PNC volatilità The PNC Financial Services Group, Inc.
Cboe delayed options data · aggiornato al 21:41 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 | 3 | 25.1% | -0.2pt | ±1.9% |
| Oct 30, 2026 | 10 | 24.9% | +3.4pt | ±3.3% |
| Nov 06, 2026 | 17 | 24.2% | +1.4pt | ±4.2% |
| Nov 13, 2026 | 24 | 22.6% | +3.1pt | ±4.7% |
| Nov 20, 2026 | 31 | 23.7% | +1.4pt | ±5.6% |
| Nov 27, 2026 | 38 | 21.9% | +0.6pt | ±5.7% |
| Dec 18, 2026 | 59 | 22.8% | +4.9pt | ±7.4% |
| Jan 15, 2027 | 87 | 24.9% | +5.0pt | ±9.8% |
| Feb 19, 2027 | 122 | 24.4% | +2.6pt | ±11.3% |
| Mar 19, 2027 | 150 | 24.7% | +4.3pt | ±12.6% |
| May 21, 2027 | 213 | 24.9% | +4.2pt | ±15.1% |
| Jun 17, 2027 | 240 | 25.2% | +4.2pt | ±16.1% |
| Sep 17, 2027 | 332 | 25.8% | +4.4pt | ±19.2% |
| Jan 21, 2028 | 458 | 26.0% | +4.1pt | ±22.4% |
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.