AMGN volatilidad Amgen Inc.
Cboe delayed options data · a fecha de 00:33 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 35.4% | +6.7pt | ±2.1% |
| Sep 11, 2026 | 9 | 34.0% | +2.5pt | ±4.3% |
| Sep 18, 2026 | 16 | 33.4% | +1.3pt | ±5.6% |
| Sep 25, 2026 | 23 | 33.9% | +2.9pt | ±6.8% |
| Oct 02, 2026 | 30 | 33.6% | +3.4pt | ±7.7% |
| Oct 09, 2026 | 37 | 32.5% | +1.4pt | ±8.3% |
| Oct 16, 2026 | 44 | 32.8% | +1.7pt | ±9.1% |
| Nov 20, 2026 | 79 | 32.8% | +1.1pt | ±12.3% |
| Dec 18, 2026 | 107 | 31.5% | +1.0pt | ±13.6% |
| Jan 15, 2027 | 135 | 30.8% | +1.6pt | ±14.9% |
| Mar 19, 2027 | 198 | 31.4% | +2.0pt | ±18.3% |
| Apr 16, 2027 | 226 | 31.2% | +2.3pt | ±19.4% |
| Jun 17, 2027 | 288 | 31.4% | +2.8pt | ±21.9% |
| Sep 17, 2027 | 380 | 31.7% | +2.6pt | ±25.1% |
| Jan 21, 2028 | 506 | 31.6% | +2.9pt | ±28.7% |
Sonrisa de volatilidad — Sep 18, 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.