MDT volatilità Medtronic plc
Cboe delayed options data · aggiornato al 09:36 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 32.6% | -0.8pt | ±1.9% |
| Sep 11, 2026 | 8 | 23.3% | +3.5pt | ±2.9% |
| Sep 18, 2026 | 15 | 21.3% | -1.2pt | ±3.6% |
| Sep 25, 2026 | 22 | 21.2% | -1.5pt | ±4.6% |
| Oct 02, 2026 | 29 | 23.5% | +2.5pt | ±5.5% |
| Oct 09, 2026 | 36 | 24.3% | +1.5pt | ±6.2% |
| Oct 16, 2026 | 43 | 23.6% | -0.8pt | ±6.6% |
| Nov 20, 2026 | 78 | 24.2% | +1.9pt | ±9.0% |
| Dec 18, 2026 | 106 | 23.9% | +1.3pt | ±10.3% |
| Jan 15, 2027 | 134 | 25.2% | +0.5pt | ±12.3% |
| Feb 19, 2027 | 169 | 25.6% | +4.2pt | ±13.9% |
| Mar 19, 2027 | 197 | 26.9% | +2.5pt | ±15.7% |
| Jun 17, 2027 | 287 | 26.7% | +1.0pt | ±18.7% |
| Sep 17, 2027 | 379 | 27.6% | +1.4pt | ±21.9% |
| Jan 21, 2028 | 505 | 26.6% | +2.4pt | ±23.9% |
Volatility smile — Sep 18, 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.