DECK volatilità Deckers Outdoor Corporation
Cboe delayed options data · aggiornato al 00:34 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 40.8% | -8.1pt | ±2.5% |
| Sep 11, 2026 | 9 | 32.2% | -2.5pt | ±4.1% |
| Sep 18, 2026 | 16 | 32.7% | -1.8pt | ±5.5% |
| Sep 25, 2026 | 23 | 32.6% | -1.7pt | ±6.6% |
| Oct 02, 2026 | 30 | 33.2% | -0.7pt | ±7.7% |
| Oct 09, 2026 | 37 | 33.5% | -1.0pt | ±8.6% |
| Oct 16, 2026 | 44 | 34.4% | -1.8pt | ±9.6% |
| Nov 20, 2026 | 79 | 43.9% | +0.9pt | ±16.4% |
| Dec 18, 2026 | 107 | 41.3% | +0.5pt | ±18.0% |
| Jan 15, 2027 | 135 | 40.4% | +0.6pt | ±19.7% |
| Mar 19, 2027 | 198 | 42.2% | +0.8pt | ±24.9% |
| Jun 17, 2027 | 288 | 42.4% | +1.0pt | ±30.1% |
| Sep 17, 2027 | 380 | 42.8% | +1.7pt | ±35.0% |
| Jan 21, 2028 | 506 | 43.1% | +2.6pt | ±40.4% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.