KMI volatilidad Kinder Morgan, Inc.
Cboe delayed options data · a fecha de 18:35 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 37.2% | +2.6pt | ±1.8% |
| Sep 11, 2026 | 8 | 22.5% | +1.6pt | ±2.7% |
| Sep 18, 2026 | 15 | 23.1% | +2.7pt | ±3.8% |
| Sep 25, 2026 | 22 | 22.7% | +1.2pt | ±4.5% |
| Oct 02, 2026 | 29 | 23.5% | +1.4pt | ±5.3% |
| Oct 09, 2026 | 36 | 23.0% | +0.7pt | ±5.8% |
| Oct 16, 2026 | 43 | 25.0% | +0.4pt | ±6.9% |
| Oct 23, 2026 | 50 | 34.6% | -0.2pt | ±10.3% |
| Dec 18, 2026 | 106 | 24.5% | +1.8pt | ±10.6% |
| Jan 15, 2027 | 134 | 24.4% | +2.1pt | ±11.8% |
| Mar 19, 2027 | 197 | 24.7% | +2.1pt | ±14.4% |
| Jun 17, 2027 | 287 | 25.2% | +2.0pt | ±17.5% |
| Sep 17, 2027 | 379 | 24.3% | +2.6pt | ±19.2% |
| Jan 21, 2028 | 505 | 25.1% | +2.1pt | ±22.6% |
Sonrisa de volatilidad — Sep 18, 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.