BBY volatilità Best Buy Co., Inc.
Cboe delayed options data · aggiornato al 21:33 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 | 45.7% | +12.6pt | ±2.0% |
| Sep 11, 2026 | 8 | 31.0% | +4.5pt | ±3.7% |
| Sep 18, 2026 | 15 | 33.1% | +3.8pt | ±5.8% |
| Sep 25, 2026 | 22 | 37.3% | -4.7pt | ±7.5% |
| Oct 02, 2026 | 29 | 29.5% | +6.3pt | ±6.7% |
| Oct 09, 2026 | 36 | 32.3% | +8.1pt | ±8.1% |
| Oct 16, 2026 | 43 | 34.9% | +2.9pt | ±9.6% |
| Oct 23, 2026 | 50 | 35.3% | +0.4pt | ±10.4% |
| Nov 20, 2026 | 78 | 34.4% | +2.7pt | ±12.7% |
| Dec 18, 2026 | 106 | 39.0% | +3.8pt | ±16.9% |
| Jan 15, 2027 | 134 | 37.7% | +5.0pt | ±18.2% |
| Mar 19, 2027 | 197 | 39.5% | +3.8pt | ±22.9% |
| Jun 17, 2027 | 287 | 39.6% | +4.7pt | ±27.3% |
| Sep 17, 2027 | 379 | 39.1% | +4.7pt | ±30.6% |
| Jan 21, 2028 | 505 | 39.6% | +5.5pt | ±35.0% |
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.