LOW volatilidad Lowe's Companies, Inc.
Cboe delayed options data · a fecha de 00:36 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 | 2 | 28.5% | +0.4pt | ±1.8% |
| Sep 11, 2026 | 9 | 24.8% | +0.2pt | ±3.2% |
| Sep 18, 2026 | 16 | 26.1% | +1.1pt | ±4.4% |
| Sep 25, 2026 | 23 | 26.1% | +1.5pt | ±5.3% |
| Oct 02, 2026 | 30 | 26.4% | +1.6pt | ±6.1% |
| Oct 09, 2026 | 37 | 26.7% | +2.5pt | ±6.9% |
| Oct 16, 2026 | 44 | 26.3% | +1.8pt | ±7.4% |
| Dec 18, 2026 | 107 | 29.2% | +2.3pt | ±12.6% |
| Jan 15, 2027 | 135 | 29.2% | +2.5pt | ±14.2% |
| Mar 19, 2027 | 198 | 29.8% | +2.6pt | ±17.4% |
| Apr 16, 2027 | 226 | 29.7% | +3.2pt | ±18.5% |
| Jun 17, 2027 | 288 | 30.1% | +3.0pt | ±21.0% |
| Sep 17, 2027 | 380 | 30.1% | +3.3pt | ±24.0% |
| Jan 21, 2028 | 506 | 30.9% | +2.9pt | ±28.0% |
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.