QCOM volatilidad QUALCOMM Incorporated
Cboe delayed options data · a fecha de 18:43 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 52.5% | +1.1pt | ±3.9% |
| Oct 30, 2026 | 10 | 49.0% | +1.2pt | ±6.5% |
| Nov 06, 2026 | 17 | 62.9% | +0.5pt | ±10.9% |
| Nov 13, 2026 | 24 | 57.5% | +0.8pt | ±11.8% |
| Nov 20, 2026 | 31 | 54.5% | +0.4pt | ±12.7% |
| Nov 27, 2026 | 38 | 52.1% | +0.8pt | ±13.4% |
| Dec 18, 2026 | 59 | 49.8% | -0.2pt | ±15.9% |
| Jan 15, 2027 | 87 | 47.5% | -1.0pt | ±18.4% |
| Feb 19, 2027 | 122 | 48.2% | -1.2pt | ±22.1% |
| Mar 19, 2027 | 150 | 48.3% | -0.7pt | ±24.3% |
| Apr 16, 2027 | 178 | 48.1% | -1.1pt | ±26.3% |
| Jun 17, 2027 | 240 | 48.3% | -1.2pt | ±30.5% |
| Sep 17, 2027 | 332 | 47.9% | -1.0pt | ±35.3% |
| Jan 21, 2028 | 458 | 48.8% | -1.1pt | ±41.7% |
Sonrisa de volatilidad — Nov 20, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.