GM volatilità General Motors Company
Cboe delayed options data · aggiornato al 12:35 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 | 1 | 33.1% | -2.4pt | ±2.0% |
| Sep 11, 2026 | 8 | 29.1% | -1.3pt | ±3.7% |
| Sep 18, 2026 | 15 | 30.7% | +0.5pt | ±5.1% |
| Sep 25, 2026 | 22 | 30.1% | +0.3pt | ±6.0% |
| Oct 02, 2026 | 29 | 31.8% | +0.5pt | ±7.3% |
| Oct 09, 2026 | 36 | 30.6% | -0.0pt | ±7.8% |
| Oct 16, 2026 | 43 | 29.9% | +0.6pt | ±8.3% |
| Oct 23, 2026 | 50 | — | — | — |
| Dec 18, 2026 | 106 | 34.1% | +2.2pt | ±14.7% |
| Jan 15, 2027 | 134 | 33.0% | +1.1pt | ±15.9% |
| Mar 19, 2027 | 197 | 33.8% | +1.7pt | ±19.7% |
| Jun 17, 2027 | 287 | 34.1% | +3.1pt | ±23.9% |
| Sep 17, 2027 | 379 | 35.2% | +2.3pt | ±28.2% |
| Jan 21, 2028 | 505 | 35.2% | +2.1pt | ±32.5% |
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.