QCOM 波动率 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.55.7%
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.39.4%
HV6045.6%
IV − HV20价差
+16.3pt
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
75
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 已记录天数
Cboe delayed options data · 截至 22:00 UTC · 计算方法说明
IV期限结构
各上市到期日的平值隐含波动率,以剩余天数为横轴绘制。
| 到期时间 | DTE | ATM IV | 25Δ 偏斜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. | 隐含涨跌幅 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 50.2% | +0.9pt | ±3.8% |
| Oct 30, 2026 | 10 | 49.4% | -1.9pt | ±6.6% |
| Nov 06, 2026 | 17 | 62.5% | +0.7pt | ±10.8% |
| Nov 13, 2026 | 24 | 58.7% | -1.5pt | ±11.9% |
| Nov 20, 2026 | 31 | 55.2% | -0.5pt | ±12.6% |
| Nov 27, 2026 | 38 | 54.1% | -3.5pt | ±13.8% |
| Dec 18, 2026 | 59 | 50.3% | -0.5pt | ±15.8% |
| Jan 15, 2027 | 87 | 47.9% | -0.5pt | ±18.4% |
| Feb 19, 2027 | 122 | 49.1% | -2.4pt | ±22.3% |
| Mar 19, 2027 | 150 | 47.8% | -2.4pt | ±23.9% |
| Apr 16, 2027 | 178 | 48.2% | -1.4pt | ±26.2% |
| Jun 17, 2027 | 240 | 48.4% | -1.8pt | ±30.3% |
| Sep 17, 2027 | 332 | 48.4% | -0.9pt | ±35.3% |
| Jan 21, 2028 | 458 | 48.9% | -1.2pt | ±41.4% |
波动率微笑 — Nov 20, 2026
各行权价的隐含波动率。向put倾斜(左侧更高)即为偏斜:下行保护的定价高于上行。
看涨期权看跌期权
隐含与已实现波动率,每日记录
IV30HV20