MO volatilidad Altria Group, Inc.
Cboe delayed options data · a fecha de 18:36 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 | 25.2% | -2.0pt | ±1.1% |
| Sep 11, 2026 | 8 | 19.8% | -0.1pt | ±2.4% |
| Sep 18, 2026 | 15 | 20.7% | +0.8pt | ±4.1% |
| Sep 25, 2026 | 22 | 21.3% | +0.3pt | ±4.6% |
| Oct 02, 2026 | 29 | 21.9% | +0.5pt | ±5.2% |
| Oct 09, 2026 | 36 | 22.0% | +0.6pt | ±5.7% |
| Oct 16, 2026 | 43 | 21.9% | +0.6pt | ±6.1% |
| Oct 23, 2026 | 50 | 22.0% | -7.3pt | ±6.6% |
| Dec 18, 2026 | 106 | 24.0% | +1.1pt | ±10.3% |
| Jan 15, 2027 | 134 | 23.9% | -0.1pt | ±11.8% |
| Mar 19, 2027 | 197 | 24.6% | +0.9pt | ±14.3% |
| Jun 17, 2027 | 287 | 24.6% | +1.3pt | ±17.4% |
| Sep 17, 2027 | 379 | 25.3% | +1.4pt | ±20.1% |
| Jan 21, 2028 | 505 | 25.1% | +1.6pt | ±22.4% |
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.