IDHQ Implied Volatility
IDHQ options trade at a 30-day at-the-money implied volatility of 43.8%, an IV rank of 15 out of 100 over the past year. This page breaks down IDHQ's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.
Data as of Jul 10, 2026, 8:00 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
IDHQ 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 43.8% |
| IV rank (1 year) | 15 / 100 |
| IV percentile (1 year) | 11% |
| Expected move (front expiration) | ±$2.67 (±6.1%) |
| Historical volatility — 10 day | 159.4% |
| Historical volatility — 21 day | 229.2% |
| Historical volatility — 30 day | 235.9% |
| Historical volatility — 60 day | 300.3% |
| IV / HV ratio | 0.19 |
An IV rank of 15 places current implied volatility in the lower part of its 52-week range. With an IV/HV ratio of 0.19, options currently price in less movement than the stock has recently realized.
IDHQ IV Rank History
IDHQ IV rank (0–100), past year.
IV rank has fallen from 100 in Mar '26 to 15 today. An IV percentile of 11% means implied volatility was lower than today on 11% of trading days in the past year.
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IDHQ Options FAQ
What is the implied volatility of IDHQ options?
IDHQ options trade at a 30-day at-the-money implied volatility of 43.8% as of Jul 10, 2026. That is an IV rank of 15 out of 100, meaning implied volatility is subdued relative to its own 52-week range.
Is IDHQ implied volatility high or low right now?
By its own 52-week standards, IDHQ implied volatility is currently low: IV rank is 15 out of 100 as of Jul 10, 2026. Compared with realized movement, the IV/HV ratio of 0.19 shows options pricing less movement than the stock has recently delivered.
What move do IDHQ options imply before the next expiration?
Front-expiration IDHQ options imply a one-standard-deviation move of ±$2.67 (±6.1%) as of Jul 10, 2026, derived from at-the-money option prices.
What is the difference between IDHQ's IV rank and IV percentile?
IV rank (currently 15) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 11%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.
Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.
Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.