RGTI volatilitas Rigetti Computing, 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 | 79.1% | +2.8pt | ±6.9% |
| Oct 30, 2026 | 11 | 75.8% | +6.5pt | ±10.8% |
| Nov 06, 2026 | 18 | 76.0% | +3.9pt | ±13.7% |
| Nov 13, 2026 | 25 | 80.8% | +1.9pt | ±17.1% |
| Nov 20, 2026 | 32 | 77.5% | -2.9pt | ±18.5% |
| Nov 27, 2026 | 39 | 79.9% | -0.5pt | ±21.0% |
| Dec 18, 2026 | 60 | 77.0% | -2.7pt | ±25.1% |
| Jan 15, 2027 | 88 | 73.9% | -4.1pt | ±29.1% |
| Feb 19, 2027 | 123 | 71.0% | -3.1pt | ±33.0% |
| Mar 19, 2027 | 151 | 75.6% | -4.5pt | ±38.7% |
| May 21, 2027 | 214 | 74.6% | -6.1pt | ±45.3% |
| Jun 17, 2027 | 241 | 76.0% | -4.2pt | ±48.9% |
| Jan 21, 2028 | 459 | 75.2% | -3.5pt | ±67.8% |
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.