LOW volatilitas Lowe's Companies, Inc.
Cboe delayed options data · per 03:39 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 31.1% | +0.3pt | ±2.7% |
| Oct 30, 2026 | 11 | 31.5% | +1.6pt | ±4.4% |
| Nov 06, 2026 | 18 | 31.4% | +2.1pt | ±5.6% |
| Nov 13, 2026 | 25 | 30.8% | +3.3pt | ±6.4% |
| Nov 20, 2026 | 32 | 35.9% | +0.7pt | ±8.5% |
| Nov 27, 2026 | 39 | 33.9% | +4.6pt | ±8.8% |
| Dec 18, 2026 | 60 | 33.0% | +2.0pt | ±10.7% |
| Jan 15, 2027 | 88 | 33.1% | +1.0pt | ±13.0% |
| Mar 19, 2027 | 151 | 33.2% | +3.5pt | ±16.9% |
| Apr 16, 2027 | 179 | 32.3% | +2.1pt | ±17.9% |
| Jun 17, 2027 | 241 | 32.1% | +1.6pt | ±20.5% |
| Sep 17, 2027 | 333 | 31.5% | +1.9pt | ±23.5% |
| Jan 21, 2028 | 459 | 30.4% | +1.6pt | ±26.4% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.