BA volatilidad The Boeing Company
Cboe delayed options data · a fecha de 20:03 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 34.9% | +0.7pt | ±2.9% |
| Oct 30, 2026 | 11 | 45.4% | +0.3pt | ±6.3% |
| Nov 06, 2026 | 18 | 40.5% | +0.8pt | ±7.2% |
| Nov 13, 2026 | 25 | 37.6% | +0.8pt | ±7.9% |
| Nov 20, 2026 | 32 | 36.2% | +0.5pt | ±8.6% |
| Nov 27, 2026 | 39 | 35.1% | -0.0pt | ±9.2% |
| Dec 18, 2026 | 60 | 33.7% | +0.6pt | ±11.0% |
| Jan 15, 2027 | 88 | 33.1% | +0.8pt | ±13.0% |
| Feb 19, 2027 | 123 | 33.5% | +1.1pt | ±15.6% |
| Mar 19, 2027 | 151 | 33.6% | +1.3pt | ±17.3% |
| May 21, 2027 | 214 | 33.8% | +0.8pt | ±20.7% |
| Jun 17, 2027 | 241 | 34.0% | +1.1pt | ±22.1% |
| Sep 17, 2027 | 333 | 34.5% | +1.6pt | ±26.3% |
| Jan 21, 2028 | 459 | 35.3% | +1.3pt | ±31.5% |
Sonrisa de volatilidad — Nov 20, 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.