GME volatilitas GameStop Corp.
Cboe delayed options data · per 06:35 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 | 44.6% | -6.4pt | ±2.7% |
| Sep 11, 2026 | 8 | 66.5% | -15.8pt | ±8.4% |
| Sep 18, 2026 | 15 | 59.8% | -10.8pt | ±10.0% |
| Sep 25, 2026 | 22 | 55.0% | -9.3pt | ±11.0% |
| Oct 02, 2026 | 29 | 51.6% | +0.3pt | ±11.6% |
| Oct 09, 2026 | 36 | 53.0% | -14.6pt | ±13.5% |
| Oct 16, 2026 | 43 | 49.9% | -14.3pt | ±13.8% |
| Dec 18, 2026 | 106 | 49.3% | -12.1pt | ±21.3% |
| Jan 15, 2027 | 134 | 46.7% | -10.1pt | ±22.6% |
| Mar 19, 2027 | 197 | 46.8% | -8.2pt | ±28.6% |
| Apr 16, 2027 | 225 | 51.1% | -8.4pt | ±31.8% |
| Jun 17, 2027 | 287 | 48.4% | -6.7pt | ±34.8% |
| Sep 17, 2027 | 379 | 49.1% | -10.1pt | ±40.4% |
| Dec 17, 2027 | 470 | 48.5% | -1.3pt | ±44.2% |
| Jan 21, 2028 | 505 | 48.1% | +1.6pt | ±45.3% |
Volatility smile — Oct 16, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.