JD volatilità JD.com, Inc.
Cboe delayed options data · aggiornato al 06:35 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 29.1% | -0.3pt | ±1.8% |
| Sep 11, 2026 | 8 | 21.2% | +4.0pt | ±2.7% |
| Sep 18, 2026 | 15 | 29.5% | +3.0pt | ±5.0% |
| Sep 25, 2026 | 22 | 30.0% | +6.4pt | ±6.1% |
| Oct 02, 2026 | 29 | 26.5% | +3.0pt | ±6.1% |
| Oct 09, 2026 | 36 | 29.4% | +1.5pt | ±7.5% |
| Oct 16, 2026 | 43 | 32.0% | -0.2pt | ±8.9% |
| Dec 18, 2026 | 106 | 34.4% | -1.1pt | ±14.9% |
| Jan 15, 2027 | 134 | 34.8% | +0.4pt | ±17.0% |
| Mar 19, 2027 | 197 | 35.2% | -3.8pt | ±20.8% |
| Jun 17, 2027 | 287 | 35.1% | -1.5pt | ±25.0% |
| Sep 17, 2027 | 379 | 40.0% | -0.2pt | ±31.5% |
| Dec 17, 2027 | 470 | 36.4% | +0.0pt | ±32.3% |
| Jan 21, 2028 | 505 | 39.6% | +4.9pt | ±36.3% |
Volatility smile — Sep 18, 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.