VIX volatilitas Cboe Volatility Index
Cboe delayed options data · per 19:05 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 21, 2026 | 1 | 109.2% | -37.1pt | ±4.3% |
| Oct 28, 2026 | 8 | 97.8% | -65.2pt | ±11.4% |
| Nov 04, 2026 | 15 | 87.6% | -89.0pt | ±13.9% |
| Nov 11, 2026 | 22 | 81.1% | -86.5pt | ±15.6% |
| Nov 18, 2026 | 29 | 75.5% | -63.2pt | ±17.8% |
| Nov 24, 2026 | 35 | 66.8% | -66.2pt | ±17.7% |
| Dec 16, 2026 | 57 | 67.5% | -51.8pt | ±22.4% |
| Jan 20, 2027 | 92 | 58.2% | -44.9pt | ±26.5% |
| Feb 17, 2027 | 120 | 54.3% | -40.7pt | ±28.8% |
| Mar 17, 2027 | 148 | 52.0% | -36.7pt | ±30.8% |
| Apr 21, 2027 | 183 | 47.6% | -34.4pt | ±32.1% |
| May 18, 2027 | 210 | 45.2% | -33.0pt | ±32.9% |
| Jun 16, 2027 | 239 | 45.1% | -29.7pt | ±34.9% |
Volatility smile — Nov 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.