PANW volatilitas Palo Alto Networks, Inc.
Cboe delayed options data · per 18:41 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 56.9% | +3.2pt | ±4.8% |
| Oct 30, 2026 | 11 | 55.7% | +2.8pt | ±7.8% |
| Nov 06, 2026 | 18 | 55.0% | +3.9pt | ±9.8% |
| Nov 13, 2026 | 25 | 53.7% | +4.2pt | ±11.3% |
| Nov 20, 2026 | 32 | 55.6% | +2.3pt | ±13.1% |
| Nov 27, 2026 | 39 | 54.1% | +3.2pt | ±14.1% |
| Dec 18, 2026 | 60 | 56.0% | +1.8pt | ±18.2% |
| Jan 15, 2027 | 88 | 53.9% | +2.5pt | ±21.1% |
| Mar 19, 2027 | 151 | 54.6% | +1.0pt | ±27.9% |
| Apr 16, 2027 | 179 | 54.3% | +0.2pt | ±30.2% |
| May 21, 2027 | 214 | 55.4% | -1.2pt | ±33.6% |
| Jun 17, 2027 | 241 | 54.6% | +1.0pt | ±35.1% |
| Sep 17, 2027 | 333 | 54.8% | +1.5pt | ±41.1% |
| Dec 17, 2027 | 424 | 55.6% | -0.1pt | ±46.9% |
| Jan 21, 2028 | 459 | 55.2% | +0.8pt | ±48.3% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.