PNC Volatilität The PNC Financial Services Group, Inc.
Cboe delayed options data · Stand 18:42 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 27.3% | +3.9pt | ±2.3% |
| Oct 30, 2026 | 11 | 24.9% | +3.3pt | ±3.5% |
| Nov 06, 2026 | 18 | 25.1% | +3.4pt | ±4.5% |
| Nov 13, 2026 | 25 | 25.1% | +2.8pt | ±5.3% |
| Nov 20, 2026 | 32 | 23.4% | +3.8pt | ±5.6% |
| Nov 27, 2026 | 39 | 24.3% | +4.2pt | ±6.4% |
| Dec 18, 2026 | 60 | 23.3% | +3.4pt | ±7.7% |
| Jan 15, 2027 | 88 | 24.6% | +3.4pt | ±9.8% |
| Feb 19, 2027 | 123 | 24.4% | +4.1pt | ±11.4% |
| Mar 19, 2027 | 151 | 24.6% | +3.9pt | ±12.7% |
| May 21, 2027 | 214 | 25.0% | +4.4pt | ±15.3% |
| Jun 17, 2027 | 241 | 25.1% | +4.3pt | ±16.3% |
| Sep 17, 2027 | 333 | 25.5% | +4.7pt | ±19.2% |
| Jan 21, 2028 | 459 | 26.2% | +4.8pt | ±22.8% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.