V volatilitas Visa Inc.
Cboe delayed options data · per 12:45 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 | 3 | 21.6% | +0.8pt | ±1.9% |
| Oct 30, 2026 | 10 | 28.5% | +1.4pt | ±4.0% |
| Nov 06, 2026 | 17 | 25.6% | +3.8pt | ±4.6% |
| Nov 13, 2026 | 24 | 23.6% | +2.9pt | ±5.0% |
| Nov 20, 2026 | 31 | 23.1% | +2.1pt | ±5.5% |
| Nov 27, 2026 | 38 | 22.0% | +1.9pt | ±5.7% |
| Dec 18, 2026 | 59 | 21.9% | +2.8pt | ±7.1% |
| Jan 15, 2027 | 87 | 21.9% | +2.3pt | ±8.6% |
| Mar 19, 2027 | 150 | 23.2% | +2.4pt | ±11.9% |
| Jun 17, 2027 | 240 | 24.1% | +2.7pt | ±15.6% |
| Aug 20, 2027 | 304 | 24.3% | +2.6pt | ±17.7% |
| Sep 17, 2027 | 332 | 24.6% | +3.2pt | ±18.8% |
| Dec 17, 2027 | 423 | 24.6% | +3.3pt | ±21.2% |
| Jan 21, 2028 | 458 | 25.1% | +3.2pt | ±22.4% |
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.