DE volatilidad Deere & Company
Cboe delayed options data · a fecha de 18:36 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 | 4 | 37.1% | -0.8pt | ±3.1% |
| Oct 30, 2026 | 11 | 34.1% | +3.5pt | ±4.7% |
| Nov 06, 2026 | 18 | 33.7% | +0.6pt | ±6.0% |
| Nov 13, 2026 | 25 | 32.9% | +1.7pt | ±6.9% |
| Nov 20, 2026 | 32 | 33.1% | +1.2pt | ±7.8% |
| Nov 27, 2026 | 39 | 35.3% | +2.0pt | ±9.2% |
| Dec 18, 2026 | 60 | 33.9% | +0.5pt | ±11.0% |
| Jan 15, 2027 | 88 | 32.8% | +1.7pt | ±12.9% |
| Feb 19, 2027 | 123 | 33.7% | +0.9pt | ±15.7% |
| Mar 19, 2027 | 151 | 34.0% | -0.7pt | ±17.5% |
| Jun 17, 2027 | 241 | 34.4% | +0.6pt | ±22.2% |
| Sep 17, 2027 | 333 | 34.6% | +0.9pt | ±26.3% |
| Dec 17, 2027 | 424 | 35.1% | +1.2pt | ±29.9% |
| Jan 21, 2028 | 459 | 35.1% | +1.5pt | ±31.0% |
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.