vinavyopatikana kwa jina hilo ndani ya muda wa siku mia tatu themanini za kalenda. Jina linahitaji angalau vikao mia mbili vilivyopimwa ili kuonekana popote kwenye ukurasa huu.
• IV rank ni (ya sasa kutoa kiwango cha chini cha dirisha) ikigawanywa kwa (kiwango cha juu cha dirisha kutoa kiwango cha chini cha dirisha), mara mia moja. IV percentile ni idadi ya vikao vya dirisha vyenye implied volatility iliyo chini kabisa ya ile ya kikao cha sasa, ikigawanywa kwa idadi ya vikao.
• Kiwango cha chini cha ukwasi (Liquidity floor). Jina lazima liwe limefanya miamala ya angalau mikataba ishirini elfu ya options katika vikao vyake ishirini vya mwisho vilivyopimwa ili kuingia kwenye ulimwengu wa uchunguzi. Jopo la majina maarufu hutumia kiwango cha chini cha kikao, kiwango cha chini cha historia, na kichujio kilekile cha kikao cha hivi karibuni, lakini si kiwango cha chini cha ujazo wa miamala, kwa sababu tickers zake kumi na mbili zimetajwa wazi badala ya kuchujwa.
• Fedha za leveraged, inverse, na volatility-futures zimeondolewa kwenye uchunguzi kwa orodha maalum. Mfuko ulioundwa kusonga kwa mara tatu ya fahirisi yake hubeba mara tatu ya implied volatility kwa muundo wake na ungefunika majina halisi ya hisa moja. Bidhaa zinazoshikilia VIX futures badala ya hisa ziko kwenye orodha hiyo hiyo, kwa sababu implied volatility yao inaelezea mkondo wa futures badala ya kampuni.
• Jopo la njia ya kila wiki huchora medians, si vikao vya pekee. Kila nukta ni median ya usomaji wa kila siku wa wiki hiyo kwa jina lililo nafasi ya kwanza, kwa hivyo mstari uliopangwa hubaki ndani ya bendi ya juu na ya chini ya kila siku kwa muundo wake. Wiki zenye vikao vilivyopimwa chini ya vitatu huondolewa, isipokuwa moja: wiki inayoshikilia kikao cha hivi karibuni huchorwa kila wakati, hata ikiwa ni ya siku moja tu.
• Yale ambayo faili haina. Mikataba ya kuisha siku hiyo hiyo (0DTE) na options za fahirisi zinazolipwa kwa fedha taslimu ziko nje ya mkusanyiko huu wa data, kwa hivyo ongezeko la volatility la 0DTE halifikii namba hizi. SPY na QQQ huonekana kama ETF za kawaida. Pia hakuna uwanja wa open interest popote kwenye ghala hili, kwa hivyo kila kizingiti cha ukwasi hapo juu ni ujazo wa mikataba iliyouzwa, si open interest.
• Stempu ya tarehe ni kikao halisi. Faili ya greeks huchelewa kwa vikao vichache nyuma ya mkanda wa hisa, kwa hivyo kila ubao hubeba tarehe ya kikao ilichotumia, na kila mstari kwenye kila ubao hutoka kwenye kikao hicho kimoja. Jopo la njia ya kila wiki ni ubaguzi wa makusudi: huchora mwaka mmoja wa historia nyuma ya jina lililo nafasi ya kwanza. Hizi si bei za moja kwa moja (live quotes).

Maswali Yanayoulizwa Mara kwa Mara

IV rank ni nini?

IV rank hupima mahali ambapo implied volatility ya sasa ya hisa ilipo ndani ya masafa yake ya wiki hamsini na mbili, kuanzia sifuri kwenye kiwango cha chini hadi mia moja kwenye kiwango cha juu. Fomula yake ni IV ya sasa kutoa kiwango cha chini cha wiki hamsini na mbili, ikigawanywa kwa kiwango cha juu cha wiki hamsini na mbili kutoa kiwango cha chini. Hulinganisha jina moja na historia yake yenyewe na si dhidi ya hisa nyingine, ndiyo maana majina mawili yenye volatility tofauti sana yanaweza kuwa na rank sawa.

Ni IV rank ipi nzuri kwa kuuza options?

Hakuna rank inayofanya uuzaji kuwa sahihi, na ukurasa huu hautoi ushauri wowote. Rank ya juu inamaanisha kuwa option premiums ziko karibu na kilele cha bei ambazo jina hilo limetoza katika mwaka uliopita; rank ya chini inamaanisha ziko karibu na chini. Wauzaji kwa kawaida hupendelea viwango vya juu na wanunuzi hupendelea vya chini, na pande zote mbili hubeba hatari kwamba mwelekeo wa hisa utatofautiana na mwelekeo uliotarajiwa kwenye bei.

IV rank dhidi ya IV percentile, kuna tofauti gani?

IV rank hutumia tu implied volatility ya leo na ncha mbili za masafa ya wiki hamsini na mbili. IV percentile huhesabu ni ngapi kati ya vipindi mia mbili hamsini na viwili vilivyopita vilifungwa chini ya usomaji wa leo. Kipindi kimoja cha kupindukia hupanua masafa na kushusha rank huku kikibadilisha percentile kidogo tu, na hivyo viwili vinaweza kutofautiana kwa makumi ya pointi kwenye jina moja, kama jopo hapo juu linavyoonyesha.

Ninaweza kuangalia IV rank wapi bila malipo?

Ukurasa huu ni kichunguzi cha IV rank bila malipo: husasishwa kulingana na ratiba dhidi ya mkanda mzima wa options wa Marekani na kuchapisha SQL kamili iliyo nyuma ya kila seli. Majina binafsi yana kurasa zake maalum, na ukurasa wa volatility skew hufafanua jinsi implied volatility inavyotofautiana katika strike prices mbalimbali kwenye muda mmoja wa kuisha kwa mkataba.

Kila jopo hapa huhifadhi hoja yake (query) yenyewe. Fungua moja ili kukagua kipimo kuanzia mwanzo hadi mwisho, au endesha uchunguzi uleule wa IV rank kwenye dirisha lolote na ulimwengu wowote wa hisa kwenye terminal ya Strasmore.