APP volatilità AppLovin Corporation
Cboe delayed options data · aggiornato al 06:34 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 55.5% | +0.1pt | ±4.7% |
| Oct 30, 2026 | 10 | 52.7% | +2.0pt | ±7.3% |
| Nov 06, 2026 | 17 | 91.4% | +0.0pt | ±16.2% |
| Nov 13, 2026 | 24 | 81.0% | +6.3pt | ±16.9% |
| Nov 20, 2026 | 31 | 76.3% | +3.5pt | ±18.0% |
| Nov 27, 2026 | 38 | 73.6% | +2.1pt | ±19.1% |
| Dec 18, 2026 | 59 | 68.0% | +1.4pt | ±21.9% |
| Jan 15, 2027 | 87 | 64.0% | +2.4pt | ±25.0% |
| Feb 19, 2027 | 122 | 66.6% | +1.3pt | ±30.7% |
| Mar 19, 2027 | 150 | 67.7% | +2.4pt | ±34.4% |
| May 21, 2027 | 213 | 68.7% | +0.2pt | ±41.3% |
| Jun 17, 2027 | 240 | 66.7% | +2.0pt | ±42.6% |
| Sep 17, 2027 | 332 | 65.1% | — | ±48.5% |
| Jan 21, 2028 | 458 | 65.3% | +4.0pt | ±56.3% |
Volatility smile — Nov 20, 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.