XOM volatilità Exxonmobil Holdings Corporation
Cboe delayed options data · aggiornato al 03:46 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 30.2% | +0.1pt | ±2.6% |
| Oct 30, 2026 | 11 | 32.3% | +0.0pt | ±4.5% |
| Nov 06, 2026 | 18 | 30.9% | +1.3pt | ±5.5% |
| Nov 13, 2026 | 25 | 29.7% | +1.5pt | ±6.2% |
| Nov 20, 2026 | 32 | 29.2% | +1.1pt | ±7.0% |
| Nov 27, 2026 | 39 | 27.6% | +1.3pt | ±7.3% |
| Dec 18, 2026 | 60 | 28.0% | +1.0pt | ±9.1% |
| Jan 15, 2027 | 88 | 27.7% | +1.1pt | ±10.9% |
| Mar 19, 2027 | 151 | 28.2% | +0.9pt | ±14.4% |
| Apr 16, 2027 | 179 | 28.6% | +0.6pt | ±15.9% |
| Jun 17, 2027 | 241 | 28.6% | +1.6pt | ±18.3% |
| Sep 17, 2027 | 333 | 29.2% | +1.4pt | ±21.8% |
| Dec 17, 2027 | 424 | 29.0% | +1.5pt | ±24.3% |
| Jan 21, 2028 | 459 | 29.0% | +0.9pt | ±25.2% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.