SO volatilitas The Southern Company
Cboe delayed options data · per 12:41 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 | 19.0% | +1.1pt | ±2.1% |
| Oct 30, 2026 | 11 | 18.6% | +2.7pt | ±2.9% |
| Nov 06, 2026 | 18 | 22.2% | -0.4pt | ±4.3% |
| Nov 13, 2026 | 25 | 23.4% | +5.9pt | ±5.2% |
| Nov 20, 2026 | 32 | 20.8% | +2.2pt | ±5.5% |
| Nov 27, 2026 | 39 | 22.3% | +2.6pt | ±6.2% |
| Dec 18, 2026 | 60 | 19.9% | +0.8pt | ±6.7% |
| Jan 15, 2027 | 88 | 18.9% | +3.2pt | ±7.6% |
| Feb 19, 2027 | 123 | 19.3% | +3.3pt | ±9.2% |
| Mar 19, 2027 | 151 | 19.4% | +1.7pt | ±10.0% |
| May 21, 2027 | 214 | 19.0% | +3.0pt | ±11.7% |
| Jun 17, 2027 | 241 | 19.3% | +3.3pt | ±12.5% |
| Sep 17, 2027 | 333 | 21.0% | +1.7pt | ±15.7% |
| Jan 21, 2028 | 459 | 20.2% | +2.2pt | ±17.4% |
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.