GE volatilidad GE Aerospace
Cboe delayed options data · a fecha de 15:34 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 35.5% | +3.9pt | ±1.7% |
| Sep 11, 2026 | 8 | 27.3% | +1.4pt | ±3.3% |
| Sep 18, 2026 | 15 | 28.1% | +1.5pt | ±4.6% |
| Sep 25, 2026 | 22 | 28.7% | +2.2pt | ±5.7% |
| Oct 02, 2026 | 29 | 28.2% | +2.4pt | ±6.4% |
| Oct 09, 2026 | 36 | 29.3% | +1.2pt | ±7.4% |
| Oct 16, 2026 | 43 | 29.0% | +2.0pt | ±8.0% |
| Oct 23, 2026 | 50 | 33.4% | +1.9pt | ±9.9% |
| Nov 20, 2026 | 78 | 33.0% | +2.7pt | ±12.2% |
| Dec 18, 2026 | 106 | 32.6% | +3.0pt | ±14.1% |
| Jan 15, 2027 | 134 | 32.5% | +2.1pt | ±15.7% |
| Mar 19, 2027 | 197 | 34.0% | +2.3pt | ±19.8% |
| Jun 17, 2027 | 287 | 34.5% | +2.5pt | ±24.3% |
| Sep 17, 2027 | 379 | 34.7% | +2.8pt | ±28.0% |
| Jan 21, 2028 | 505 | 35.1% | +3.3pt | ±32.5% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.