USB volatilitas U.S. Bancorp
Cboe delayed options data · per 03:44 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 27.1% | +0.7pt | ±2.3% |
| Oct 30, 2026 | 11 | 24.2% | -0.4pt | ±3.4% |
| Nov 06, 2026 | 18 | 23.6% | +0.7pt | ±4.2% |
| Nov 13, 2026 | 25 | 24.0% | +4.8pt | ±5.1% |
| Nov 20, 2026 | 32 | 22.0% | +3.6pt | ±5.3% |
| Nov 27, 2026 | 39 | 23.5% | +2.9pt | ±6.2% |
| Dec 18, 2026 | 60 | 23.3% | +5.0pt | ±7.6% |
| Jan 15, 2027 | 88 | 23.6% | +4.2pt | ±9.5% |
| Feb 19, 2027 | 123 | 25.1% | +3.8pt | ±11.7% |
| Mar 19, 2027 | 151 | 25.2% | +2.7pt | ±13.0% |
| Jun 17, 2027 | 241 | 25.8% | +4.2pt | ±16.6% |
| Sep 17, 2027 | 333 | 25.8% | +4.6pt | ±19.4% |
| Jan 21, 2028 | 459 | 27.4% | +6.4pt | ±23.6% |
| Feb 18, 2028 | 487 | 28.4% | +3.9pt | ±25.2% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.