HON volatilitas Honeywell International Inc.
Cboe delayed options data · per 18:38 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 23, 2026 | 3 | 70.7% | +9.6pt | ±5.2% |
| Oct 30, 2026 | 10 | 45.6% | +3.0pt | ±6.1% |
| Nov 06, 2026 | 17 | 38.3% | +1.5pt | ±6.6% |
| Nov 13, 2026 | 24 | 35.9% | +2.9pt | ±7.5% |
| Nov 20, 2026 | 31 | 33.8% | +1.6pt | ±7.9% |
| Nov 27, 2026 | 38 | 32.1% | +1.2pt | ±8.3% |
| Dec 18, 2026 | 59 | 29.8% | +1.8pt | ±9.6% |
| Jan 15, 2027 | 87 | 28.4% | +2.2pt | ±11.2% |
| Mar 19, 2027 | 150 | 29.9% | +2.4pt | ±15.3% |
| Jun 17, 2027 | 240 | 30.0% | +1.3pt | ±19.4% |
| Sep 17, 2027 | 332 | 30.2% | +1.6pt | ±22.8% |
| Jan 21, 2028 | 458 | 30.1% | +1.1pt | ±26.7% |
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.