KMI volatilità Kinder Morgan, Inc.
Cboe delayed options data · aggiornato al 15:35 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 | 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% |
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.