RGTI volatilitas Rigetti Computing, Inc.
Cboe delayed options data · per 15:38 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 78.6% | -7.0pt | ±3.9% |
| Sep 11, 2026 | 8 | 65.0% | -4.2pt | ±7.8% |
| Sep 18, 2026 | 15 | 68.4% | -5.0pt | ±11.1% |
| Sep 25, 2026 | 22 | 68.3% | -4.2pt | ±13.4% |
| Oct 02, 2026 | 29 | 69.0% | -3.6pt | ±15.5% |
| Oct 09, 2026 | 36 | 70.0% | -4.3pt | ±17.5% |
| Oct 16, 2026 | 43 | 71.2% | -5.6pt | ±19.4% |
| Oct 23, 2026 | 50 | 72.4% | +19.1pt | ±21.2% |
| Nov 20, 2026 | 78 | 78.2% | -4.0pt | ±28.4% |
| Dec 18, 2026 | 106 | 78.2% | -5.5pt | ±33.1% |
| Jan 15, 2027 | 134 | 77.8% | -7.6pt | ±36.9% |
| Feb 19, 2027 | 169 | 77.5% | -5.9pt | ±41.1% |
| Mar 19, 2027 | 197 | 79.6% | -7.1pt | ±45.3% |
| Jun 17, 2027 | 287 | 81.5% | — | ±55.5% |
| Jan 21, 2028 | 505 | 82.7% | -8.9pt | ±72.9% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.