QCOM ボラティリティ 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.54.5%
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.40.0%
HV6045.6%
IV − HV20スプレッド
+14.5pt
ユニバース内パーセンタイルWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
76
自己履歴パーセンタイルWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 日分記録済み
Cboe delayed options data · 基準日時: 09:42 UTC · これらの算出方法
IVタームストラクチャー
上場している各限月のアット・ザ・マネーインプライドボラティリティを、残存日数でプロットしたものです。
| 満期日 | DTE | ATM IV | 25Δ スキューThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | インプライドムーブ |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 51.1% | -1.4pt | ±4.3% |
| Oct 30, 2026 | 10 | 48.8% | +1.1pt | ±6.8% |
| Nov 06, 2026 | 17 | 61.3% | -1.2pt | ±11.0% |
| Nov 13, 2026 | 24 | 55.1% | -0.6pt | ±11.6% |
| Nov 20, 2026 | 31 | 54.4% | -0.6pt | ±12.9% |
| Nov 27, 2026 | 38 | 50.8% | -0.6pt | ±13.3% |
| Dec 18, 2026 | 59 | 48.6% | +1.1pt | ±15.8% |
| Jan 15, 2027 | 87 | 46.1% | -0.9pt | ±18.1% |
| Feb 19, 2027 | 122 | 48.1% | -0.6pt | ±22.2% |
| Mar 19, 2027 | 150 | 47.8% | -2.2pt | ±24.4% |
| Apr 16, 2027 | 178 | 47.5% | -1.7pt | ±26.3% |
| Jun 17, 2027 | 240 | 47.9% | -3.4pt | ±30.5% |
| Sep 17, 2027 | 332 | 47.9% | -1.5pt | ±35.6% |
| Jan 21, 2028 | 458 | 48.0% | -2.3pt | ±41.3% |
ボラティリティスマイル — Nov 20, 2026
ストライク別インプライドボラティリティ。プット側(左側が高い)への傾きがスキューです:下値保護が上値よりも高く織り込まれています。
コールプット
インプライドと実現の比較、日次記録
IV30HV20