DE Volatilität Deere & Company
Cboe delayed options data · Stand 12:34 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 40.9% | +6.5pt | ±2.4% |
| Sep 11, 2026 | 8 | 32.1% | +6.1pt | ±4.0% |
| Sep 18, 2026 | 15 | 31.7% | +2.7pt | ±5.3% |
| Sep 25, 2026 | 22 | 32.1% | +4.7pt | ±6.4% |
| Oct 02, 2026 | 29 | 32.5% | +3.0pt | ±7.5% |
| Oct 09, 2026 | 36 | 32.7% | +2.6pt | ±8.3% |
| Oct 16, 2026 | 43 | 33.0% | +2.7pt | ±9.2% |
| Dec 18, 2026 | 106 | 35.1% | +1.9pt | ±15.1% |
| Jan 15, 2027 | 134 | 34.2% | +2.2pt | ±16.5% |
| Feb 19, 2027 | 169 | 34.6% | +2.5pt | ±18.7% |
| Mar 19, 2027 | 197 | 34.4% | +2.2pt | ±20.1% |
| Jun 17, 2027 | 287 | 34.9% | +2.6pt | ±24.5% |
| Sep 17, 2027 | 379 | 35.3% | — | ±28.4% |
| Dec 17, 2027 | 470 | 35.9% | — | ±32.1% |
| Jan 21, 2028 | 505 | 36.1% | — | ±33.1% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.