VIX volatilità Cboe Volatility Index
Cboe delayed options data · aggiornato al Oct 19, 22:05 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Oct 21, 2026 | 2 | 100.1% | -110.7pt | ±7.4% |
| Oct 28, 2026 | 9 | 101.1% | -38.8pt | ±13.0% |
| Nov 04, 2026 | 16 | 97.9% | -71.7pt | ±16.2% |
| Nov 11, 2026 | 23 | 86.9% | -65.6pt | ±18.1% |
| Nov 18, 2026 | 30 | 169.6% | -81.3pt | ±20.9% |
| Nov 24, 2026 | 36 | 58.5% | -197.8pt | ±19.9% |
| Dec 16, 2026 | 58 | 43.4% | -59.2pt | ±23.9% |
| Jan 20, 2027 | 93 | 136.0% | -132.6pt | ±26.5% |
| Feb 17, 2027 | 121 | 94.1% | — | ±28.7% |
| Mar 17, 2027 | 149 | — | -92.1pt | ±29.9% |
| Apr 21, 2027 | 184 | 80.1% | -26.0pt | ±31.6% |
| May 18, 2027 | 211 | 88.1% | -23.2pt | ±32.1% |
| Jun 16, 2027 | 240 | 82.2% | -20.6pt | ±35.2% |
Volatility smile — Nov 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.