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Cboe delayed options data · per 12:41 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 | 74.2% | -0.8pt | ±6.6% |
| Oct 30, 2026 | 10 | 64.8% | -0.6pt | ±9.4% |
| Nov 06, 2026 | 17 | 86.4% | -2.0pt | ±15.7% |
| Nov 13, 2026 | 24 | 79.9% | +0.8pt | ±17.0% |
| Nov 20, 2026 | 31 | 74.4% | +2.2pt | ±17.9% |
| Nov 27, 2026 | 38 | 71.5% | +0.9pt | ±19.0% |
| Dec 18, 2026 | 59 | 66.4% | +1.7pt | ±21.8% |
| Jan 15, 2027 | 87 | 63.4% | +3.0pt | ±25.2% |
| Feb 19, 2027 | 122 | 64.9% | +1.8pt | ±30.3% |
| Mar 19, 2027 | 150 | 63.7% | +0.7pt | ±32.9% |
| May 21, 2027 | 213 | 64.4% | +0.8pt | ±39.4% |
| Jun 17, 2027 | 240 | 63.5% | +1.8pt | ±41.2% |
| Sep 17, 2027 | 332 | 63.6% | — | ±48.1% |
| Jan 21, 2028 | 458 | 62.5% | — | ±55.0% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.