DG Volatilität Dollar General Corporation
Cboe delayed options data · Stand 09:36 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 36.7% | +3.4pt | ±3.1% |
| Oct 30, 2026 | 10 | 34.9% | +2.4pt | ±4.8% |
| Nov 06, 2026 | 17 | 34.6% | -3.7pt | ±6.2% |
| Nov 13, 2026 | 24 | 32.8% | +3.2pt | ±6.9% |
| Nov 20, 2026 | 31 | 35.7% | +2.1pt | ±8.5% |
| Nov 27, 2026 | 38 | 34.2% | +2.0pt | ±8.9% |
| Dec 18, 2026 | 59 | 40.1% | +3.1pt | ±13.1% |
| Jan 15, 2027 | 87 | 37.8% | +2.2pt | ±14.9% |
| Feb 19, 2027 | 122 | 36.9% | +1.0pt | ±17.1% |
| Mar 19, 2027 | 150 | 37.6% | +1.8pt | ±19.3% |
| May 21, 2027 | 213 | 38.3% | +2.1pt | ±23.3% |
| Jun 17, 2027 | 240 | 38.7% | +3.6pt | ±25.0% |
| Sep 17, 2027 | 332 | 38.8% | +3.8pt | ±29.2% |
| Jan 21, 2028 | 458 | 38.7% | +4.3pt | ±33.8% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.