DE volatilidad Deere & Company
Cboe delayed options data · a fecha de 00:34 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 40.9% | +6.5pt | ±2.4% |
| Sep 11, 2026 | 9 | 32.1% | +6.1pt | ±4.0% |
| Sep 18, 2026 | 16 | 31.7% | +2.7pt | ±5.3% |
| Sep 25, 2026 | 23 | 32.1% | +4.7pt | ±6.5% |
| Oct 02, 2026 | 30 | 32.5% | +3.0pt | ±7.5% |
| Oct 09, 2026 | 37 | 32.7% | +2.6pt | ±8.3% |
| Oct 16, 2026 | 44 | 33.0% | +2.7pt | ±9.2% |
| Dec 18, 2026 | 107 | 35.1% | +1.9pt | ±15.2% |
| Jan 15, 2027 | 135 | 34.2% | +2.2pt | ±16.5% |
| Feb 19, 2027 | 170 | 34.6% | +2.5pt | ±18.7% |
| Mar 19, 2027 | 198 | 34.4% | +2.2pt | ±20.1% |
| Jun 17, 2027 | 288 | 34.9% | +2.6pt | ±24.6% |
| Sep 17, 2027 | 380 | 35.3% | — | ±28.4% |
| Dec 17, 2027 | 471 | 35.9% | — | ±32.1% |
| Jan 21, 2028 | 506 | 36.1% | — | ±33.2% |
Sonrisa de volatilidad — Sep 18, 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.