QCOM волатильность 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.39.7%
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.31.1%
HV6052.3%
Спред IV − HV20
+8.6pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
66
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 записано дней
Cboe delayed options data · по состоянию на 06:41 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 46.5% | -0.2pt | ±2.0% |
| Sep 11, 2026 | 7 | 37.1% | -0.2pt | ±4.4% |
| Sep 18, 2026 | 14 | 39.0% | +0.0pt | ±6.3% |
| Sep 25, 2026 | 21 | 38.4% | -1.0pt | ±7.6% |
| Oct 02, 2026 | 28 | 39.4% | -1.2pt | ±8.9% |
| Oct 09, 2026 | 35 | 40.3% | -0.4pt | ±10.2% |
| Oct 16, 2026 | 42 | 40.4% | -0.7pt | ±11.1% |
| Oct 23, 2026 | 49 | 40.7% | +1.0pt | ±12.1% |
| Nov 20, 2026 | 77 | 45.1% | -0.9pt | ±16.7% |
| Dec 18, 2026 | 105 | 44.0% | -0.7pt | ±18.9% |
| Jan 15, 2027 | 133 | 42.9% | -0.9pt | ±20.7% |
| Feb 19, 2027 | 168 | 45.5% | -1.3pt | ±24.6% |
| Mar 19, 2027 | 196 | 46.1% | -0.8pt | ±26.7% |
| Apr 16, 2027 | 224 | 45.5% | -1.2pt | ±28.2% |
| Jun 17, 2027 | 286 | 46.1% | -0.3pt | ±32.1% |
| Sep 17, 2027 | 378 | 47.4% | — | ±37.5% |
Улыбка волатильности — Sep 18, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20