INTC volatilità Intel Corp.
Cboe delayed options data · aggiornato al 09:38 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 67.9% | +1.0pt | ±5.8% |
| Oct 30, 2026 | 10 | 80.1% | -0.2pt | ±11.2% |
| Nov 06, 2026 | 17 | 72.2% | -0.4pt | ±13.0% |
| Nov 13, 2026 | 24 | 67.7% | -0.4pt | ±14.3% |
| Nov 20, 2026 | 31 | 65.1% | -0.8pt | ±15.5% |
| Nov 27, 2026 | 38 | 62.2% | -0.6pt | ±16.4% |
| Dec 18, 2026 | 59 | 59.8% | -1.2pt | ±19.5% |
| Jan 15, 2027 | 87 | 57.7% | -1.8pt | ±22.7% |
| Feb 19, 2027 | 122 | 58.4% | -2.5pt | ±27.2% |
| Mar 19, 2027 | 150 | 57.8% | -2.4pt | ±29.7% |
| Apr 16, 2027 | 178 | 57.3% | -2.8pt | ±32.0% |
| Jun 17, 2027 | 240 | 57.5% | -2.9pt | ±37.1% |
| Sep 17, 2027 | 332 | 57.0% | -2.7pt | ±43.0% |
| Dec 17, 2027 | 423 | 57.3% | -2.8pt | ±48.5% |
| Jan 21, 2028 | 458 | 57.1% | -2.8pt | ±50.2% |
Volatility smile — Nov 20, 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.