MMM volatilidad 3M Company
Cboe delayed options data · a fecha de 06:40 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 | 3 | 70.1% | -2.2pt | ±6.9% |
| Oct 30, 2026 | 10 | 47.1% | -1.1pt | ±7.4% |
| Nov 06, 2026 | 17 | 40.1% | +1.8pt | ±7.8% |
| Nov 13, 2026 | 24 | 33.1% | +3.3pt | ±7.8% |
| Nov 20, 2026 | 31 | 31.9% | +0.4pt | ±8.3% |
| Nov 27, 2026 | 38 | 32.5% | +7.4pt | ±9.0% |
| Dec 18, 2026 | 59 | 28.4% | +2.9pt | ±9.7% |
| Jan 15, 2027 | 87 | 28.0% | +1.7pt | ±11.2% |
| Mar 19, 2027 | 150 | 28.1% | +1.8pt | ±14.3% |
| Apr 16, 2027 | 178 | 27.3% | +2.4pt | ±15.1% |
| Jun 17, 2027 | 240 | 27.9% | +2.9pt | ±17.6% |
| Sep 17, 2027 | 332 | 29.2% | +3.0pt | ±21.4% |
| Jan 21, 2028 | 458 | 29.5% | +2.4pt | ±25.1% |
Sonrisa de volatilidad — Nov 20, 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.