IONQ volatility IonQ, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.78.7%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.77.1%
HV6081.7%
IV − HV20 spread
+1.6pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
93
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 days recorded
Cboe delayed options data · as of 06:38 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | 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 | 80.6% | +0.2pt | ±6.8% |
| Oct 30, 2026 | 10 | 74.0% | -1.9pt | ±10.3% |
| Nov 06, 2026 | 17 | 80.9% | -1.6pt | ±14.4% |
| Nov 13, 2026 | 24 | 76.3% | -1.2pt | ±15.9% |
| Nov 20, 2026 | 31 | 79.0% | -3.9pt | ±18.6% |
| Nov 27, 2026 | 38 | 74.8% | -2.9pt | ±19.4% |
| Dec 18, 2026 | 59 | 74.5% | -2.8pt | ±23.7% |
| Jan 15, 2027 | 87 | 72.5% | -5.0pt | ±27.8% |
| Mar 19, 2027 | 150 | 74.9% | -2.4pt | ±37.4% |
| Apr 16, 2027 | 178 | 70.6% | -3.0pt | ±38.5% |
| Jun 17, 2027 | 240 | 75.0% | -3.6pt | ±47.0% |
| Jan 21, 2028 | 458 | 74.9% | -6.0pt | ±63.4% |
Volatility smile — Nov 20, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20