GOOGL volatilitas Alphabet Inc.
Cboe delayed options data · per Oct 19, 21:56 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 |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 42.4% | — | ±0.3% |
| Oct 21, 2026 | 2 | 32.2% | +2.6pt | ±2.0% |
| Oct 23, 2026 | 4 | 32.9% | +1.6pt | ±2.8% |
| Oct 26, 2026 | 7 | 29.0% | +1.1pt | ±3.2% |
| Oct 30, 2026 | 11 | 46.4% | +1.9pt | ±6.5% |
| Nov 02, 2026 | 14 | 43.7% | +1.6pt | ±7.0% |
| Nov 06, 2026 | 18 | 40.8% | -0.3pt | ±7.3% |
| Nov 13, 2026 | 25 | 37.3% | +0.6pt | ±7.8% |
| Nov 20, 2026 | 32 | 36.1% | +2.3pt | ±8.5% |
| Nov 27, 2026 | 39 | 34.3% | +1.4pt | ±9.0% |
| Dec 18, 2026 | 60 | 33.0% | +2.1pt | ±10.7% |
| Jan 15, 2027 | 88 | 32.2% | +2.5pt | ±12.6% |
| Feb 19, 2027 | 123 | 34.2% | +2.3pt | ±15.9% |
| Mar 19, 2027 | 151 | 34.1% | +1.5pt | ±17.5% |
| Apr 16, 2027 | 179 | 33.7% | +2.1pt | ±18.9% |
| Jun 17, 2027 | 241 | 34.6% | +1.6pt | ±22.4% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.