XBI volatilidad State Street SPDR S&P Biotech ETF
Cboe delayed options data · a fecha de 12:39 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 33.1% | -2.5pt | ±1.4% |
| Sep 11, 2026 | 7 | 28.2% | +0.8pt | ±3.4% |
| Sep 18, 2026 | 14 | 30.3% | +2.4pt | ±4.9% |
| Sep 25, 2026 | 21 | 31.0% | +1.8pt | ±6.1% |
| Oct 02, 2026 | 28 | 32.5% | +3.1pt | ±7.3% |
| Oct 09, 2026 | 35 | 32.1% | +4.7pt | ±8.0% |
| Oct 16, 2026 | 42 | 31.2% | +3.2pt | ±8.6% |
| Oct 23, 2026 | 49 | 31.0% | — | ±9.2% |
| Dec 18, 2026 | 105 | 31.6% | +2.5pt | ±13.6% |
| Jan 15, 2027 | 133 | 31.8% | +2.5pt | ±15.4% |
| Mar 19, 2027 | 196 | 32.2% | +1.6pt | ±18.8% |
| Jun 17, 2027 | 286 | 30.7% | +1.4pt | ±21.6% |
| Dec 17, 2027 | 469 | 32.5% | +3.1pt | ±29.1% |
| Jan 21, 2028 | 504 | 32.5% | +1.1pt | ±30.1% |
Sonrisa de volatilidad — Sep 18, 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.