RDDT volatilitas Reddit, Inc.
Cboe delayed options data · per 18:42 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 69.5% | +1.2pt | ±5.9% |
| Oct 30, 2026 | 11 | 102.7% | +2.3pt | ±14.3% |
| Nov 06, 2026 | 18 | 91.8% | +1.5pt | ±16.3% |
| Nov 13, 2026 | 25 | 83.5% | +0.7pt | ±17.5% |
| Nov 20, 2026 | 32 | 78.4% | +0.6pt | ±18.5% |
| Nov 27, 2026 | 39 | 74.0% | -0.1pt | ±19.3% |
| Dec 18, 2026 | 60 | 69.9% | +0.5pt | ±22.6% |
| Jan 15, 2027 | 88 | 66.4% | +1.5pt | ±25.9% |
| Feb 19, 2027 | 123 | 68.2% | +1.1pt | ±31.4% |
| Mar 19, 2027 | 151 | 67.2% | +1.7pt | ±34.1% |
| Apr 16, 2027 | 179 | 66.1% | — | ±36.5% |
| Jun 17, 2027 | 241 | 67.1% | +1.5pt | ±42.7% |
| Sep 17, 2027 | 333 | 66.4% | — | ±49.4% |
| Jan 21, 2028 | 459 | 66.2% | +1.7pt | ±57.2% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.