Implied volatility
An annualized volatility estimate derived from option prices. Higher IV means the market is pricing a wider distribution of outcomes; it is not a directional forecast.
NASDAQ · stock · structured options research
QCOM Options: IV Rank, Expected Move & Put/Call Ratio
As of Jul 17, 2026, 2:38 AM UTC: QCOM $170.61 · 30-day implied volatility 80.25% · IV percentile 84.42% · Expected move ±15.43% · Reference expiry 2026-07-31
Source: HPSILab iv_batch API
- Underlying price
- $170.61
- IV percentile
- 84.42%
- Expected move
- ±15.43% · $26.32
- Put/call ratio
- 0.52
QCOM options market snapshot
Values appear only after a verified API snapshot is supplied; stale or invented market figures are never substituted.
- ATM implied volatility
- 80.25%
- 30-day implied volatility
- 80.25%
- 30-day historical volatility
- 71%
- IV minus HV spread
- 9.25 pts
- IV rank
- 71.29%
- Skew regime
- COMPRESSION
- 25-delta risk reversal
- -2.78 pts
- Squeeze score
- 20.86
- Term structure
- backwardation
- Reference expiry
- 2026-07-31
Volatility interpretation: Term structure inverted — binary event risk elevated, check catalyst calendar
What researchers should watch for QCOM
Compare handset-cycle risk with automotive, edge-AI and connectivity growth expectations.
- smartphone cycleMonitor smartphone cycle across matching expirations and compare the pattern with ARM and AVGO; the signal alone does not identify trade direction or intent.
- licensing catalystsMonitor licensing catalysts across matching expirations and compare the pattern with ARM and AVGO; the signal alone does not identify trade direction or intent.
- edge-AI option demandMonitor edge-AI option demand across matching expirations and compare the pattern with ARM and AVGO; the signal alone does not identify trade direction or intent.
Definitions and methodology
IV versus HV
IV reflects option-implied future variability, while HV measures realized historical movement. Their spread indicates the premium priced over recent experience.
Risk reversal
The 25-delta risk reversal compares call and put implied volatility. It summarizes skew but cannot identify whether contracts were bought, sold, opened or closed.
Term structure
Near- and far-month volatility indicate how event risk is distributed across expirations. Calendar comparisons should use consistent strikes and methods.
Compare related options research
Frequently asked questions
What does QCOM implied volatility measure?
It reflects the options market's annualized expectation of future price variability. It measures magnitude, not bullish or bearish direction.
Is the expected move a price target?
No. It is an implied range estimate for a defined horizon, not a forecast or guarantee.
Can this page be used as investment advice?
No. This research is educational and informational. Options can expire worthless and some strategies can lose more than the premium.
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