ZM volatilitas Zoom Communications, Inc.
Cboe delayed options data · per 09:47 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 51.5% | -2.5pt | ±4.3% |
| Oct 30, 2026 | 10 | 46.6% | +0.2pt | ±6.5% |
| Nov 06, 2026 | 17 | 42.5% | +4.5pt | ±7.6% |
| Nov 13, 2026 | 24 | 42.6% | -1.5pt | ±8.9% |
| Nov 20, 2026 | 31 | 41.1% | +2.2pt | ±9.7% |
| Nov 27, 2026 | 38 | 47.9% | -1.8pt | ±12.4% |
| Dec 18, 2026 | 59 | 45.7% | -3.4pt | ±14.8% |
| Jan 15, 2027 | 87 | 43.7% | -1.9pt | ±17.2% |
| Feb 19, 2027 | 122 | 43.1% | +1.2pt | ±20.0% |
| Mar 19, 2027 | 150 | 46.1% | +0.5pt | ±23.6% |
| May 21, 2027 | 213 | 44.1% | +1.3pt | ±26.9% |
| Jun 17, 2027 | 240 | 43.8% | +0.2pt | ±28.3% |
| Sep 17, 2027 | 332 | 43.6% | -0.2pt | ±33.0% |
| Jan 21, 2028 | 458 | 43.1% | -0.2pt | ±38.1% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.