PGR volatilità The Progressive Corporation
Cboe delayed options data · aggiornato al 00:42 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 | 28.3% | +4.8pt | ±2.5% |
| Oct 30, 2026 | 11 | 26.2% | +0.1pt | ±3.7% |
| Nov 06, 2026 | 18 | 24.5% | +2.5pt | ±4.4% |
| Nov 13, 2026 | 25 | 25.5% | +5.2pt | ±5.4% |
| Nov 20, 2026 | 32 | 25.3% | +2.8pt | ±6.1% |
| Nov 27, 2026 | 39 | 25.1% | +4.1pt | ±6.6% |
| Dec 18, 2026 | 60 | 24.6% | +2.6pt | ±8.0% |
| Jan 15, 2027 | 88 | 22.6% | +5.7pt | ±11.7% |
| Feb 19, 2027 | 123 | 23.1% | +2.8pt | ±12.6% |
| Mar 19, 2027 | 151 | 23.5% | +3.8pt | ±13.4% |
| May 21, 2027 | 214 | 24.7% | +3.8pt | ±15.6% |
| Jun 17, 2027 | 241 | 24.6% | +4.9pt | ±16.4% |
| Sep 17, 2027 | 333 | 24.8% | +4.3pt | ±19.3% |
| Jan 21, 2028 | 459 | 24.2% | +2.0pt | ±23.0% |
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.