VRTX volatilidad Vertex Pharmaceuticals Incorporated
Cboe delayed options data · a fecha de 06:39 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 28.1% | +6.3pt | ±2.0% |
| Sep 11, 2026 | 8 | 25.9% | +3.9pt | ±3.4% |
| Sep 18, 2026 | 15 | 27.5% | +4.7pt | ±4.8% |
| Sep 25, 2026 | 22 | 28.2% | +6.0pt | ±5.8% |
| Oct 02, 2026 | 29 | 27.5% | +2.6pt | ±6.4% |
| Oct 09, 2026 | 36 | 27.9% | +2.5pt | ±7.2% |
| Oct 16, 2026 | 43 | 28.2% | +0.3pt | ±7.9% |
| Dec 18, 2026 | 106 | 29.1% | +1.5pt | ±12.7% |
| Jan 15, 2027 | 134 | 30.3% | +1.6pt | ±14.8% |
| Mar 19, 2027 | 197 | 33.1% | +0.8pt | ±19.6% |
| Apr 16, 2027 | 225 | 32.8% | +2.4pt | ±20.7% |
| Jun 17, 2027 | 287 | 32.9% | +3.4pt | ±23.5% |
| Sep 17, 2027 | 379 | 32.3% | +3.3pt | ±26.4% |
| Jan 21, 2028 | 505 | 31.8% | +4.0pt | ±30.0% |
Sonrisa de volatilidad — Sep 18, 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.