UBER volatilità Uber Technologies, Inc.
Cboe delayed options data · aggiornato al 03:38 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 46.3% | -0.2pt | ±2.8% |
| Sep 11, 2026 | 9 | 35.2% | -0.3pt | ±4.4% |
| Sep 18, 2026 | 16 | 35.4% | +0.6pt | ±6.0% |
| Sep 25, 2026 | 23 | 34.5% | -0.1pt | ±6.9% |
| Oct 02, 2026 | 30 | 34.1% | +0.3pt | ±7.8% |
| Oct 09, 2026 | 37 | 35.0% | +0.2pt | ±8.9% |
| Oct 16, 2026 | 44 | 34.8% | +1.0pt | ±9.7% |
| Nov 20, 2026 | 79 | 39.5% | +0.9pt | ±14.7% |
| Dec 18, 2026 | 107 | 38.4% | +0.9pt | ±16.6% |
| Jan 15, 2027 | 135 | 37.8% | +0.5pt | ±18.3% |
| Mar 19, 2027 | 198 | 39.4% | -0.0pt | ±23.1% |
| Jun 17, 2027 | 288 | 40.6% | +0.6pt | ±28.7% |
| Sep 17, 2027 | 380 | 39.7% | — | ±32.2% |
| Dec 17, 2027 | 471 | 40.8% | +1.7pt | ±36.6% |
| Jan 21, 2028 | 506 | 41.0% | +0.8pt | ±38.1% |
Volatility smile — Sep 18, 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.