SPX volatilitas S&P 500 Index
Cboe delayed options data · per 09:42 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 19, 2026 | 0 | 20.1% | +3.8pt | ±0.7% |
| Oct 20, 2026 | 1 | 16.9% | +4.5pt | ±0.9% |
| Oct 21, 2026 | 2 | 16.0% | +4.5pt | ±1.1% |
| Oct 22, 2026 | 3 | 15.8% | +4.6pt | ±1.3% |
| Oct 23, 2026 | 4 | 15.7% | +4.8pt | ±1.5% |
| Oct 26, 2026 | 7 | 13.4% | +4.3pt | ±1.6% |
| Oct 27, 2026 | 8 | 13.5% | +4.4pt | ±1.7% |
| Oct 28, 2026 | 9 | 14.3% | +4.6pt | ±1.9% |
| Oct 29, 2026 | 10 | 14.8% | +4.7pt | ±2.1% |
| Oct 30, 2026 | 11 | 15.0% | +4.8pt | ±2.2% |
| Nov 02, 2026 | 14 | 14.0% | +4.7pt | ±2.3% |
| Nov 03, 2026 | 15 | 14.1% | +4.8pt | ±2.4% |
| Nov 04, 2026 | 16 | 14.6% | +5.0pt | ±2.5% |
| Nov 05, 2026 | 17 | 14.6% | +5.1pt | ±2.6% |
| Nov 06, 2026 | 18 | 14.9% | +5.3pt | ±2.7% |
| Nov 09, 2026 | 21 | 14.3% | +5.2pt | ±2.8% |
Volatility smile — Oct 30, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.