NOW volatilitas ServiceNow, 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 | 4 | 58.4% | +1.3pt | ±4.9% |
| Oct 30, 2026 | 11 | 81.2% | +1.4pt | ±11.3% |
| Nov 06, 2026 | 18 | 71.0% | +1.3pt | ±12.6% |
| Nov 13, 2026 | 25 | 65.1% | +1.1pt | ±13.6% |
| Nov 20, 2026 | 32 | 61.8% | +1.5pt | ±14.6% |
| Nov 27, 2026 | 39 | 58.4% | +1.3pt | ±15.2% |
| Dec 18, 2026 | 60 | 55.3% | +1.2pt | ±17.9% |
| Jan 15, 2027 | 88 | 53.1% | +1.6pt | ±20.8% |
| Feb 19, 2027 | 123 | 53.7% | +0.7pt | ±24.8% |
| Mar 19, 2027 | 151 | 54.0% | +1.0pt | ±27.5% |
| May 21, 2027 | 214 | 53.7% | — | ±32.5% |
| Jun 17, 2027 | 241 | 53.5% | +0.8pt | ±34.3% |
| Sep 17, 2027 | 333 | 52.9% | — | ±39.7% |
| Jan 21, 2028 | 459 | 53.2% | +0.8pt | ±46.4% |
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.