LYFT volatilidad Lyft, Inc.
Cboe delayed options data · a fecha de 06:39 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 | 50.9% | -0.6pt | ±4.3% |
| Oct 30, 2026 | 10 | 37.2% | +2.0pt | ±5.2% |
| Nov 06, 2026 | 17 | 71.2% | +4.1pt | ±12.6% |
| Nov 13, 2026 | 24 | 64.4% | -4.8pt | ±13.5% |
| Nov 20, 2026 | 31 | 62.2% | -1.4pt | ±14.7% |
| Nov 27, 2026 | 38 | 61.0% | -3.6pt | ±15.9% |
| Dec 18, 2026 | 59 | 54.0% | -1.5pt | ±17.4% |
| Jan 15, 2027 | 87 | 50.2% | -1.7pt | ±19.6% |
| Mar 19, 2027 | 150 | 50.3% | +3.8pt | ±25.7% |
| Apr 16, 2027 | 178 | 50.7% | +0.1pt | ±28.0% |
| Jun 17, 2027 | 240 | 51.4% | +0.2pt | ±32.9% |
| Sep 17, 2027 | 332 | 54.2% | -2.6pt | ±40.4% |
| Dec 17, 2027 | 423 | 52.3% | +5.7pt | ±43.9% |
| Jan 21, 2028 | 458 | 52.4% | -4.6pt | ±45.6% |
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.