LCID volatilidad Lucid Group, Inc.
Cboe delayed options data · a fecha de 21:58 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 | 4 | 109.9% | +1.7pt | ±9.3% |
| Oct 30, 2026 | 11 | 118.6% | +18.6pt | ±16.3% |
| Nov 06, 2026 | 18 | 91.0% | -15.3pt | ±16.7% |
| Nov 13, 2026 | 25 | 125.4% | -1.0pt | ±25.6% |
| Nov 20, 2026 | 32 | 111.0% | -7.8pt | ±25.6% |
| Nov 27, 2026 | 39 | 119.6% | +3.5pt | ±33.5% |
| Dec 18, 2026 | 60 | 110.4% | -6.6pt | ±34.5% |
| Jan 15, 2027 | 88 | 117.4% | +8.8pt | ±44.0% |
| Feb 19, 2027 | 123 | 119.4% | +25.0pt | ±52.2% |
| Mar 19, 2027 | 151 | 110.0% | -3.5pt | ±53.0% |
| May 21, 2027 | 214 | 119.3% | — | ±67.0% |
| Jun 17, 2027 | 241 | 128.8% | +20.6pt | ±75.2% |
| Dec 17, 2027 | 424 | 128.1% | -25.0pt | ±94.0% |
| Jan 21, 2028 | 459 | 130.5% | +19.2pt | ±99.5% |
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.