QCOM volatilitas QUALCOMM Incorporated
Cboe delayed options data · per 12:40 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 | 45.0% | +2.6pt | ±5.6% |
| Oct 30, 2026 | 11 | 47.3% | +2.3pt | ±7.7% |
| Nov 06, 2026 | 18 | 60.2% | +1.0pt | ±11.2% |
| Nov 13, 2026 | 25 | 55.4% | +0.6pt | ±12.1% |
| Nov 20, 2026 | 32 | 53.1% | +1.2pt | ±13.0% |
| Nov 27, 2026 | 39 | 50.9% | -0.0pt | ±13.6% |
| Dec 18, 2026 | 60 | 48.6% | -0.2pt | ±15.9% |
| Jan 15, 2027 | 88 | 46.8% | -1.7pt | ±18.3% |
| Feb 19, 2027 | 123 | 48.7% | -0.3pt | ±22.3% |
| Mar 19, 2027 | 151 | 48.5% | +0.3pt | ±24.4% |
| Apr 16, 2027 | 179 | 47.8% | -1.3pt | ±26.1% |
| Jun 17, 2027 | 241 | 48.0% | -3.4pt | ±30.2% |
| Sep 17, 2027 | 333 | 48.7% | -0.6pt | ±35.6% |
| Jan 21, 2028 | 459 | 48.6% | -1.3pt | ±41.2% |
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.