GEV volatilidad GE Vernova Inc.
Cboe delayed options data · a fecha de 00:38 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 57.2% | +3.2pt | ±4.8% |
| Oct 30, 2026 | 11 | 62.1% | +1.2pt | ±8.6% |
| Nov 06, 2026 | 18 | 57.8% | +1.6pt | ±10.3% |
| Nov 13, 2026 | 25 | 54.1% | +2.9pt | ±11.3% |
| Nov 20, 2026 | 32 | 52.7% | +1.9pt | ±12.5% |
| Nov 27, 2026 | 39 | 51.0% | +1.6pt | ±13.3% |
| Dec 18, 2026 | 60 | 49.1% | +2.0pt | ±15.9% |
| Jan 15, 2027 | 88 | 47.6% | +1.4pt | ±18.6% |
| Mar 19, 2027 | 151 | 48.5% | +2.0pt | ±24.8% |
| Apr 16, 2027 | 179 | 48.1% | +1.7pt | ±26.7% |
| Jun 17, 2027 | 241 | 48.6% | +2.0pt | ±31.3% |
| Sep 17, 2027 | 333 | 48.6% | +1.6pt | ±36.4% |
| Dec 17, 2027 | 424 | 49.2% | — | ±41.4% |
| Jan 21, 2028 | 459 | 49.2% | +1.1pt | ±43.1% |
Sonrisa de volatilidad — Nov 20, 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.