ZM volatilidad Zoom Communications, Inc.
Cboe delayed options data · a fecha de 03:46 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 51.5% | -2.5pt | ±4.3% |
| Oct 30, 2026 | 11 | 46.6% | +0.2pt | ±6.5% |
| Nov 06, 2026 | 18 | 42.5% | +4.5pt | ±7.6% |
| Nov 13, 2026 | 25 | 42.6% | -1.5pt | ±8.9% |
| Nov 20, 2026 | 32 | 41.1% | +2.2pt | ±9.7% |
| Nov 27, 2026 | 39 | 47.9% | -1.8pt | ±12.4% |
| Dec 18, 2026 | 60 | 45.7% | -3.4pt | ±14.8% |
| Jan 15, 2027 | 88 | 43.7% | -1.9pt | ±17.2% |
| Feb 19, 2027 | 123 | 43.1% | +1.2pt | ±20.0% |
| Mar 19, 2027 | 151 | 46.1% | +0.5pt | ±23.6% |
| May 21, 2027 | 214 | 44.1% | +1.3pt | ±26.9% |
| Jun 17, 2027 | 241 | 43.8% | +0.2pt | ±28.3% |
| Sep 17, 2027 | 333 | 43.6% | -0.2pt | ±33.0% |
| Jan 21, 2028 | 459 | 43.1% | -0.2pt | ±38.1% |
Sonrisa de volatilidad — Nov 20, 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.