GM volatilitas General Motors Company
Cboe delayed options data · per 15:35 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 43.9% | +6.4pt | ±2.1% |
| Sep 11, 2026 | 8 | 30.3% | +1.4pt | ±3.7% |
| Sep 18, 2026 | 15 | 30.4% | +2.7pt | ±5.0% |
| Sep 25, 2026 | 22 | 30.5% | +3.3pt | ±6.0% |
| Oct 02, 2026 | 29 | 31.1% | +3.3pt | ±7.0% |
| Oct 09, 2026 | 36 | 32.0% | +1.6pt | ±8.1% |
| Oct 16, 2026 | 43 | 31.3% | +2.9pt | ±8.7% |
| Oct 23, 2026 | 50 | 35.3% | +2.0pt | ±10.5% |
| Dec 18, 2026 | 106 | 33.6% | +2.7pt | ±14.4% |
| Jan 15, 2027 | 134 | 33.0% | +2.6pt | ±15.9% |
| Mar 19, 2027 | 197 | 33.6% | +2.7pt | ±19.6% |
| Jun 17, 2027 | 287 | 34.4% | +2.9pt | ±24.0% |
| Sep 17, 2027 | 379 | 34.6% | +2.9pt | ±27.7% |
| Jan 21, 2028 | 505 | 34.9% | — | ±32.1% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.