PGR volatilitas The Progressive Corporation
Cboe delayed options data · per 09:41 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 | 3 | 29.1% | +4.8pt | ±2.5% |
| Oct 30, 2026 | 10 | 25.5% | +0.1pt | ±3.6% |
| Nov 06, 2026 | 17 | 25.4% | +2.5pt | ±4.5% |
| Nov 13, 2026 | 24 | 25.5% | +5.2pt | ±5.4% |
| Nov 20, 2026 | 31 | 24.1% | +2.8pt | ±5.7% |
| Nov 27, 2026 | 38 | 25.1% | +4.1pt | ±6.6% |
| Dec 18, 2026 | 59 | 24.6% | +2.6pt | ±8.0% |
| Jan 15, 2027 | 87 | 22.6% | +5.7pt | ±11.6% |
| Feb 19, 2027 | 122 | 23.1% | +2.8pt | ±12.5% |
| Mar 19, 2027 | 150 | 23.5% | +3.8pt | ±13.4% |
| May 21, 2027 | 213 | 24.7% | +3.8pt | ±15.6% |
| Jun 17, 2027 | 240 | 24.6% | +4.9pt | ±16.4% |
| Sep 17, 2027 | 332 | 24.8% | +4.3pt | ±19.2% |
| Jan 21, 2028 | 458 | 24.2% | +2.0pt | ±22.9% |
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.