KO volatilidad The Coca-Cola Company
Cboe delayed options data · a fecha de 21:56 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 19.9% | +0.7pt | ±1.6% |
| Oct 30, 2026 | 10 | 27.3% | +1.3pt | ±3.7% |
| Nov 06, 2026 | 17 | 23.1% | +1.5pt | ±4.0% |
| Nov 13, 2026 | 24 | 22.0% | +1.4pt | ±4.6% |
| Nov 20, 2026 | 31 | 20.4% | +0.6pt | ±4.8% |
| Nov 27, 2026 | 38 | 19.4% | +2.2pt | ±5.1% |
| Dec 18, 2026 | 59 | 20.2% | +1.7pt | ±6.6% |
| Jan 15, 2027 | 87 | 20.0% | +1.9pt | ±7.9% |
| Feb 19, 2027 | 122 | 20.6% | +1.7pt | ±9.6% |
| Mar 19, 2027 | 150 | 20.6% | +2.5pt | ±10.7% |
| May 21, 2027 | 213 | 21.1% | +2.7pt | ±12.9% |
| Jun 17, 2027 | 240 | 21.8% | +2.7pt | ±14.2% |
| Sep 17, 2027 | 332 | 21.5% | +2.5pt | ±16.3% |
| Jan 21, 2028 | 458 | 21.5% | +2.7pt | ±18.9% |
Sonrisa de volatilidad — Nov 20, 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.