RDDT volatilidad Reddit, Inc.
Cboe delayed options data · a fecha de 00:43 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 70.8% | +2.9pt | ±5.9% |
| Oct 30, 2026 | 11 | 105.1% | +1.9pt | ±14.6% |
| Nov 06, 2026 | 18 | 91.0% | -0.4pt | ±16.1% |
| Nov 13, 2026 | 25 | 83.5% | +2.4pt | ±17.4% |
| Nov 20, 2026 | 32 | 78.4% | -0.2pt | ±18.5% |
| Nov 27, 2026 | 39 | 76.1% | -1.1pt | ±19.8% |
| Dec 18, 2026 | 60 | 69.8% | +1.0pt | ±22.5% |
| Jan 15, 2027 | 88 | 66.5% | +1.1pt | ±25.9% |
| Feb 19, 2027 | 123 | 68.0% | -0.2pt | ±31.2% |
| Mar 19, 2027 | 151 | 66.9% | +2.7pt | ±34.1% |
| Apr 16, 2027 | 179 | 67.2% | — | ±37.0% |
| Jun 17, 2027 | 241 | 67.7% | +2.5pt | ±43.1% |
| Sep 17, 2027 | 333 | 67.1% | — | ±49.8% |
| Jan 21, 2028 | 459 | 65.8% | +1.9pt | ±56.8% |
Sonrisa de volatilidad — Nov 20, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.