AMT volatilitas American Tower Corporation
Cboe delayed options data · per 00:33 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 |
|---|---|---|---|---|
| Sep 18, 2026 | 16 | 24.4% | +0.3pt | ±4.2% |
| Oct 16, 2026 | 44 | 27.8% | +1.2pt | ±8.0% |
| Nov 20, 2026 | 79 | 28.6% | -0.2pt | ±10.8% |
| Dec 18, 2026 | 107 | 27.7% | +0.5pt | ±12.1% |
| Jan 15, 2027 | 135 | 27.1% | +0.3pt | ±13.3% |
| Mar 19, 2027 | 198 | 27.5% | +1.5pt | ±16.2% |
| Apr 16, 2027 | 226 | 27.5% | +2.3pt | ±17.3% |
| Jun 17, 2027 | 288 | 27.9% | +1.6pt | ±19.6% |
| Sep 17, 2027 | 380 | 28.0% | +2.8pt | ±22.4% |
| Oct 15, 2027 | 408 | 28.5% | +2.2pt | ±23.4% |
| Jan 21, 2028 | 506 | 28.8% | +2.5pt | ±25.9% |
| Apr 21, 2028 | 597 | 29.2% | +3.5pt | ±28.3% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.