SBUX volatilità Starbucks 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 | 31.9% | +0.0pt | ±2.4% |
| Oct 30, 2026 | 10 | 48.8% | +1.1pt | ±6.5% |
| Nov 06, 2026 | 17 | 41.6% | +1.7pt | ±7.2% |
| Nov 13, 2026 | 24 | 39.0% | +2.1pt | ±8.2% |
| Nov 20, 2026 | 31 | 34.6% | +1.1pt | ±8.2% |
| Nov 27, 2026 | 38 | 34.4% | +1.1pt | ±8.9% |
| Dec 18, 2026 | 59 | 30.5% | +1.7pt | ±9.8% |
| Jan 15, 2027 | 87 | 28.8% | +1.8pt | ±11.3% |
| Feb 19, 2027 | 122 | 30.3% | +2.0pt | ±14.0% |
| Mar 19, 2027 | 150 | 29.5% | +1.9pt | ±15.0% |
| Apr 16, 2027 | 178 | 29.5% | +1.6pt | ±16.4% |
| Jun 17, 2027 | 240 | 30.4% | +2.2pt | ±19.5% |
| Sep 17, 2027 | 332 | 30.9% | +1.7pt | ±23.1% |
| Jan 21, 2028 | 458 | 30.8% | +1.9pt | ±26.9% |
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.