FSLR volatilità First Solar, Inc.
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 | 53.8% | +0.9pt | ±3.2% |
| Sep 11, 2026 | 9 | 44.7% | -0.4pt | ±5.6% |
| Sep 18, 2026 | 16 | 46.8% | +0.3pt | ±7.9% |
| Sep 25, 2026 | 23 | 46.1% | +1.0pt | ±9.3% |
| Oct 02, 2026 | 30 | 47.7% | +1.1pt | ±11.0% |
| Oct 09, 2026 | 37 | 47.1% | -0.7pt | ±12.0% |
| Oct 16, 2026 | 44 | 47.8% | -0.1pt | ±13.3% |
| Nov 20, 2026 | 79 | 54.7% | -0.3pt | ±20.3% |
| Dec 18, 2026 | 107 | 53.7% | -0.4pt | ±23.2% |
| Jan 15, 2027 | 135 | 52.9% | -0.3pt | ±25.6% |
| Mar 19, 2027 | 198 | 52.9% | +0.3pt | ±30.8% |
| Jun 17, 2027 | 288 | 52.9% | -0.5pt | ±37.0% |
| Sep 17, 2027 | 380 | 52.9% | — | ±42.3% |
| Jan 21, 2028 | 506 | 52.4% | +0.7pt | ±48.0% |
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.