IBIT volatilidad iShares Bitcoin Trust ETF
Cboe delayed options data · a fecha de 15:39 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 19, 2026 | 0 | 42.4% | +3.9pt | ±0.8% |
| Oct 20, 2026 | 1 | 35.7% | +1.6pt | ±1.6% |
| Oct 21, 2026 | 2 | 34.9% | +2.4pt | ±2.2% |
| Oct 22, 2026 | 3 | 34.4% | +2.5pt | ±2.6% |
| Oct 23, 2026 | 4 | 34.2% | +2.7pt | ±3.0% |
| Oct 26, 2026 | 7 | 32.0% | +2.7pt | ±3.6% |
| Oct 27, 2026 | 8 | 32.6% | +2.6pt | ±3.9% |
| Oct 28, 2026 | 9 | 33.6% | +3.1pt | ±4.3% |
| Oct 29, 2026 | 10 | 34.5% | +3.3pt | ±4.6% |
| Oct 30, 2026 | 11 | 35.0% | +2.8pt | ±4.9% |
| Nov 02, 2026 | 14 | 34.5% | +3.3pt | ±5.5% |
| Nov 06, 2026 | 18 | 37.2% | +3.4pt | ±6.7% |
| Nov 13, 2026 | 25 | 36.9% | +3.1pt | ±7.8% |
| Nov 20, 2026 | 32 | 37.0% | +3.3pt | ±8.8% |
| Nov 27, 2026 | 39 | 36.6% | +2.4pt | ±9.6% |
| Nov 30, 2026 | 42 | 36.0% | +2.6pt | ±9.8% |
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.