SPOT volatilidad Spotify Technology S.A.
Cboe delayed options data · a fecha de 03:43 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 | 4 | 109.6% | -0.5pt | ±9.2% |
| Oct 30, 2026 | 11 | 72.6% | -1.4pt | ±10.1% |
| Nov 06, 2026 | 18 | 62.0% | -3.4pt | ±11.0% |
| Nov 13, 2026 | 25 | 55.8% | -1.9pt | ±11.7% |
| Nov 20, 2026 | 32 | 51.8% | -1.9pt | ±12.2% |
| Nov 27, 2026 | 39 | 49.3% | +0.7pt | ±12.8% |
| Dec 18, 2026 | 60 | 45.7% | -1.7pt | ±14.8% |
| Jan 15, 2027 | 88 | 42.8% | +0.1pt | ±16.8% |
| Mar 19, 2027 | 151 | 44.2% | +0.0pt | ±22.6% |
| Apr 16, 2027 | 179 | 43.2% | -0.2pt | ±24.1% |
| Jun 17, 2027 | 241 | 44.7% | -0.1pt | ±28.8% |
| Sep 17, 2027 | 333 | 45.0% | +1.2pt | ±34.0% |
| Dec 17, 2027 | 424 | 45.2% | +1.2pt | ±38.3% |
| Jan 21, 2028 | 459 | 45.3% | +1.2pt | ±40.0% |
Sonrisa de volatilidad — Oct 30, 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.