XYZ volatilidad Block, Inc.
Cboe delayed options data · a fecha de 03:39 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 | 2 | 44.6% | +0.9pt | ±2.7% |
| Sep 11, 2026 | 9 | 37.9% | +0.7pt | ±4.8% |
| Sep 18, 2026 | 16 | 38.1% | +0.5pt | ±6.4% |
| Sep 25, 2026 | 23 | 38.0% | +0.6pt | ±7.6% |
| Oct 02, 2026 | 30 | 37.8% | +0.8pt | ±8.7% |
| Oct 09, 2026 | 37 | 38.1% | +0.1pt | ±9.7% |
| Oct 16, 2026 | 44 | 39.1% | +1.2pt | ±10.8% |
| Nov 20, 2026 | 79 | 47.1% | +1.7pt | ±17.5% |
| Dec 18, 2026 | 107 | 45.3% | +0.9pt | ±19.5% |
| Jan 15, 2027 | 135 | 44.6% | +1.4pt | ±21.6% |
| Mar 19, 2027 | 198 | 46.4% | +2.1pt | ±27.1% |
| Jun 17, 2027 | 288 | 47.7% | +2.6pt | ±33.2% |
| Sep 17, 2027 | 380 | 47.9% | — | ±38.0% |
| Jan 21, 2028 | 506 | 48.0% | — | ±43.7% |
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.