MELI volatilidad MercadoLibre, Inc.
Cboe delayed options data · a fecha de 15:36 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 | 1 | 39.1% | +6.5pt | ±2.3% |
| Sep 11, 2026 | 8 | 32.3% | +4.1pt | ±4.1% |
| Sep 18, 2026 | 15 | 34.1% | +4.8pt | ±5.7% |
| Sep 25, 2026 | 22 | 33.5% | +3.1pt | ±6.7% |
| Oct 02, 2026 | 29 | 35.2% | +4.7pt | ±8.1% |
| Oct 09, 2026 | 36 | 35.5% | +4.5pt | ±9.0% |
| Oct 16, 2026 | 43 | 35.7% | +3.3pt | ±9.9% |
| Oct 23, 2026 | 50 | — | — | — |
| Dec 18, 2026 | 106 | 40.2% | +4.9pt | ±17.3% |
| Jan 15, 2027 | 134 | 39.6% | +3.2pt | ±19.2% |
| Mar 19, 2027 | 197 | 40.9% | +4.8pt | ±23.9% |
| Jun 17, 2027 | 287 | 41.1% | +5.3pt | ±29.0% |
| Sep 17, 2027 | 379 | 41.0% | — | ±33.2% |
| Dec 17, 2027 | 470 | 41.3% | +4.8pt | ±37.0% |
| Jan 21, 2028 | 505 | 41.2% | +4.6pt | ±38.3% |
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.