ABBV volatilità AbbVie Inc.
Cboe delayed options data · aggiornato al 18:33 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 28.7% | +2.1pt | ±2.4% |
| Oct 30, 2026 | 11 | 36.8% | +1.2pt | ±5.1% |
| Nov 06, 2026 | 18 | 33.1% | +2.7pt | ±5.9% |
| Nov 13, 2026 | 25 | 31.8% | +2.8pt | ±6.7% |
| Nov 20, 2026 | 32 | 29.0% | +2.9pt | ±6.9% |
| Nov 27, 2026 | 39 | 29.0% | +2.3pt | ±7.6% |
| Dec 18, 2026 | 60 | 27.5% | +2.6pt | ±9.0% |
| Jan 15, 2027 | 88 | 27.1% | +2.4pt | ±10.9% |
| Feb 19, 2027 | 123 | 28.1% | +3.0pt | ±13.0% |
| Mar 19, 2027 | 151 | 28.5% | +3.3pt | ±14.6% |
| May 21, 2027 | 214 | 29.4% | +3.8pt | ±17.8% |
| Jun 17, 2027 | 241 | 29.6% | +3.7pt | ±19.0% |
| Sep 17, 2027 | 333 | 29.2% | +2.8pt | ±21.8% |
| Jan 21, 2028 | 459 | 29.2% | +2.8pt | ±25.3% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.