QCOM volatilidade 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%
Spread IV − HV20
+10.1pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
67
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.
3/60 dias registrados
Cboe delayed options data · em 03:37 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 |
|---|---|---|---|---|
| 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% |
Sorriso de volatilidade — Sep 18, 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