RGTI volatilidad Rigetti Computing, Inc.
Cboe delayed options data · a fecha de 06:38 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 62.2% | -5.7pt | ±3.8% |
| Sep 11, 2026 | 8 | 63.6% | -2.8pt | ±8.0% |
| Sep 18, 2026 | 15 | 64.2% | +0.2pt | ±10.8% |
| Sep 25, 2026 | 22 | 66.9% | -3.6pt | ±13.4% |
| Oct 02, 2026 | 29 | 72.4% | -7.8pt | ±16.6% |
| Oct 09, 2026 | 36 | 66.8% | -7.5pt | ±17.0% |
| Oct 16, 2026 | 43 | 68.8% | -9.3pt | ±19.1% |
| Nov 20, 2026 | 78 | 80.3% | -9.3pt | ±29.3% |
| Dec 18, 2026 | 106 | 80.4% | -9.3pt | ±34.5% |
| Jan 15, 2027 | 134 | 79.5% | -11.1pt | ±38.1% |
| Feb 19, 2027 | 169 | 77.0% | -7.3pt | ±41.4% |
| Mar 19, 2027 | 197 | 79.1% | -10.3pt | ±45.7% |
| Jun 17, 2027 | 287 | 80.7% | — | ±55.7% |
| Jan 21, 2028 | 505 | 82.5% | -10.8pt | ±73.7% |
Sonrisa de volatilidad — Sep 18, 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.