SBUX volatilidad Starbucks Corporation
Cboe delayed options data · a fecha de 22:01 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 29.2% | -1.6pt | ±2.1% |
| Oct 30, 2026 | 10 | 48.7% | +2.0pt | ±6.4% |
| Nov 06, 2026 | 17 | 41.4% | -1.5pt | ±7.1% |
| Nov 13, 2026 | 24 | 37.6% | +2.8pt | ±7.9% |
| Nov 20, 2026 | 31 | 26.7% | -1.4pt | ±6.3% |
| Nov 27, 2026 | 38 | 33.4% | +7.2pt | ±8.6% |
| Dec 18, 2026 | 59 | 31.0% | +2.1pt | ±10.0% |
| Jan 15, 2027 | 87 | 28.8% | +4.3pt | ±11.3% |
| Feb 19, 2027 | 122 | 28.6% | +1.5pt | ±13.2% |
| Mar 19, 2027 | 150 | 27.7% | +2.5pt | ±14.1% |
| Apr 16, 2027 | 178 | 28.8% | +3.2pt | ±16.0% |
| Jun 17, 2027 | 240 | 30.1% | +3.0pt | ±19.3% |
| Sep 17, 2027 | 332 | 31.2% | +2.7pt | ±23.3% |
| Jan 21, 2028 | 458 | 29.9% | +2.5pt | ±26.1% |
Sonrisa de volatilidad — Nov 20, 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.