RTX volatilità RTX Corporation
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 | 34.6% | +1.9pt | ±2.6% |
| Oct 30, 2026 | 10 | 31.6% | +2.5pt | ±4.2% |
| Nov 06, 2026 | 17 | 29.8% | +2.2pt | ±5.2% |
| Nov 13, 2026 | 24 | 28.8% | +1.9pt | ±6.0% |
| Nov 20, 2026 | 31 | 27.8% | +3.1pt | ±6.6% |
| Nov 27, 2026 | 38 | 27.4% | +2.7pt | ±7.1% |
| Dec 18, 2026 | 59 | 26.5% | +1.9pt | ±8.5% |
| Jan 15, 2027 | 87 | 25.9% | +1.7pt | ±10.1% |
| Feb 19, 2027 | 122 | 27.1% | +1.6pt | ±12.6% |
| Mar 19, 2027 | 150 | 27.3% | +2.1pt | ±13.9% |
| May 21, 2027 | 213 | 28.4% | +1.9pt | ±17.3% |
| Jun 17, 2027 | 240 | 27.9% | +2.2pt | ±17.9% |
| Sep 17, 2027 | 332 | 28.2% | +1.2pt | ±21.2% |
| Jan 21, 2028 | 458 | 28.8% | +1.2pt | ±25.3% |
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.