OKTA volatilidad Okta, Inc.
Cboe delayed options data · a fecha de 15:42 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 | 4 | 70.2% | +0.9pt | ±6.0% |
| Oct 30, 2026 | 11 | 64.9% | +1.1pt | ±9.1% |
| Nov 06, 2026 | 18 | 61.9% | -0.0pt | ±11.1% |
| Nov 13, 2026 | 25 | 59.8% | -3.4pt | ±12.5% |
| Nov 20, 2026 | 32 | 60.9% | +1.8pt | ±14.4% |
| Nov 27, 2026 | 39 | 58.1% | +0.2pt | ±15.1% |
| Dec 18, 2026 | 60 | 70.6% | -0.7pt | ±22.8% |
| Jan 15, 2027 | 88 | 66.7% | -1.0pt | ±26.0% |
| Feb 19, 2027 | 123 | 63.3% | -0.8pt | ±29.1% |
| Mar 19, 2027 | 151 | 67.7% | +0.1pt | ±34.4% |
| May 21, 2027 | 214 | 65.4% | -0.7pt | ±39.3% |
| Jun 17, 2027 | 241 | 66.8% | +0.1pt | ±42.5% |
| Sep 17, 2027 | 333 | 66.9% | — | ±49.6% |
| Dec 17, 2027 | 424 | 66.0% | — | ±54.9% |
| Jan 21, 2028 | 459 | 65.3% | — | ±56.3% |
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.