F volatilitas Ford Motor Company
Cboe delayed options data · per 15:36 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 | 36.5% | +2.0pt | ±3.2% |
| Oct 30, 2026 | 10 | 51.3% | +2.5pt | ±7.0% |
| Nov 06, 2026 | 17 | 43.5% | +2.0pt | ±8.1% |
| Nov 13, 2026 | 24 | 40.9% | +2.1pt | ±8.6% |
| Nov 20, 2026 | 31 | 38.4% | +1.9pt | ±9.0% |
| Nov 27, 2026 | 38 | 37.9% | +2.7pt | ±9.7% |
| Dec 18, 2026 | 59 | 35.9% | +2.2pt | ±11.5% |
| Jan 15, 2027 | 87 | 34.1% | +1.7pt | ±13.2% |
| Mar 19, 2027 | 150 | 35.6% | +2.8pt | ±17.9% |
| Jun 17, 2027 | 240 | 35.9% | +0.5pt | ±22.5% |
| Sep 17, 2027 | 332 | 35.6% | +1.8pt | ±25.9% |
| Dec 17, 2027 | 423 | 36.8% | +0.4pt | ±29.7% |
| Jan 21, 2028 | 458 | 36.6% | +0.4pt | ±30.7% |
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.