ETN volatilitas Eaton Corporation plc
Cboe delayed options data · per 09:36 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 | 42.5% | +4.8pt | ±3.6% |
| Oct 30, 2026 | 10 | 43.9% | +0.6pt | ±6.1% |
| Nov 06, 2026 | 17 | 47.3% | +0.4pt | ±8.5% |
| Nov 13, 2026 | 24 | 45.4% | +0.8pt | ±9.5% |
| Nov 20, 2026 | 31 | 43.6% | +1.8pt | ±10.3% |
| Nov 27, 2026 | 38 | 43.2% | +1.3pt | ±11.2% |
| Dec 18, 2026 | 59 | 41.0% | +0.4pt | ±13.2% |
| Jan 15, 2027 | 87 | 38.7% | +1.1pt | ±15.1% |
| Mar 19, 2027 | 150 | 38.6% | +1.6pt | ±19.7% |
| Apr 16, 2027 | 178 | 38.2% | +1.0pt | ±21.2% |
| Jun 17, 2027 | 240 | 38.6% | +2.1pt | ±24.7% |
| Sep 17, 2027 | 332 | 38.4% | +1.2pt | ±28.7% |
| Jan 21, 2028 | 458 | 38.9% | +1.3pt | ±34.0% |
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.