LYFT volatilitas Lyft, Inc.
Cboe delayed options data · per 18:39 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 | 49.7% | +2.8pt | ±4.2% |
| Oct 30, 2026 | 11 | 45.8% | +2.7pt | ±6.4% |
| Nov 06, 2026 | 18 | 72.5% | +2.0pt | ±12.9% |
| Nov 13, 2026 | 25 | 66.5% | -35.5pt | ±13.9% |
| Nov 20, 2026 | 32 | 60.8% | +1.7pt | ±14.4% |
| Nov 27, 2026 | 39 | 58.6% | +1.4pt | ±15.3% |
| Dec 18, 2026 | 60 | 53.5% | +2.0pt | ±17.3% |
| Jan 15, 2027 | 88 | 51.0% | +2.9pt | ±19.9% |
| Mar 19, 2027 | 151 | 51.3% | +1.7pt | ±26.2% |
| Apr 16, 2027 | 179 | 50.1% | +2.0pt | ±27.7% |
| Jun 17, 2027 | 241 | 50.6% | +1.8pt | ±32.4% |
| Sep 17, 2027 | 333 | 51.8% | +3.3pt | ±38.7% |
| Dec 17, 2027 | 424 | 52.6% | +2.0pt | ±44.1% |
| Jan 21, 2028 | 459 | 52.7% | +1.2pt | ±45.9% |
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.