OXY volatilità Occidental Petroleum Corporation
Cboe delayed options data · aggiornato al 22:00 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 | 36.4% | -0.4pt | ±3.1% |
| Oct 30, 2026 | 11 | 34.3% | -0.7pt | ±4.8% |
| Nov 06, 2026 | 18 | 33.7% | +1.3pt | ±6.0% |
| Nov 13, 2026 | 25 | 37.0% | +1.2pt | ±7.8% |
| Nov 20, 2026 | 32 | 34.6% | +0.0pt | ±8.2% |
| Nov 27, 2026 | 39 | 34.9% | +1.9pt | ±9.1% |
| Dec 18, 2026 | 60 | 33.0% | -0.3pt | ±10.7% |
| Jan 15, 2027 | 88 | 32.1% | -0.0pt | ±12.6% |
| Feb 19, 2027 | 123 | 32.3% | -0.3pt | ±14.9% |
| Mar 19, 2027 | 151 | 33.1% | -0.5pt | ±16.9% |
| May 21, 2027 | 214 | 33.4% | -0.8pt | ±20.2% |
| Jun 17, 2027 | 241 | 33.2% | -0.4pt | ±21.2% |
| Sep 17, 2027 | 333 | 34.2% | -0.5pt | ±25.6% |
| Jan 21, 2028 | 459 | 33.2% | +0.0pt | ±28.9% |
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.