PG volatilidad The Procter & Gamble Company
Cboe delayed options data · a fecha de 18:42 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 | 3 | 40.6% | +0.0pt | ±3.2% |
| Oct 30, 2026 | 10 | 28.2% | +1.5pt | ±3.8% |
| Nov 06, 2026 | 17 | 23.6% | +2.0pt | ±4.1% |
| Nov 13, 2026 | 24 | 22.0% | +2.0pt | ±4.5% |
| Nov 20, 2026 | 31 | 22.1% | +1.2pt | ±5.2% |
| Nov 27, 2026 | 38 | 21.6% | +1.9pt | ±5.5% |
| Dec 18, 2026 | 59 | 19.6% | +1.8pt | ±6.4% |
| Jan 15, 2027 | 87 | 18.8% | +1.9pt | ±7.5% |
| Feb 19, 2027 | 122 | 19.7% | +1.9pt | ±9.2% |
| Mar 19, 2027 | 150 | 20.1% | +1.8pt | ±10.4% |
| Apr 16, 2027 | 178 | 20.1% | +2.2pt | ±11.3% |
| Jun 17, 2027 | 240 | 20.6% | +2.0pt | ±13.3% |
| Sep 17, 2027 | 332 | 21.0% | +2.3pt | ±15.8% |
| Jan 21, 2028 | 458 | 21.5% | +1.2pt | ±18.9% |
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.