GOOGL volatilitas Alphabet Inc.
Cboe delayed options data · per 21:51 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 | 29.1% | -0.4pt | ±1.2% |
| Sep 09, 2026 | 6 | 22.8% | +0.0pt | ±2.4% |
| Sep 11, 2026 | 8 | 25.0% | -0.2pt | ±3.0% |
| Sep 14, 2026 | 11 | 23.0% | -0.2pt | ±3.3% |
| Sep 16, 2026 | 13 | 25.0% | -0.3pt | ±3.8% |
| Sep 18, 2026 | 15 | 26.2% | +0.2pt | ±4.3% |
| Sep 25, 2026 | 22 | 26.7% | +0.5pt | ±5.3% |
| Oct 02, 2026 | 29 | 26.8% | +0.1pt | ±6.1% |
| Oct 09, 2026 | 36 | 27.4% | +0.8pt | ±6.9% |
| Oct 16, 2026 | 43 | 27.9% | +0.2pt | ±7.7% |
| Oct 23, 2026 | 50 | 29.1% | +0.1pt | ±8.6% |
| Nov 20, 2026 | 78 | 32.8% | +0.4pt | ±12.2% |
| Dec 18, 2026 | 106 | 31.9% | +0.9pt | ±13.8% |
| Jan 15, 2027 | 134 | 31.6% | +1.0pt | ±15.5% |
| Feb 19, 2027 | 169 | 33.2% | +0.5pt | ±18.1% |
| Mar 19, 2027 | 197 | 33.2% | +0.1pt | ±19.5% |
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.