Horizon Quantum Holdings Ltd. Class A Ordinary Shares (HQ) IV/HV History

Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.

Horizon Quantum Holdings Ltd. Class A Ordinary Shares (HQ) operates in the Technology sector, specifically the Software - Infrastructure industry, with a market capitalization near $819.3M, listed on NASDAQ, employing roughly 25 people, carrying a beta of 0.30 to the broader market. dMY Squared is a company dedicated to facilitating the successful debut of future industry leaders and their ventures on public stock exchanges. Led by Joe Fitzsimons, public since 2026-03-20.

Snapshot as of Aug 28, 2026.

Spot Price

$15.54

ATM IV

137.1%

HV 20-Day

124.3%

As of Aug 28, 2026, Horizon Quantum Holdings Ltd. Class A Ordinary Shares (HQ) ATM implied volatility is 137.1%. 20-day realized volatility is 124.3%, producing an IV-HV spread of +12.8 vol points. Options are pricing in more volatility than the stock has recently delivered, the volatility risk premium.

How HQ iv/hv history Data Feeds Strategy Selection

Strategy selection on Horizon Quantum Holdings Ltd. Class A Ordinary Shares options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV currently sits at 137.1% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the iv/hv history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

How to read the HQ IV vs HV chart

The dual-line chart above tracks ATM implied volatility (forward-looking, what the chain is pricing) against 20-day realized historical volatility (backward-looking, what actually happened). ATM IV currently prints at 137.1%, against 124.3% realized over the trailing 20 trading days. Implied is pricing above realized by 12.8 vol points, the typical variance-risk-premium positive state in which premium sellers earn the gap. Persistent IV-above-HV is the variance-risk-premium-positive state typical of equity markets; persistent IV-below-HV is rare and usually marks underpriced vol that often expands.

HQ IV/HV regimes and trade selection

Using HQ vol history alongside the term structure

The IV/HV gap on this page captures the level of premium; the term-structure slope on the volatility page captures its shape across expirations. Contango (positive slope 0.030) is the resting state - longer-dated IV trades above near-dated IV because long-dated cycles include uncertain macro states. Pair the rank read with the slope read with the event calendar to choose the right tenor for the structure.

HQ IV/HV signal in volatility-cycle context

Equity-vol cycles tend to compress and expand on multi-month timeframes: a typical sequence runs low-IV-rank consolidation (months of flat tape, decaying premium) into a vol-expansion catalyst (earnings miss, macro shock, regime change) into elevated-IV-rank stress (premiums fat, dispersion high) back to mean-reverting compression. Use the time series above to spot inflection points: meaningful IV/HV gap closures and openings tend to precede regime shifts by a few sessions.

Learn how implied vs realized volatility is reported and how to read the data →

Daily ATM implied volatility and 20-day realized (historical) volatility for HQ over the last ~37 trading days. The IV-HV gap measures the variance risk premium - when IV trades persistently above realized HV, premium-sellers earn the spread; when IV dips below HV, vol is structurally underpriced.

Most recent 15 trading days (descending). Older history appears in the chart above.

Frequently asked HQ iv/hv history questions

Is HQ options pricing rich or cheap right now?

As of Aug 28, 2026, Horizon Quantum Holdings Ltd. Class A Ordinary Shares (HQ) ATM IV is 137.1% against 20-day realized volatility of 124.3%. HQ options are pricing in more volatility than the stock has recently realized: a positive variance risk premium worth 12.8 vol points.

What is the HQ variance risk premium?

The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. HQ is currently priced consistently with this premium, which is one input to whether short-vol or long-vol structures carry their typical edge.

What does HQ IV rank mean for strategy selection?

IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. HQ's current rank signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.