EBAY volatilitas eBay Inc.
Cboe delayed options data · per 12:36 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 40.9% | -11.3pt | ±3.4% |
| Oct 30, 2026 | 10 | 56.6% | -4.3pt | ±7.9% |
| Nov 06, 2026 | 17 | 48.1% | +2.3pt | ±8.5% |
| Nov 13, 2026 | 24 | 42.3% | +2.4pt | ±8.9% |
| Nov 20, 2026 | 31 | 40.7% | +1.2pt | ±9.6% |
| Nov 27, 2026 | 38 | 39.5% | +3.8pt | ±10.3% |
| Dec 18, 2026 | 59 | 34.9% | +6.5pt | ±11.3% |
| Jan 15, 2027 | 87 | 32.9% | +4.5pt | ±12.9% |
| Mar 19, 2027 | 150 | 34.0% | +3.6pt | ±17.3% |
| Apr 16, 2027 | 178 | 33.1% | +2.7pt | ±18.3% |
| Jun 17, 2027 | 240 | 34.5% | +5.5pt | ±22.1% |
| Sep 17, 2027 | 332 | 34.4% | +4.1pt | ±25.8% |
| Jan 21, 2028 | 458 | 34.4% | +5.0pt | ±30.0% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.