OKLO volatilidad Oklo Inc.
Cboe delayed options data · a fecha de 18:36 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 75.3% | +5.0pt | ±1.0% |
| Sep 11, 2026 | 7 | 63.7% | -3.4pt | ±7.1% |
| Sep 18, 2026 | 14 | 68.3% | -3.5pt | ±10.8% |
| Sep 25, 2026 | 21 | 70.9% | -4.1pt | ±13.7% |
| Oct 02, 2026 | 28 | 71.4% | -4.2pt | ±15.9% |
| Oct 09, 2026 | 35 | 72.2% | -4.7pt | ±17.9% |
| Oct 16, 2026 | 42 | 72.9% | -5.3pt | ±19.7% |
| Oct 23, 2026 | 49 | 72.2% | -9.2pt | ±21.2% |
| Nov 20, 2026 | 77 | 78.5% | -7.2pt | ±28.4% |
| Dec 18, 2026 | 105 | 77.8% | -7.6pt | ±32.8% |
| Jan 15, 2027 | 133 | 76.8% | -8.5pt | ±36.3% |
| Mar 19, 2027 | 196 | 78.0% | -8.3pt | ±44.5% |
| Jun 17, 2027 | 286 | 79.4% | — | ±54.2% |
| Dec 17, 2027 | 469 | 80.2% | -11.4pt | ±68.8% |
| Jan 21, 2028 | 504 | 80.3% | -11.7pt | ±71.1% |
Sonrisa de volatilidad — Oct 16, 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.