EMR volatilidad Emerson Electric Co.
Cboe delayed options data · a fecha de 09:34 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 | 1 | 42.9% | +13.6pt | ±2.6% |
| Sep 11, 2026 | 8 | 26.3% | +8.4pt | ±3.3% |
| Sep 18, 2026 | 15 | 26.8% | +2.9pt | ±4.5% |
| Sep 25, 2026 | 22 | 26.5% | +6.1pt | ±5.3% |
| Oct 02, 2026 | 29 | 27.8% | -1.4pt | ±6.4% |
| Oct 09, 2026 | 36 | 28.4% | +0.2pt | ±7.2% |
| Oct 16, 2026 | 43 | 26.0% | +2.7pt | ±7.2% |
| Dec 18, 2026 | 106 | 29.7% | +2.5pt | ±12.9% |
| Jan 15, 2027 | 134 | 29.9% | +2.3pt | ±14.6% |
| Mar 19, 2027 | 197 | 31.3% | +3.6pt | ±18.4% |
| Jun 17, 2027 | 287 | 32.7% | +3.9pt | ±23.0% |
| Sep 17, 2027 | 379 | 32.9% | +4.5pt | ±26.4% |
| Jan 21, 2028 | 505 | 34.8% | +4.6pt | ±32.1% |
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.