CVS volatilidad CVS Health Corp.
Cboe delayed options data · a fecha de 12:35 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 | 3 | 34.1% | +2.5pt | ±3.0% |
| Oct 30, 2026 | 10 | 29.5% | +3.5pt | ±4.2% |
| Nov 06, 2026 | 17 | 43.2% | +2.1pt | ±7.6% |
| Nov 13, 2026 | 24 | 40.3% | +2.1pt | ±8.4% |
| Nov 20, 2026 | 31 | 38.3% | +2.6pt | ±9.0% |
| Nov 27, 2026 | 38 | 36.1% | +3.8pt | ±9.4% |
| Dec 18, 2026 | 59 | 33.1% | +1.0pt | ±10.6% |
| Jan 15, 2027 | 87 | 29.1% | +1.9pt | ±11.3% |
| Feb 19, 2027 | 122 | 31.9% | +2.2pt | ±14.6% |
| Mar 19, 2027 | 150 | 32.2% | +1.4pt | ±16.3% |
| May 21, 2027 | 213 | 31.9% | +2.8pt | ±19.1% |
| Jun 17, 2027 | 240 | 32.1% | +3.5pt | ±20.4% |
| Sep 17, 2027 | 332 | 32.7% | +2.8pt | ±24.1% |
| Jan 21, 2028 | 458 | 31.6% | +2.3pt | ±27.1% |
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.