ET volatilidad Energy Transfer LP
Cboe delayed options data · a fecha de 21:50 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 | 19.1% | +1.3pt | ±0.8% |
| Sep 11, 2026 | 8 | 15.4% | +1.5pt | ±1.8% |
| Sep 18, 2026 | 15 | 17.0% | +1.3pt | ±2.8% |
| Sep 25, 2026 | 22 | 16.8% | -0.1pt | ±3.6% |
| Oct 02, 2026 | 29 | 17.1% | +2.7pt | ±3.9% |
| Oct 09, 2026 | 36 | 17.8% | +0.6pt | ±4.5% |
| Oct 16, 2026 | 43 | 18.7% | +1.5pt | ±5.5% |
| Oct 23, 2026 | 50 | 17.3% | +0.2pt | ±5.2% |
| Dec 18, 2026 | 106 | 19.3% | +1.8pt | ±8.6% |
| Jan 15, 2027 | 134 | 19.9% | +1.6pt | ±9.8% |
| Mar 19, 2027 | 197 | 20.1% | +2.2pt | ±11.9% |
| Apr 16, 2027 | 225 | 19.6% | +1.2pt | ±12.3% |
| Jun 17, 2027 | 287 | 19.6% | +2.6pt | ±14.1% |
| Jan 21, 2028 | 505 | 21.3% | +2.4pt | ±19.6% |
Sonrisa de volatilidad — Oct 16, 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.