OXY volatilidad Occidental Petroleum Corporation
Cboe delayed options data · a fecha de 15:41 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 | 3 | 39.8% | +1.4pt | ±3.0% |
| Oct 30, 2026 | 10 | 35.5% | +1.0pt | ±4.8% |
| Nov 06, 2026 | 17 | 33.9% | +1.4pt | ±5.9% |
| Nov 13, 2026 | 24 | 37.0% | +0.6pt | ±7.6% |
| Nov 20, 2026 | 31 | 35.5% | +0.6pt | ±8.3% |
| Nov 27, 2026 | 38 | 35.6% | +1.0pt | ±9.2% |
| Dec 18, 2026 | 59 | 33.0% | +0.6pt | ±10.7% |
| Jan 15, 2027 | 87 | 32.0% | +0.4pt | ±12.5% |
| Feb 19, 2027 | 122 | 32.3% | +0.4pt | ±14.9% |
| Mar 19, 2027 | 150 | 33.4% | +0.6pt | ±17.0% |
| May 21, 2027 | 213 | 33.4% | +0.9pt | ±20.3% |
| Jun 17, 2027 | 240 | 33.1% | +0.8pt | ±21.3% |
| Sep 17, 2027 | 332 | 32.9% | +1.9pt | ±24.7% |
| Jan 21, 2028 | 458 | 34.0% | +0.8pt | ±29.7% |
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.