PNC volatilità The PNC Financial Services Group, Inc.
Cboe delayed options data · aggiornato al 09:42 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 | 3 | 24.7% | -0.2pt | ±2.1% |
| Oct 30, 2026 | 10 | 24.3% | +2.6pt | ±3.4% |
| Nov 06, 2026 | 17 | 25.8% | +5.8pt | ±4.6% |
| Nov 13, 2026 | 24 | 22.9% | +4.2pt | ±4.8% |
| Nov 20, 2026 | 31 | 24.3% | +2.8pt | ±5.8% |
| Nov 27, 2026 | 38 | 22.1% | +3.5pt | ±5.8% |
| Dec 18, 2026 | 59 | 22.6% | +3.2pt | ±7.5% |
| Jan 15, 2027 | 87 | 24.5% | +2.8pt | ±9.8% |
| Feb 19, 2027 | 122 | 23.9% | +3.0pt | ±11.2% |
| Mar 19, 2027 | 150 | 24.8% | +4.2pt | ±12.9% |
| May 21, 2027 | 213 | 25.1% | +4.8pt | ±15.4% |
| Jun 17, 2027 | 240 | 25.1% | +3.8pt | ±16.3% |
| Sep 17, 2027 | 332 | 25.8% | +2.8pt | ±19.4% |
| Jan 21, 2028 | 458 | 26.5% | +4.7pt | ±23.1% |
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.