NOW volatilità ServiceNow, Inc.
Cboe delayed options data · aggiornato al 03:36 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 62.2% | +1.8pt | ±4.4% |
| Sep 11, 2026 | 9 | 50.7% | +0.5pt | ±6.7% |
| Sep 18, 2026 | 16 | 50.8% | +0.8pt | ±8.7% |
| Sep 25, 2026 | 23 | 50.8% | -0.3pt | ±10.3% |
| Oct 02, 2026 | 30 | 50.6% | -0.4pt | ±11.6% |
| Oct 09, 2026 | 37 | 50.5% | -1.0pt | ±12.8% |
| Oct 16, 2026 | 44 | 51.1% | +0.6pt | ±14.0% |
| Nov 20, 2026 | 79 | 56.0% | -0.4pt | ±20.4% |
| Dec 18, 2026 | 107 | 55.0% | +0.0pt | ±23.3% |
| Jan 15, 2027 | 135 | 54.1% | -0.0pt | ±25.7% |
| Feb 19, 2027 | 170 | 55.6% | +0.1pt | ±29.5% |
| Mar 19, 2027 | 198 | 55.4% | — | ±31.7% |
| Jun 17, 2027 | 288 | 55.7% | +0.8pt | ±38.3% |
| Sep 17, 2027 | 380 | 56.4% | — | ±44.2% |
| Jan 21, 2028 | 506 | 54.5% | — | ±49.1% |
Volatility smile — Sep 18, 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.