USB Volatilität U.S. Bancorp
Cboe delayed options data · Stand 15:45 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 26.8% | +1.9pt | ±2.0% |
| Oct 30, 2026 | 10 | 25.1% | +2.0pt | ±3.4% |
| Nov 06, 2026 | 17 | 24.8% | +1.7pt | ±4.3% |
| Nov 13, 2026 | 24 | 24.4% | +2.1pt | ±5.1% |
| Nov 20, 2026 | 31 | 24.3% | +1.4pt | ±5.7% |
| Nov 27, 2026 | 38 | 23.5% | +2.9pt | ±6.1% |
| Dec 18, 2026 | 59 | 24.1% | +3.1pt | ±8.0% |
| Jan 15, 2027 | 87 | 23.8% | +2.3pt | ±9.6% |
| Feb 19, 2027 | 122 | 25.1% | +3.5pt | ±11.6% |
| Mar 19, 2027 | 150 | 25.0% | +2.8pt | ±12.9% |
| Jun 17, 2027 | 240 | 26.2% | +3.6pt | ±16.8% |
| Sep 17, 2027 | 332 | 26.4% | +3.7pt | ±19.6% |
| Jan 21, 2028 | 458 | 27.3% | +4.3pt | ±23.3% |
| Feb 18, 2028 | 486 | 27.0% | +3.8pt | ±23.6% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.