MO volatilitas Altria Group, Inc.
Cboe delayed options data · per 18:41 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 26.1% | +0.8pt | ±2.0% |
| Oct 30, 2026 | 10 | 34.5% | +0.3pt | ±4.6% |
| Nov 06, 2026 | 17 | 29.8% | +0.8pt | ±5.2% |
| Nov 13, 2026 | 24 | 28.2% | +0.9pt | ±5.8% |
| Nov 20, 2026 | 31 | 27.8% | +1.4pt | ±6.5% |
| Nov 27, 2026 | 38 | 25.6% | +1.3pt | ±6.7% |
| Dec 18, 2026 | 59 | 24.5% | +1.3pt | ±7.9% |
| Jan 15, 2027 | 87 | 23.4% | +1.0pt | ±9.4% |
| Mar 19, 2027 | 150 | 24.0% | +1.2pt | ±12.3% |
| Jun 17, 2027 | 240 | 23.9% | +2.1pt | ±15.6% |
| Sep 17, 2027 | 332 | 24.4% | +1.5pt | ±18.4% |
| Jan 21, 2028 | 458 | 24.6% | +1.9pt | ±21.1% |
Volatility smile — Nov 06, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.