IONQ volatilitas 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.78.4%
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%
Selisih IV − HV20
+1.3pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
92
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 hari yang direkam
Cboe delayed options data · per 03:38 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 | 4 | 80.6% | +0.2pt | ±6.8% |
| Oct 30, 2026 | 11 | 74.0% | -1.9pt | ±10.3% |
| Nov 06, 2026 | 18 | 80.9% | -1.6pt | ±14.4% |
| Nov 13, 2026 | 25 | 76.3% | -1.2pt | ±15.9% |
| Nov 20, 2026 | 32 | 79.0% | -3.9pt | ±18.6% |
| Nov 27, 2026 | 39 | 74.8% | -2.9pt | ±19.4% |
| Dec 18, 2026 | 60 | 74.5% | -2.8pt | ±23.7% |
| Jan 15, 2027 | 88 | 72.5% | -5.0pt | ±27.8% |
| Mar 19, 2027 | 151 | 74.9% | -2.4pt | ±37.4% |
| Apr 16, 2027 | 179 | 70.6% | -3.0pt | ±38.5% |
| Jun 17, 2027 | 241 | 75.0% | -3.6pt | ±47.0% |
| Jan 21, 2028 | 459 | 74.9% | -6.0pt | ±63.4% |
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.
callput
Implied vs realized, catatan harian
IV30HV20