CMCSA Volatilität Comcast Corporation
Cboe delayed options data · Stand 18:35 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 | 3 | 87.0% | +2.9pt | ±6.4% |
| Oct 30, 2026 | 10 | 56.2% | +2.9pt | ±7.5% |
| Nov 06, 2026 | 17 | 49.1% | +2.5pt | ±8.5% |
| Nov 13, 2026 | 24 | 44.6% | +0.8pt | ±9.2% |
| Nov 20, 2026 | 31 | 40.5% | +1.5pt | ±9.5% |
| Nov 27, 2026 | 38 | 39.3% | +2.3pt | ±10.1% |
| Dec 18, 2026 | 59 | 36.8% | +2.1pt | ±11.8% |
| Jan 15, 2027 | 87 | 34.5% | +2.1pt | ±14.1% |
| Mar 19, 2027 | 150 | 35.8% | +2.5pt | ±18.2% |
| Apr 16, 2027 | 178 | 36.5% | +0.7pt | ±20.3% |
| Jun 17, 2027 | 240 | 36.9% | +1.4pt | ±23.6% |
| Sep 17, 2027 | 332 | 37.8% | +2.4pt | ±27.6% |
| Dec 17, 2027 | 423 | 36.5% | +2.6pt | ±30.2% |
| Jan 21, 2028 | 458 | 36.7% | +3.5pt | ±31.3% |
Volatility Smile — Oct 30, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.