MDT volatilidad Medtronic plc
Cboe delayed options data · a fecha de 00:36 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 32.6% | -0.8pt | ±1.9% |
| Sep 11, 2026 | 9 | 23.3% | +3.5pt | ±2.9% |
| Sep 18, 2026 | 16 | 21.3% | -1.2pt | ±3.6% |
| Sep 25, 2026 | 23 | 21.2% | -1.5pt | ±4.6% |
| Oct 02, 2026 | 30 | 23.5% | +2.5pt | ±5.5% |
| Oct 09, 2026 | 37 | 24.3% | +1.5pt | ±6.2% |
| Oct 16, 2026 | 44 | 23.6% | -0.8pt | ±6.6% |
| Nov 20, 2026 | 79 | 24.2% | +1.9pt | ±9.0% |
| Dec 18, 2026 | 107 | 23.9% | +1.3pt | ±10.3% |
| Jan 15, 2027 | 135 | 25.2% | +0.5pt | ±12.3% |
| Feb 19, 2027 | 170 | 25.6% | +4.2pt | ±13.9% |
| Mar 19, 2027 | 198 | 26.9% | +2.5pt | ±15.7% |
| Jun 17, 2027 | 288 | 26.7% | +1.0pt | ±18.7% |
| Sep 17, 2027 | 380 | 27.6% | +1.4pt | ±21.9% |
| Jan 21, 2028 | 506 | 26.6% | +2.4pt | ±23.9% |
Sonrisa de volatilidad — Sep 18, 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.