ETN volatilidad Eaton Corporation plc
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 | 40.8% | +2.2pt | ±2.4% |
| Sep 11, 2026 | 8 | 35.4% | +1.3pt | ±4.5% |
| Sep 18, 2026 | 15 | 35.5% | -0.6pt | ±5.9% |
| Sep 25, 2026 | 22 | 35.7% | +1.1pt | ±7.2% |
| Oct 02, 2026 | 29 | 35.0% | +0.8pt | ±8.0% |
| Oct 09, 2026 | 36 | 36.1% | +0.5pt | ±9.2% |
| Oct 16, 2026 | 43 | 35.5% | +1.0pt | ±9.9% |
| Dec 18, 2026 | 106 | 38.5% | +1.9pt | ±16.6% |
| Jan 15, 2027 | 134 | 37.6% | +1.8pt | ±18.2% |
| Mar 19, 2027 | 197 | 37.6% | +1.8pt | ±21.9% |
| Apr 16, 2027 | 225 | 37.2% | +1.4pt | ±23.2% |
| Jun 17, 2027 | 287 | 38.0% | +0.0pt | ±26.6% |
| Sep 17, 2027 | 379 | 38.9% | +2.0pt | ±31.1% |
| Jan 21, 2028 | 505 | 39.7% | +1.6pt | ±36.4% |
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.