F volatilità Ford Motor Company
Cboe delayed options data · aggiornato al 00:34 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 37.8% | -0.8pt | ±2.4% |
| Sep 11, 2026 | 9 | 29.9% | +0.4pt | ±3.9% |
| Sep 18, 2026 | 16 | 30.8% | +0.9pt | ±5.3% |
| Sep 25, 2026 | 23 | 31.7% | +1.4pt | ±6.4% |
| Oct 02, 2026 | 30 | 31.2% | -0.1pt | ±7.2% |
| Oct 09, 2026 | 37 | 31.9% | +0.9pt | ±8.2% |
| Oct 16, 2026 | 44 | 32.5% | +0.5pt | ±9.1% |
| Nov 20, 2026 | 79 | 34.7% | +0.6pt | ±13.0% |
| Dec 18, 2026 | 107 | 35.2% | +1.0pt | ±15.2% |
| Jan 15, 2027 | 135 | 35.6% | +1.8pt | ±17.2% |
| Mar 19, 2027 | 198 | 36.3% | +0.3pt | ±20.9% |
| Jun 17, 2027 | 288 | 36.8% | +0.4pt | ±26.6% |
| Sep 17, 2027 | 380 | 37.6% | +1.3pt | ±30.6% |
| Dec 17, 2027 | 471 | 38.2% | -0.2pt | ±34.9% |
| Jan 21, 2028 | 506 | 37.9% | -0.7pt | ±35.1% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.