APP volatilità AppLovin Corporation
Cboe delayed options data · aggiornato al 09:33 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 58.4% | +2.0pt | ±3.5% |
| Sep 11, 2026 | 8 | 51.5% | -0.3pt | ±6.5% |
| Sep 18, 2026 | 15 | 52.5% | -0.5pt | ±8.8% |
| Sep 25, 2026 | 22 | 52.6% | +1.1pt | ±10.6% |
| Oct 02, 2026 | 29 | 54.5% | -5.4pt | ±12.5% |
| Oct 09, 2026 | 36 | 53.1% | -6.2pt | ±13.5% |
| Oct 16, 2026 | 43 | 53.6% | -1.2pt | ±14.7% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 65.1% | +1.8pt | ±23.8% |
| Dec 18, 2026 | 106 | 64.6% | -1.2pt | ±27.4% |
| Jan 15, 2027 | 134 | 63.0% | +0.5pt | ±30.0% |
| Feb 19, 2027 | 169 | 68.0% | -0.6pt | ±36.2% |
| Mar 19, 2027 | 197 | 64.9% | -0.9pt | ±37.2% |
| Jun 17, 2027 | 287 | 66.7% | -0.5pt | ±45.7% |
| Jan 21, 2028 | 505 | 66.7% | -1.0pt | ±59.5% |
Volatility smile — Sep 18, 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.