VZ Volatilität Verizon Communications Inc.
Cboe delayed options data · Stand 22:05 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 | 4 | 37.1% | +1.7pt | ±3.1% |
| Oct 30, 2026 | 11 | 34.7% | -1.8pt | ±4.8% |
| Nov 06, 2026 | 18 | 31.4% | +3.0pt | ±5.6% |
| Nov 13, 2026 | 25 | 27.7% | +2.2pt | ±5.8% |
| Nov 20, 2026 | 32 | 27.9% | +3.4pt | ±6.6% |
| Nov 27, 2026 | 39 | 27.1% | +5.5pt | ±7.1% |
| Dec 18, 2026 | 60 | 25.2% | +2.5pt | ±8.2% |
| Jan 15, 2027 | 88 | 23.5% | +1.1pt | ±9.7% |
| Mar 19, 2027 | 151 | 26.6% | +2.3pt | ±13.6% |
| Apr 16, 2027 | 179 | 25.8% | +1.9pt | ±14.6% |
| Jun 17, 2027 | 241 | 25.5% | +3.6pt | ±16.3% |
| Sep 17, 2027 | 333 | 23.3% | +2.8pt | ±17.6% |
| Dec 17, 2027 | 424 | 26.0% | +2.1pt | ±21.7% |
| Jan 21, 2028 | 459 | 25.8% | +1.8pt | ±21.9% |
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.