ADBE volatilitas Adobe Inc.
Cboe delayed options data · per 12:33 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 40.1% | +0.8pt | ±4.6% |
| Oct 30, 2026 | 11 | 41.3% | +1.5pt | ±6.5% |
| Nov 06, 2026 | 18 | 42.6% | +3.8pt | ±8.2% |
| Nov 13, 2026 | 25 | 44.5% | +1.4pt | ±9.9% |
| Nov 20, 2026 | 32 | 41.6% | +3.1pt | ±10.3% |
| Nov 27, 2026 | 39 | 42.1% | +1.2pt | ±11.5% |
| Dec 18, 2026 | 60 | 45.6% | +3.0pt | ±15.2% |
| Jan 15, 2027 | 88 | 43.3% | +2.5pt | ±17.4% |
| Feb 19, 2027 | 123 | 42.3% | +0.9pt | ±19.9% |
| Mar 19, 2027 | 151 | 44.6% | +3.9pt | ±23.1% |
| Apr 16, 2027 | 179 | 43.5% | +3.9pt | ±24.6% |
| Jun 17, 2027 | 241 | 44.3% | +2.5pt | ±28.9% |
| Sep 17, 2027 | 333 | 44.1% | +3.1pt | ±33.6% |
| Dec 17, 2027 | 424 | 45.9% | +4.2pt | ±39.2% |
| Jan 21, 2028 | 459 | 44.9% | +3.3pt | ±39.9% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.