V volatilidad Visa Inc.
Cboe delayed options data · a fecha de 15:45 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 | 3 | 22.1% | +1.7pt | ±1.7% |
| Oct 30, 2026 | 10 | 29.5% | +2.4pt | ±3.9% |
| Nov 06, 2026 | 17 | 25.5% | +2.9pt | ±4.4% |
| Nov 13, 2026 | 24 | 23.9% | +2.8pt | ±5.0% |
| Nov 20, 2026 | 31 | 23.0% | +2.6pt | ±5.4% |
| Nov 27, 2026 | 38 | 23.0% | +3.4pt | ±6.0% |
| Dec 18, 2026 | 59 | 22.1% | +2.8pt | ±7.2% |
| Jan 15, 2027 | 87 | 22.0% | +2.8pt | ±8.7% |
| Mar 19, 2027 | 150 | 23.2% | +2.9pt | ±11.9% |
| Jun 17, 2027 | 240 | 24.1% | +2.8pt | ±15.7% |
| Aug 20, 2027 | 304 | 24.4% | +2.8pt | ±17.8% |
| Sep 17, 2027 | 332 | 24.5% | +2.8pt | ±18.7% |
| Dec 17, 2027 | 423 | 24.8% | +3.0pt | ±21.4% |
| Jan 21, 2028 | 458 | 24.7% | +3.1pt | ±22.2% |
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.