NET volatilidad Cloudflare, Inc.
Cboe delayed options data · a fecha de 09:41 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 | 71.8% | -0.8pt | ±6.0% |
| Oct 30, 2026 | 10 | 64.0% | -0.6pt | ±8.9% |
| Nov 06, 2026 | 17 | 85.8% | -2.0pt | ±15.2% |
| Nov 13, 2026 | 24 | 78.8% | +0.8pt | ±16.5% |
| Nov 20, 2026 | 31 | 74.6% | +2.2pt | ±17.6% |
| Nov 27, 2026 | 38 | 71.2% | +0.9pt | ±18.6% |
| Dec 18, 2026 | 59 | 66.4% | +1.7pt | ±21.5% |
| Jan 15, 2027 | 87 | 63.1% | +3.0pt | ±24.7% |
| Feb 19, 2027 | 122 | 64.7% | +1.8pt | ±29.8% |
| Mar 19, 2027 | 150 | 63.6% | +0.7pt | ±32.5% |
| May 21, 2027 | 213 | 64.2% | +0.8pt | ±38.8% |
| Jun 17, 2027 | 240 | 63.5% | +1.8pt | ±40.7% |
| Sep 17, 2027 | 332 | 63.6% | — | ±47.5% |
| Jan 21, 2028 | 458 | 63.1% | — | ±54.7% |
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.