BX volatilidad Blackstone Inc.
Cboe delayed options data · a fecha de 03:34 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 | 66.3% | +4.1pt | ±5.7% |
| Oct 30, 2026 | 11 | 50.2% | +2.8pt | ±7.0% |
| Nov 06, 2026 | 18 | 43.9% | +2.1pt | ±8.2% |
| Nov 13, 2026 | 25 | 41.4% | +1.5pt | ±8.8% |
| Nov 20, 2026 | 32 | 42.1% | +4.0pt | ±10.0% |
| Nov 27, 2026 | 39 | 39.9% | +4.8pt | ±10.4% |
| Dec 18, 2026 | 60 | 39.7% | +5.0pt | ±12.8% |
| Jan 15, 2027 | 88 | 39.3% | +4.3pt | ±15.4% |
| Feb 19, 2027 | 123 | 39.2% | +3.2pt | ±18.2% |
| Mar 19, 2027 | 151 | 39.6% | +2.8pt | ±20.0% |
| Jun 17, 2027 | 241 | 39.2% | +3.7pt | ±24.7% |
| Sep 17, 2027 | 333 | 39.2% | +3.5pt | ±28.6% |
| Dec 17, 2027 | 424 | 39.8% | +5.0pt | ±32.2% |
| Jan 21, 2028 | 459 | 39.8% | +1.8pt | ±33.5% |
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.