DG volatilidad Dollar General Corporation
Cboe delayed options data · a fecha de 21:52 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 | 3 | 36.5% | +5.3pt | ±2.7% |
| Oct 30, 2026 | 10 | 34.0% | +2.6pt | ±4.5% |
| Nov 06, 2026 | 17 | 35.8% | +3.0pt | ±6.2% |
| Nov 13, 2026 | 24 | 33.8% | +3.2pt | ±7.0% |
| Nov 20, 2026 | 31 | 34.7% | +4.7pt | ±8.1% |
| Nov 27, 2026 | 38 | 32.9% | +1.0pt | ±8.5% |
| Dec 18, 2026 | 59 | 40.7% | +2.3pt | ±13.1% |
| Jan 15, 2027 | 87 | 36.9% | +3.6pt | ±14.4% |
| Feb 19, 2027 | 122 | 36.4% | +3.6pt | ±16.8% |
| Mar 19, 2027 | 150 | 38.4% | +2.3pt | ±19.7% |
| May 21, 2027 | 213 | 37.5% | +2.5pt | ±22.8% |
| Jun 17, 2027 | 240 | 38.8% | +1.7pt | ±25.0% |
| Sep 17, 2027 | 332 | 38.3% | +2.1pt | ±28.8% |
| Jan 21, 2028 | 458 | 39.1% | +3.2pt | ±34.0% |
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.