FDX volatilità FedEx Corporation
Cboe delayed options data · aggiornato al 21:54 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 29.1% | -0.7pt | ±2.1% |
| Oct 30, 2026 | 10 | 55.0% | +1.7pt | ±7.3% |
| Nov 06, 2026 | 17 | 46.7% | -1.7pt | ±8.1% |
| Nov 13, 2026 | 24 | 41.9% | +1.2pt | ±8.6% |
| Nov 20, 2026 | 31 | 38.6% | +2.6pt | ±9.0% |
| Nov 27, 2026 | 38 | 35.1% | +0.2pt | ±9.1% |
| Dec 18, 2026 | 59 | 32.1% | +1.8pt | ±10.4% |
| Jan 15, 2027 | 87 | 31.3% | +2.8pt | ±12.2% |
| Mar 19, 2027 | 150 | 32.7% | +1.8pt | ±16.7% |
| Apr 16, 2027 | 178 | 32.1% | +1.4pt | ±17.8% |
| Jun 17, 2027 | 240 | 32.4% | +2.1pt | ±20.9% |
| Sep 17, 2027 | 332 | 32.7% | +2.8pt | ±24.5% |
| Jan 21, 2028 | 458 | 33.1% | +3.0pt | ±29.0% |
Volatility smile — Nov 20, 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.