USB volatilidad U.S. Bancorp
Cboe delayed options data · a fecha de 09:43 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 24.5% | +3.4pt | ±2.8% |
| Oct 30, 2026 | 11 | 23.7% | +3.9pt | ±3.8% |
| Nov 06, 2026 | 18 | 25.1% | +4.9pt | ±4.8% |
| Nov 13, 2026 | 25 | 23.7% | +9.3pt | ±5.3% |
| Nov 20, 2026 | 32 | 24.0% | +4.6pt | ±6.3% |
| Nov 27, 2026 | 39 | 23.6% | +3.4pt | ±6.4% |
| Dec 18, 2026 | 60 | 23.7% | +3.5pt | ±8.1% |
| Jan 15, 2027 | 88 | 24.1% | +3.7pt | ±9.9% |
| Feb 19, 2027 | 123 | 24.5% | +3.9pt | ±11.6% |
| Mar 19, 2027 | 151 | 25.1% | +3.7pt | ±13.1% |
| Jun 17, 2027 | 241 | 25.4% | +3.7pt | ±16.4% |
| Sep 17, 2027 | 333 | 26.7% | +5.0pt | ±19.9% |
| Jan 21, 2028 | 459 | 26.0% | +4.3pt | ±22.4% |
| Feb 18, 2028 | 487 | — | — | — |
Sonrisa de volatilidad — Nov 20, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.