DE volatilitas Deere & Company
Cboe delayed options data · per 00:36 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 37.5% | +0.5pt | ±3.2% |
| Oct 30, 2026 | 11 | 35.2% | -0.6pt | ±4.9% |
| Nov 06, 2026 | 18 | 33.6% | +1.9pt | ±6.0% |
| Nov 13, 2026 | 25 | 33.1% | +1.2pt | ±6.9% |
| Nov 20, 2026 | 32 | 31.9% | -1.9pt | ±7.6% |
| Nov 27, 2026 | 39 | 35.0% | +1.1pt | ±9.1% |
| Dec 18, 2026 | 60 | 34.9% | +0.1pt | ±11.3% |
| Jan 15, 2027 | 88 | 33.2% | +1.1pt | ±13.0% |
| Feb 19, 2027 | 123 | 33.9% | +0.1pt | ±15.6% |
| Mar 19, 2027 | 151 | 33.9% | +0.7pt | ±17.4% |
| Jun 17, 2027 | 241 | 34.4% | +0.7pt | ±22.2% |
| Sep 17, 2027 | 333 | 34.9% | +1.6pt | ±26.3% |
| Dec 17, 2027 | 424 | 35.3% | +1.2pt | ±29.9% |
| Jan 21, 2028 | 459 | 35.2% | +1.9pt | ±30.8% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.