IONQ volatiliteit 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.79.5%
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.79.0%
HV6082.0%
IV − HV20 spreiding
+0.5pt
UniversepercentielWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
93
Percentiel ten opzichte van eigen historieWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 dagen vastgelegd
Cboe delayed options data · per 18:38 UTC · Hoe deze worden berekend
IV termijnstructuur
At-the-money implied volatility per genoteerde expiratie, uitgezet op resterende dagen.
| Vervalt | 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. | Impliciete beweging |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 81.2% | +0.9pt | ±6.9% |
| Oct 30, 2026 | 11 | 72.5% | -1.4pt | ±10.1% |
| Nov 06, 2026 | 18 | 79.9% | -2.6pt | ±14.3% |
| Nov 13, 2026 | 25 | 81.3% | -0.5pt | ±17.1% |
| Nov 20, 2026 | 32 | 78.9% | -1.2pt | ±18.7% |
| Nov 27, 2026 | 39 | 77.2% | -2.3pt | ±20.2% |
| Dec 18, 2026 | 60 | 74.5% | -2.4pt | ±23.8% |
| Jan 15, 2027 | 88 | 73.5% | -3.6pt | ±28.4% |
| Mar 19, 2027 | 151 | 73.7% | -2.3pt | ±37.1% |
| Apr 16, 2027 | 179 | 73.1% | -2.6pt | ±40.0% |
| Jun 17, 2027 | 241 | 74.6% | -4.5pt | ±47.2% |
| Jan 21, 2028 | 459 | 75.1% | -5.4pt | ±63.9% |
Volatiliteitsglimlach — Nov 20, 2026
Impliciete volatiliteit per strike. De helling richting puts (linkerkant hoger) is de skew: neerwaartse bescherming wordt duurder geprijsd dan opwaartse.
callsputs
Impliciet vs. gerealiseerd, dagelijks overzicht
IV30HV20