LOW Volatilität Lowe's Companies, Inc.
Cboe delayed options data · Stand 09:36 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 28.5% | -3.1pt | ±1.7% |
| Sep 11, 2026 | 8 | 23.6% | +0.6pt | ±3.0% |
| Sep 18, 2026 | 15 | 25.6% | +2.9pt | ±4.3% |
| Sep 25, 2026 | 22 | 26.6% | +0.8pt | ±5.3% |
| Oct 02, 2026 | 29 | 26.4% | +0.3pt | ±6.1% |
| Oct 09, 2026 | 36 | 26.4% | +3.9pt | ±6.7% |
| Oct 16, 2026 | 43 | 26.1% | +2.0pt | ±7.3% |
| Dec 18, 2026 | 106 | 28.7% | +1.0pt | ±12.4% |
| Jan 15, 2027 | 134 | 29.7% | +3.0pt | ±14.4% |
| Mar 19, 2027 | 197 | 29.5% | +0.6pt | ±17.0% |
| Apr 16, 2027 | 225 | 29.3% | +2.4pt | ±18.3% |
| Jun 17, 2027 | 287 | 30.2% | +1.9pt | ±21.0% |
| Sep 17, 2027 | 379 | 29.6% | +2.2pt | ±23.6% |
| Jan 21, 2028 | 505 | 31.0% | +2.7pt | ±28.1% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.