MDT volatilità Medtronic Plc
Cboe delayed options data · aggiornato al Oct 19, 21:59 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 32.0% | -1.1pt | ±2.8% |
| Oct 30, 2026 | 11 | 29.0% | -3.8pt | ±4.1% |
| Nov 06, 2026 | 18 | 27.3% | -5.9pt | ±4.9% |
| Nov 13, 2026 | 25 | 25.7% | -7.2pt | ±5.5% |
| Nov 20, 2026 | 32 | 23.1% | +0.9pt | ±5.5% |
| Nov 27, 2026 | 39 | 23.3% | -1.9pt | ±6.2% |
| Dec 18, 2026 | 60 | 27.0% | +1.8pt | ±8.8% |
| Jan 15, 2027 | 88 | 24.2% | +1.1pt | ±9.6% |
| Feb 19, 2027 | 123 | 25.0% | +1.5pt | ±11.7% |
| Mar 19, 2027 | 151 | 26.1% | +1.6pt | ±13.5% |
| May 21, 2027 | 214 | 24.7% | +3.6pt | ±15.1% |
| Jun 17, 2027 | 241 | 25.2% | +2.2pt | ±16.3% |
| Sep 17, 2027 | 333 | 25.8% | -0.4pt | ±19.5% |
| Jan 21, 2028 | 459 | 25.8% | +3.7pt | ±22.4% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.