GEV volatilità GE Vernova Inc.
Cboe delayed options data · aggiornato al 18:37 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 | 4 | 59.8% | +5.1pt | ±5.1% |
| Oct 30, 2026 | 11 | 63.2% | +2.0pt | ±8.8% |
| Nov 06, 2026 | 18 | 58.3% | +0.7pt | ±10.4% |
| Nov 13, 2026 | 25 | 55.1% | +0.3pt | ±11.5% |
| Nov 20, 2026 | 32 | 53.0% | +2.1pt | ±12.5% |
| Nov 27, 2026 | 39 | 51.2% | +0.6pt | ±13.3% |
| Dec 18, 2026 | 60 | 49.2% | +1.7pt | ±15.9% |
| Jan 15, 2027 | 88 | 47.4% | +1.6pt | ±18.5% |
| Mar 19, 2027 | 151 | 48.5% | +1.5pt | ±24.8% |
| Apr 16, 2027 | 179 | 47.9% | +0.8pt | ±26.6% |
| Jun 17, 2027 | 241 | 48.5% | +1.4pt | ±31.2% |
| Sep 17, 2027 | 333 | 48.9% | +1.4pt | ±36.6% |
| Dec 17, 2027 | 424 | 49.3% | — | ±41.5% |
| Jan 21, 2028 | 459 | 49.2% | +1.9pt | ±43.1% |
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.