ISRG volatilità Intuitive Surgical, Inc.
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 | 92.7% | +11.0pt | ±7.8% |
| Oct 30, 2026 | 10 | 64.0% | +0.0pt | ±8.9% |
| Nov 06, 2026 | 17 | 53.8% | +3.0pt | ±9.5% |
| Nov 13, 2026 | 24 | 49.7% | +5.6pt | ±10.4% |
| Nov 20, 2026 | 31 | 46.5% | +2.3pt | ±11.0% |
| Nov 27, 2026 | 38 | 43.6% | +0.8pt | ±11.4% |
| Dec 18, 2026 | 59 | 38.7% | +2.5pt | ±12.5% |
| Jan 15, 2027 | 87 | 38.9% | +2.9pt | ±15.3% |
| Feb 19, 2027 | 122 | 39.2% | +2.0pt | ±18.2% |
| Mar 19, 2027 | 150 | 38.8% | +2.2pt | ±19.9% |
| Apr 16, 2027 | 178 | 38.7% | +2.6pt | ±21.7% |
| Jun 17, 2027 | 240 | 37.9% | +2.1pt | ±24.6% |
| Sep 17, 2027 | 332 | 37.8% | +3.3pt | ±28.7% |
| Jan 21, 2028 | 458 | 39.2% | +2.6pt | ±34.9% |
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.