DVN volatilidad Devon Energy Corporation
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 | 3 | 41.9% | +3.0pt | ±3.2% |
| Oct 30, 2026 | 10 | 37.9% | +1.4pt | ±5.1% |
| Nov 06, 2026 | 17 | 41.4% | +1.7pt | ±7.2% |
| Nov 13, 2026 | 24 | 40.7% | +1.1pt | ±8.4% |
| Nov 20, 2026 | 31 | 38.5% | +2.3pt | ±9.0% |
| Nov 27, 2026 | 38 | 37.8% | +1.9pt | ±9.8% |
| Dec 18, 2026 | 59 | 35.5% | +0.7pt | ±11.5% |
| Jan 15, 2027 | 87 | 34.9% | +1.0pt | ±13.6% |
| Mar 19, 2027 | 150 | 35.5% | +1.9pt | ±18.1% |
| Apr 16, 2027 | 178 | 35.1% | +2.6pt | ±19.3% |
| Jun 17, 2027 | 240 | 34.9% | +1.7pt | ±22.2% |
| Sep 17, 2027 | 332 | 35.4% | +2.5pt | ±26.3% |
| Jan 21, 2028 | 458 | 36.1% | +0.4pt | ±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.