ISRG Volatilität Intuitive Surgical, Inc.
Cboe delayed options data · Stand 09:38 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 71.0% | -1.2pt | ±7.9% |
| Oct 30, 2026 | 11 | 58.2% | +4.0pt | ±9.2% |
| Nov 06, 2026 | 18 | 52.0% | +1.6pt | ±10.0% |
| Nov 13, 2026 | 25 | 46.8% | +1.8pt | ±10.4% |
| Nov 20, 2026 | 32 | 44.1% | +5.0pt | ±10.9% |
| Nov 27, 2026 | 39 | 41.2% | +3.8pt | ±11.2% |
| Dec 18, 2026 | 60 | 38.9% | +2.6pt | ±12.9% |
| Jan 15, 2027 | 88 | 38.7% | +4.5pt | ±15.5% |
| Feb 19, 2027 | 123 | 38.2% | +2.5pt | ±17.9% |
| Mar 19, 2027 | 151 | 37.8% | +0.7pt | ±19.7% |
| Apr 16, 2027 | 179 | 38.5% | +2.0pt | ±21.7% |
| Jun 17, 2027 | 241 | 38.2% | +2.7pt | ±25.0% |
| Sep 17, 2027 | 333 | 37.6% | +2.5pt | ±28.8% |
| Jan 21, 2028 | 459 | 38.9% | +2.5pt | ±34.9% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.