NET volatilità Cloudflare, Inc.
Cboe delayed options data · aggiornato al 22:00 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 71.8% | -0.8pt | ±6.0% |
| Oct 30, 2026 | 11 | 64.0% | -0.6pt | ±8.9% |
| Nov 06, 2026 | 18 | 85.8% | -2.0pt | ±15.2% |
| Nov 13, 2026 | 25 | 78.8% | +0.8pt | ±16.5% |
| Nov 20, 2026 | 32 | 74.6% | +2.2pt | ±17.6% |
| Nov 27, 2026 | 39 | 71.2% | +0.9pt | ±18.6% |
| Dec 18, 2026 | 60 | 66.4% | +1.7pt | ±21.5% |
| Jan 15, 2027 | 88 | 63.1% | +3.0pt | ±24.7% |
| Feb 19, 2027 | 123 | 64.7% | +1.8pt | ±29.8% |
| Mar 19, 2027 | 151 | 63.6% | +0.7pt | ±32.5% |
| May 21, 2027 | 214 | 64.2% | +0.8pt | ±38.8% |
| Jun 17, 2027 | 241 | 63.5% | +1.8pt | ±40.7% |
| Sep 17, 2027 | 333 | 63.6% | — | ±47.5% |
| Jan 21, 2028 | 459 | 63.1% | — | ±54.7% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.