ABBV volatilidad AbbVie Inc.
Cboe delayed options data · a fecha de 06:33 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Movimiento implícito |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 27.3% | -1.4pt | ±2.3% |
| Oct 30, 2026 | 10 | 35.9% | -0.1pt | ±5.0% |
| Nov 06, 2026 | 17 | 33.3% | +2.2pt | ±5.9% |
| Nov 13, 2026 | 24 | 31.7% | +2.7pt | ±6.7% |
| Nov 20, 2026 | 31 | 30.5% | +1.1pt | ±7.2% |
| Nov 27, 2026 | 38 | 27.6% | +1.6pt | ±7.2% |
| Dec 18, 2026 | 59 | 28.1% | +2.1pt | ±9.1% |
| Jan 15, 2027 | 87 | 27.1% | +2.1pt | ±10.8% |
| Feb 19, 2027 | 122 | 28.0% | +2.5pt | ±13.0% |
| Mar 19, 2027 | 150 | 28.6% | +2.4pt | ±14.7% |
| May 21, 2027 | 213 | 29.2% | +2.8pt | ±17.7% |
| Jun 17, 2027 | 240 | 29.1% | +2.6pt | ±18.7% |
| Sep 17, 2027 | 332 | 29.3% | +2.4pt | ±21.9% |
| Jan 21, 2028 | 458 | 29.4% | +3.1pt | ±25.5% |
Sonrisa de volatilidad — Nov 20, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.