AMT volatilitas American Tower Corporation
Cboe delayed options data · per Oct 19, 21:51 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 |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | 29.4% | +2.2pt | ±7.0% |
| Dec 18, 2026 | 60 | 27.4% | +1.6pt | ±9.0% |
| Jan 15, 2027 | 88 | 27.4% | +3.0pt | ±11.0% |
| Mar 19, 2027 | 151 | 27.8% | +0.9pt | ±14.3% |
| Apr 16, 2027 | 179 | 28.1% | +2.1pt | ±15.9% |
| Jun 17, 2027 | 241 | 28.7% | +3.6pt | ±18.5% |
| Sep 17, 2027 | 333 | 28.2% | +4.4pt | ±21.2% |
| Oct 15, 2027 | 361 | 28.9% | +3.2pt | ±22.5% |
| Jan 21, 2028 | 459 | 28.9% | +4.1pt | ±25.0% |
| Apr 21, 2028 | 550 | 29.0% | +4.9pt | ±27.2% |
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.