TGT volatilità Target Corporation
Cboe delayed options data · aggiornato al 18:44 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 | 4 | 32.8% | +1.4pt | ±2.8% |
| Oct 30, 2026 | 11 | 32.2% | +2.6pt | ±4.5% |
| Nov 06, 2026 | 18 | 31.1% | +2.3pt | ±5.6% |
| Nov 13, 2026 | 25 | 30.1% | +2.4pt | ±6.5% |
| Nov 20, 2026 | 32 | 41.0% | -0.5pt | ±9.7% |
| Nov 27, 2026 | 39 | 39.4% | +1.0pt | ±10.4% |
| Dec 18, 2026 | 60 | 36.3% | +2.2pt | ±11.8% |
| Jan 15, 2027 | 88 | 34.1% | +1.8pt | ±13.4% |
| Mar 19, 2027 | 151 | 35.1% | +1.4pt | ±17.9% |
| Apr 16, 2027 | 179 | 35.3% | +1.4pt | ±19.6% |
| Jun 17, 2027 | 241 | 36.0% | +1.7pt | ±23.0% |
| Sep 17, 2027 | 333 | 36.0% | +0.9pt | ±26.7% |
| Dec 17, 2027 | 424 | 35.8% | +2.2pt | ±29.7% |
| Jan 21, 2028 | 459 | 35.5% | +1.5pt | ±30.6% |
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.