IONQ volatilidade 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%
Spread IV − HV20
+1.4pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
92
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dias registrados
Cboe delayed options data · em 21:57 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 80.6% | +0.4pt | ±6.8% |
| Oct 30, 2026 | 11 | 74.1% | -2.1pt | ±10.2% |
| Nov 06, 2026 | 18 | 81.0% | -2.1pt | ±14.3% |
| Nov 13, 2026 | 25 | 76.3% | -1.2pt | ±15.9% |
| Nov 20, 2026 | 32 | 79.1% | -4.5pt | ±18.6% |
| Nov 27, 2026 | 39 | 74.8% | -3.0pt | ±19.4% |
| Dec 18, 2026 | 60 | 74.5% | -2.8pt | ±23.6% |
| Jan 15, 2027 | 88 | 72.5% | -5.1pt | ±27.8% |
| Mar 19, 2027 | 151 | 75.0% | -2.5pt | ±37.4% |
| Apr 16, 2027 | 179 | 70.7% | -3.1pt | ±38.4% |
| Jun 17, 2027 | 241 | 75.0% | -3.7pt | ±46.9% |
| Jan 21, 2028 | 459 | 75.0% | -6.2pt | ±63.3% |
Sorriso de volatilidade — Nov 20, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20