GME volatilidad GameStop Corp.
Cboe delayed options data · a fecha de 03:37 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 | 72.9% | -15.1pt | ±6.3% |
| Oct 30, 2026 | 11 | 70.8% | -19.7pt | ±10.0% |
| Nov 06, 2026 | 18 | 66.3% | -13.1pt | ±11.9% |
| Nov 13, 2026 | 25 | 62.1% | -12.2pt | ±13.1% |
| Nov 20, 2026 | 32 | 58.8% | -12.9pt | ±14.0% |
| Nov 27, 2026 | 39 | 56.2% | -14.7pt | ±14.8% |
| Dec 18, 2026 | 60 | 60.0% | -12.0pt | ±19.5% |
| Jan 15, 2027 | 88 | 54.5% | -10.1pt | ±21.5% |
| Mar 19, 2027 | 151 | 54.7% | -9.6pt | ±28.1% |
| Apr 16, 2027 | 179 | 54.0% | — | ±30.2% |
| Jun 17, 2027 | 241 | 57.2% | — | ±37.5% |
| Sep 17, 2027 | 333 | 56.6% | — | ±43.3% |
| Dec 17, 2027 | 424 | 53.1% | — | ±45.7% |
| Jan 21, 2028 | 459 | 54.0% | — | ±47.8% |
Sonrisa de volatilidad — Oct 30, 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.