HSY volatilidad The Hershey Company
Cboe delayed options data · a fecha de 21:56 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 26.7% | +3.3pt | ±2.3% |
| Oct 30, 2026 | 11 | 31.4% | +3.2pt | ±4.4% |
| Nov 06, 2026 | 18 | 33.7% | +1.5pt | ±6.0% |
| Nov 13, 2026 | 25 | 32.3% | -0.5pt | ±6.3% |
| Nov 20, 2026 | 32 | 30.1% | +1.2pt | ±7.4% |
| Nov 27, 2026 | 39 | 29.0% | -1.7pt | ±7.7% |
| Dec 18, 2026 | 60 | 27.9% | +1.9pt | ±9.1% |
| Jan 15, 2027 | 88 | 26.7% | +0.7pt | ±10.5% |
| Feb 19, 2027 | 123 | 27.1% | +1.8pt | ±12.7% |
| Mar 19, 2027 | 151 | 27.2% | +2.4pt | ±13.9% |
| May 21, 2027 | 214 | 27.2% | +2.8pt | ±16.5% |
| Jun 17, 2027 | 241 | 26.5% | +3.8pt | ±17.0% |
| Sep 17, 2027 | 333 | 27.4% | +2.9pt | ±20.3% |
| Jan 21, 2028 | 459 | 27.3% | +3.4pt | ±23.5% |
Sonrisa de volatilidad — Nov 20, 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.