VST volatilità Vistra Corp.
Cboe delayed options data · aggiornato al 18:46 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 23, 2026 | 3 | 53.0% | +0.7pt | ±3.9% |
| Oct 30, 2026 | 10 | 49.2% | +0.8pt | ±6.5% |
| Nov 06, 2026 | 17 | 58.9% | +1.0pt | ±10.2% |
| Nov 13, 2026 | 24 | 55.3% | +0.7pt | ±11.3% |
| Nov 20, 2026 | 31 | 52.6% | +0.3pt | ±12.2% |
| Nov 27, 2026 | 38 | 51.5% | +0.5pt | ±13.2% |
| Dec 18, 2026 | 59 | 48.1% | +0.2pt | ±15.4% |
| Jan 15, 2027 | 87 | 47.1% | +0.2pt | ±18.3% |
| Mar 19, 2027 | 150 | 48.5% | -0.1pt | ±24.7% |
| Apr 16, 2027 | 178 | 47.5% | +0.0pt | ±26.3% |
| Jun 17, 2027 | 240 | 48.9% | -1.0pt | ±31.3% |
| Sep 17, 2027 | 332 | 49.2% | -0.7pt | ±36.9% |
| Dec 17, 2027 | 423 | 49.5% | +0.7pt | ±41.6% |
| Jan 21, 2028 | 458 | 49.1% | -0.3pt | ±43.0% |
Volatility smile — Nov 20, 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.