VZ Volatilität Verizon Communications Inc.
Cboe delayed options data · Stand 12:46 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 35.0% | +1.7pt | ±3.0% |
| Oct 30, 2026 | 10 | 35.4% | -1.8pt | ±4.9% |
| Nov 06, 2026 | 17 | 32.0% | +3.0pt | ±5.7% |
| Nov 13, 2026 | 24 | 29.8% | +2.2pt | ±6.4% |
| Nov 20, 2026 | 31 | 28.0% | +3.4pt | ±6.6% |
| Nov 27, 2026 | 38 | 24.1% | +5.5pt | ±6.4% |
| Dec 18, 2026 | 59 | 24.5% | +2.5pt | ±8.0% |
| Jan 15, 2027 | 87 | 23.3% | +1.1pt | ±9.8% |
| Mar 19, 2027 | 150 | 24.7% | +2.3pt | ±12.8% |
| Apr 16, 2027 | 178 | 25.8% | +1.9pt | ±14.8% |
| Jun 17, 2027 | 240 | 25.7% | +3.6pt | ±16.6% |
| Sep 17, 2027 | 332 | 23.3% | +2.8pt | ±17.5% |
| Dec 17, 2027 | 423 | 26.0% | +2.1pt | ±21.6% |
| Jan 21, 2028 | 458 | 25.8% | +1.8pt | ±21.8% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.