WMB volatilitas The Williams Companies, Inc.
Cboe delayed options data · per 12:46 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 45.8% | +8.8pt | ±3.9% |
| Oct 30, 2026 | 10 | 27.5% | -0.0pt | ±3.9% |
| Nov 06, 2026 | 17 | 31.2% | -3.4pt | ±5.6% |
| Nov 13, 2026 | 24 | 27.3% | +1.4pt | ±5.8% |
| Nov 20, 2026 | 31 | 30.9% | +2.7pt | ±7.4% |
| Nov 27, 2026 | 38 | 31.0% | +0.7pt | ±8.1% |
| Dec 18, 2026 | 59 | 29.4% | +3.9pt | ±9.7% |
| Jan 15, 2027 | 87 | 29.4% | +1.7pt | ±11.5% |
| Feb 19, 2027 | 122 | 28.5% | +2.8pt | ±13.2% |
| Mar 19, 2027 | 150 | 28.3% | +2.3pt | ±14.6% |
| May 21, 2027 | 213 | 29.0% | +2.4pt | ±17.7% |
| Jun 17, 2027 | 240 | 30.8% | +0.3pt | ±19.7% |
| Sep 17, 2027 | 332 | 28.5% | +2.2pt | ±21.4% |
| Jan 21, 2028 | 458 | 30.1% | +1.0pt | ±26.1% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.