VZ volatilidad Verizon Communications Inc.
Cboe delayed options data · a fecha de 18:45 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 31.3% | +3.5pt | ±2.6% |
| Oct 30, 2026 | 11 | 38.4% | +3.3pt | ±5.4% |
| Nov 06, 2026 | 18 | 33.0% | +3.2pt | ±5.9% |
| Nov 13, 2026 | 25 | 35.3% | +2.5pt | ±7.4% |
| Nov 20, 2026 | 32 | 28.8% | +3.1pt | ±6.9% |
| Nov 27, 2026 | 39 | 28.4% | +1.6pt | ±7.5% |
| Dec 18, 2026 | 60 | 25.7% | +2.5pt | ±8.4% |
| Jan 15, 2027 | 88 | 24.2% | +2.5pt | ±10.0% |
| Mar 19, 2027 | 151 | 25.7% | +2.9pt | ±13.2% |
| Apr 16, 2027 | 179 | 25.5% | +3.3pt | ±14.5% |
| Jun 17, 2027 | 241 | 25.6% | +3.0pt | ±16.4% |
| Sep 17, 2027 | 333 | 25.8% | +2.8pt | ±19.4% |
| Dec 17, 2027 | 424 | 25.5% | +3.3pt | ±21.2% |
| Jan 21, 2028 | 459 | 26.0% | +2.2pt | ±22.5% |
Sonrisa de volatilidad — Nov 20, 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.