TGT volatilità Target Corporation
Cboe delayed options data · aggiornato al 12:44 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 | 32.7% | +0.1pt | ±2.8% |
| Oct 30, 2026 | 10 | 31.7% | +0.7pt | ±4.4% |
| Nov 06, 2026 | 17 | 30.8% | +0.9pt | ±5.5% |
| Nov 13, 2026 | 24 | 28.4% | +0.7pt | ±6.1% |
| Nov 20, 2026 | 31 | 41.3% | -1.0pt | ±9.8% |
| Nov 27, 2026 | 38 | 39.0% | -0.2pt | ±10.3% |
| Dec 18, 2026 | 59 | 35.9% | +1.4pt | ±11.7% |
| Jan 15, 2027 | 87 | 34.0% | +1.6pt | ±13.4% |
| Mar 19, 2027 | 150 | 34.9% | +1.6pt | ±17.9% |
| Apr 16, 2027 | 178 | 35.3% | +1.1pt | ±19.7% |
| Jun 17, 2027 | 240 | 36.0% | +2.2pt | ±23.0% |
| Sep 17, 2027 | 332 | 36.0% | +0.9pt | ±26.8% |
| Dec 17, 2027 | 423 | 35.9% | +3.5pt | ±29.8% |
| Jan 21, 2028 | 458 | 35.5% | +2.2pt | ±30.7% |
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.