CL Volatilität Colgate-Palmolive Company
Cboe delayed options data · Stand 03:34 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 24.0% | +0.3pt | ±2.0% |
| Oct 30, 2026 | 11 | 27.6% | +4.4pt | ±3.8% |
| Nov 06, 2026 | 18 | 25.4% | +5.7pt | ±4.5% |
| Nov 13, 2026 | 25 | 24.0% | +0.4pt | ±5.0% |
| Nov 20, 2026 | 32 | 20.5% | +1.5pt | ±4.8% |
| Nov 27, 2026 | 39 | 20.5% | +2.5pt | ±5.4% |
| Dec 18, 2026 | 60 | 22.2% | +2.8pt | ±7.2% |
| Jan 15, 2027 | 88 | 20.6% | +0.2pt | ±8.1% |
| Feb 19, 2027 | 123 | 21.5% | +1.6pt | ±10.0% |
| Mar 19, 2027 | 151 | 21.8% | +1.5pt | ±11.1% |
| May 21, 2027 | 214 | 22.0% | +2.1pt | ±13.3% |
| Jun 17, 2027 | 241 | 22.0% | +1.6pt | ±14.1% |
| Sep 17, 2027 | 333 | 22.6% | +2.4pt | ±17.0% |
| Jan 21, 2028 | 459 | 22.4% | +2.7pt | ±19.6% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.