HON volatilidad Honeywell International Inc.
Cboe delayed options data · a fecha de 00:35 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 32.0% | -3.0pt | ±2.0% |
| Sep 11, 2026 | 9 | 26.2% | -4.0pt | ±3.3% |
| Sep 18, 2026 | 16 | 26.8% | -1.3pt | ±4.5% |
| Sep 25, 2026 | 23 | 27.6% | -0.8pt | ±5.6% |
| Oct 02, 2026 | 30 | 27.2% | -0.2pt | ±6.3% |
| Oct 09, 2026 | 37 | 28.1% | -2.0pt | ±7.2% |
| Oct 16, 2026 | 44 | 26.2% | -1.8pt | ±7.4% |
| Nov 20, 2026 | 79 | 31.0% | -1.7pt | ±11.7% |
| Dec 18, 2026 | 107 | 30.4% | -0.6pt | ±13.3% |
| Jan 15, 2027 | 135 | 30.2% | +0.9pt | ±14.8% |
| Mar 19, 2027 | 198 | 30.0% | +2.3pt | ±17.7% |
| Jun 17, 2027 | 288 | 31.6% | +0.9pt | ±22.4% |
| Sep 17, 2027 | 380 | 32.6% | +0.7pt | ±26.4% |
| Jan 21, 2028 | 506 | 32.6% | +0.6pt | ±30.4% |
Sonrisa de volatilidad — Oct 16, 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.