Quantum eMotion Corp (QNC) Implied Volatility
Quantum eMotion Corp (QNC) options trade at a 30-day at-the-money implied volatility of 164.1%, an IV rank of 11 out of 100 over the past year. This page breaks down QNC'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
QNC 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 164.1% |
| ATM IV — 2 month | 99.2% |
| IV rank (1 year) | 11 / 100 |
| IV percentile (1 year) | 35% |
| Expected move (front expiration) | ±$0.64 (±22.7%) |
| Term slope (front − 3M) | +64.9 pts |
| 25Δ skew (front) | +122.0 pts |
An IV rank of 11 places current implied volatility in the lower part of its 52-week range. The term structure is in backwardation — front-month IV exceeds 3-month IV, a pattern often seen around near-term events.
QNC IV Rank History
QNC IV rank (0–100), past year.
IV rank has risen from 0 in Jun '26 to 11 today. An IV percentile of 35% means implied volatility was lower than today on 35% of trading days in the past year.
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QNC Options FAQ
What is the implied volatility of QNC options?
QNC options trade at a 30-day at-the-money implied volatility of 164.1% as of Jul 10, 2026. That is an IV rank of 11 out of 100, meaning implied volatility is subdued relative to its own 52-week range.
Is QNC implied volatility high or low right now?
By its own 52-week standards, QNC implied volatility is currently low: IV rank is 11 out of 100 as of Jul 10, 2026.
What move do QNC options imply before the next expiration?
Front-expiration QNC options imply a one-standard-deviation move of ±$0.64 (±22.7%) as of Jul 10, 2026, derived from at-the-money option prices.
What is the difference between QNC's IV rank and IV percentile?
IV rank (currently 11) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 35%) 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.