MELI volatilidad MercadoLibre, Inc.
Cboe delayed options data · a fecha de 15:40 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 37.3% | +10.6pt | ±4.2% |
| Oct 30, 2026 | 11 | 40.4% | +4.5pt | ±6.4% |
| Nov 06, 2026 | 18 | 53.2% | +5.6pt | ±10.2% |
| Nov 13, 2026 | 25 | 47.9% | +4.6pt | ±10.6% |
| Nov 20, 2026 | 32 | 45.8% | +4.4pt | ±11.4% |
| Nov 27, 2026 | 39 | 43.7% | +4.0pt | ±11.9% |
| Dec 18, 2026 | 60 | 41.6% | +3.3pt | ±13.9% |
| Jan 15, 2027 | 88 | 40.9% | +4.5pt | ±16.3% |
| Mar 19, 2027 | 151 | 41.7% | +2.0pt | ±21.6% |
| Jun 17, 2027 | 241 | 41.5% | +3.9pt | ±27.1% |
| Sep 17, 2027 | 333 | 41.3% | +4.0pt | ±31.5% |
| Dec 17, 2027 | 424 | 41.0% | +4.5pt | ±35.2% |
| Jan 21, 2028 | 459 | 41.4% | +4.3pt | ±36.9% |
Sonrisa de volatilidad — Nov 13, 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.