EBAY volatilidad eBay Inc.
Cboe delayed options data · a fecha de 00:34 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 36.3% | +0.8pt | ±2.3% |
| Sep 11, 2026 | 9 | 28.6% | +2.3pt | ±3.6% |
| Sep 18, 2026 | 16 | 28.6% | +1.7pt | ±4.8% |
| Sep 25, 2026 | 23 | 28.9% | +3.3pt | ±5.8% |
| Oct 02, 2026 | 30 | 29.4% | +2.9pt | ±6.5% |
| Oct 09, 2026 | 37 | 28.9% | +4.5pt | ±7.4% |
| Oct 16, 2026 | 44 | 28.9% | +2.3pt | ±8.2% |
| Nov 20, 2026 | 79 | 34.8% | +3.5pt | ±12.9% |
| Dec 18, 2026 | 107 | 33.9% | +3.9pt | ±14.7% |
| Jan 15, 2027 | 135 | 32.5% | +3.6pt | ±15.8% |
| Mar 19, 2027 | 198 | 33.6% | +4.2pt | ±19.7% |
| Apr 16, 2027 | 226 | 33.5% | +4.7pt | ±21.0% |
| Jun 17, 2027 | 288 | 34.4% | +5.2pt | ±24.2% |
| Sep 17, 2027 | 380 | 34.9% | +5.5pt | ±28.0% |
| Jan 21, 2028 | 506 | 34.8% | +4.8pt | ±32.0% |
Sonrisa de volatilidad — Sep 18, 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.