HON volatilità Honeywell International Inc.
Cboe delayed options data · aggiornato al 03:35 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 34.7% | -3.0pt | ±2.1% |
| Sep 11, 2026 | 9 | 27.7% | -4.0pt | ±3.5% |
| Sep 18, 2026 | 16 | 27.3% | -1.3pt | ±4.6% |
| Sep 25, 2026 | 23 | 27.6% | -0.8pt | ±5.5% |
| Oct 02, 2026 | 30 | 27.2% | -0.2pt | ±6.2% |
| 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 | ±22.3% |
| Sep 17, 2027 | 380 | 32.6% | +0.7pt | ±26.4% |
| Jan 21, 2028 | 506 | 32.6% | +0.6pt | ±30.3% |
Volatility smile — Oct 16, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.