XYZ volatilità Block, Inc.
Cboe delayed options data · aggiornato al 06:40 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 44.6% | +0.9pt | ±2.7% |
| Sep 11, 2026 | 8 | 37.9% | +0.7pt | ±4.8% |
| Sep 18, 2026 | 15 | 38.1% | +0.5pt | ±6.4% |
| Sep 25, 2026 | 22 | 38.0% | +0.6pt | ±7.6% |
| Oct 02, 2026 | 29 | 37.8% | +0.8pt | ±8.7% |
| Oct 09, 2026 | 36 | 38.1% | +0.1pt | ±9.7% |
| Oct 16, 2026 | 43 | 39.1% | +1.2pt | ±10.8% |
| Nov 20, 2026 | 78 | 47.1% | +1.7pt | ±17.5% |
| Dec 18, 2026 | 106 | 45.3% | +0.9pt | ±19.5% |
| Jan 15, 2027 | 134 | 44.6% | +1.4pt | ±21.6% |
| Mar 19, 2027 | 197 | 46.4% | +2.1pt | ±27.1% |
| Jun 17, 2027 | 287 | 47.7% | +2.6pt | ±33.2% |
| Sep 17, 2027 | 379 | 47.9% | — | ±38.0% |
| Jan 21, 2028 | 505 | 48.0% | — | ±43.7% |
Volatility smile — Sep 18, 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.