OKTA volatilità Okta, Inc.
Cboe delayed options data · aggiornato al 03:41 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 67.7% | +3.5pt | ±5.7% |
| Oct 30, 2026 | 11 | 60.4% | +8.8pt | ±8.4% |
| Nov 06, 2026 | 18 | 61.2% | +4.3pt | ±10.9% |
| Nov 13, 2026 | 25 | 58.1% | +0.8pt | ±12.1% |
| Nov 20, 2026 | 32 | 57.2% | +2.8pt | ±13.5% |
| Nov 27, 2026 | 39 | 57.2% | +0.8pt | ±14.9% |
| Dec 18, 2026 | 60 | 69.7% | +1.3pt | ±22.5% |
| Jan 15, 2027 | 88 | 66.2% | +1.6pt | ±25.8% |
| Feb 19, 2027 | 123 | 63.0% | +0.3pt | ±29.0% |
| Mar 19, 2027 | 151 | 67.0% | +1.0pt | ±34.0% |
| May 21, 2027 | 214 | 64.2% | +0.8pt | ±38.6% |
| Jun 17, 2027 | 241 | 65.9% | +1.0pt | ±41.9% |
| Sep 17, 2027 | 333 | 65.6% | — | ±48.7% |
| Dec 17, 2027 | 424 | 64.9% | — | ±54.0% |
| Jan 21, 2028 | 459 | 64.8% | — | ±56.0% |
Volatility smile — Nov 20, 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.