NOW volatilidad ServiceNow, Inc.
Cboe delayed options data · a fecha de 18:42 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 | 57.0% | +1.3pt | ±4.2% |
| Oct 30, 2026 | 10 | 84.4% | +1.6pt | ±11.2% |
| Nov 06, 2026 | 17 | 72.5% | +1.0pt | ±12.5% |
| Nov 13, 2026 | 24 | 65.7% | +1.3pt | ±13.5% |
| Nov 20, 2026 | 31 | 62.2% | +1.7pt | ±14.5% |
| Nov 27, 2026 | 38 | 58.9% | +1.3pt | ±15.1% |
| Dec 18, 2026 | 59 | 55.7% | +1.2pt | ±17.9% |
| Jan 15, 2027 | 87 | 53.4% | +2.2pt | ±20.8% |
| Feb 19, 2027 | 122 | 53.0% | +1.8pt | ±24.4% |
| Mar 19, 2027 | 150 | 53.4% | +1.8pt | ±27.1% |
| May 21, 2027 | 213 | 52.9% | — | ±32.0% |
| Jun 17, 2027 | 240 | 53.2% | +1.6pt | ±34.1% |
| Sep 17, 2027 | 332 | 52.9% | — | ±39.6% |
| Jan 21, 2028 | 458 | 53.0% | +0.8pt | ±46.2% |
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.