RDDT volatilità Reddit, Inc.
Cboe delayed options data · aggiornato al 18:43 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 | 71.2% | -0.0pt | ±5.2% |
| Oct 30, 2026 | 10 | 107.1% | +2.2pt | ±14.2% |
| Nov 06, 2026 | 17 | 94.4% | +0.4pt | ±16.3% |
| Nov 13, 2026 | 24 | 85.5% | +1.1pt | ±17.5% |
| Nov 20, 2026 | 31 | 79.8% | +0.1pt | ±18.6% |
| Nov 27, 2026 | 38 | 75.6% | +0.2pt | ±19.4% |
| Dec 18, 2026 | 59 | 70.7% | +0.8pt | ±22.5% |
| Jan 15, 2027 | 87 | 66.2% | +1.3pt | ±25.5% |
| Feb 19, 2027 | 122 | 68.9% | +1.4pt | ±31.4% |
| Mar 19, 2027 | 150 | 68.0% | +1.8pt | ±34.2% |
| Apr 16, 2027 | 178 | 66.5% | — | ±36.4% |
| Jun 17, 2027 | 240 | 67.6% | +2.5pt | ±42.7% |
| Sep 17, 2027 | 332 | 67.0% | — | ±49.4% |
| Jan 21, 2028 | 458 | 66.2% | +1.3pt | ±56.9% |
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.