QCOM volatilite QUALCOMM Incorporated
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.41.4%
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.31.3%
HV6053.5%
IV − HV20 farkı
+10.1pt
Evren yüzdelik dilimiWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
67
Kendi tarihsel yüzdelik dilimiWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 kaydedilen gün
Cboe delayed options data · itibarıyla 00:38 UTC · Bunlar nasıl hesaplanır
IV vade yapısı
Listelenen her vade için para başı (at-the-money) zımni volatilite, kalan günlere göre çizilmiş.
| Sona eriyor | DTE | ATM IV | 25Δ çarpıklıkThe 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 hareket |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 46.4% | -0.1pt | ±2.8% |
| Sep 11, 2026 | 9 | 39.1% | +0.4pt | ±4.9% |
| Sep 18, 2026 | 16 | 39.8% | -0.5pt | ±6.7% |
| Sep 25, 2026 | 23 | 40.4% | +0.2pt | ±8.1% |
| Oct 02, 2026 | 30 | 41.4% | +2.3pt | ±9.5% |
| Oct 09, 2026 | 37 | 41.6% | +1.0pt | ±10.6% |
| Oct 16, 2026 | 44 | 42.0% | -0.1pt | ±11.6% |
| Nov 20, 2026 | 79 | 45.2% | -0.3pt | ±16.7% |
| Dec 18, 2026 | 107 | 45.0% | -0.7pt | ±19.3% |
| Jan 15, 2027 | 135 | 43.8% | -0.5pt | ±21.1% |
| Feb 19, 2027 | 170 | 45.6% | -0.6pt | ±24.5% |
| Mar 19, 2027 | 198 | 46.1% | -1.1pt | ±26.7% |
| Apr 16, 2027 | 226 | 45.9% | -1.4pt | ±28.3% |
| Jun 17, 2027 | 288 | 46.8% | -0.6pt | ±32.3% |
| Sep 17, 2027 | 380 | 47.4% | — | ±37.3% |
| Jan 21, 2028 | 506 | 47.4% | -2.4pt | ±42.5% |
Volatilite gülümsemesi — Sep 18, 2026
Strike'a göre implied volatility. Putlara doğru eğim (sol tarafın daha yüksek olması) skew'dür: aşağı yönlü koruma, yukarı yönlüye kıyasla daha pahalı fiyatlanmaktadır.
call'larput'lar
Günlük kayıtta implied ile realized karşılaştırması
IV30HV20