SOUN volatilitas SoundHound AI, Inc.
Cboe delayed options data · per 18:44 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 | 3 | 74.4% | — | ±6.6% |
| Oct 30, 2026 | 10 | 62.7% | +0.6pt | ±9.0% |
| Nov 06, 2026 | 17 | 80.8% | +3.1pt | ±14.2% |
| Nov 13, 2026 | 24 | 82.9% | +8.3pt | ±17.1% |
| Nov 20, 2026 | 31 | 78.6% | -5.0pt | ±18.2% |
| Nov 27, 2026 | 38 | 64.0% | -17.4pt | ±16.5% |
| Dec 18, 2026 | 59 | 71.7% | -6.8pt | ±24.0% |
| Jan 15, 2027 | 87 | 70.0% | -7.3pt | ±26.7% |
| Apr 16, 2027 | 178 | 73.9% | -6.4pt | ±41.7% |
| Jan 21, 2028 | 458 | 74.3% | -9.2pt | ±64.8% |
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.