QCRH Straddle Strategy
QCRH (QCR Holdings, Inc.), in the Financial Services sector, (Banks - Regional industry), listed on NASDAQ.
QCR Holdings, Inc., operating as a multi-bank holding company, delivers a wide array of financial services. These offerings include commercial and consumer banking, alongside specialized trust and asset management. The company provides various deposit products, such as demand accounts that are both interest and non-interest bearing, time deposits, and brokered deposits. Beyond its deposit services, QCR Holdings extends diverse commercial and retail lending, leasing, and investment opportunities. Its clientele is extensive, comprising corporations, partnerships, individual consumers, and government agencies. A significant portion of its loan portfolio is dedicated to small and mid-sized businesses, offering credit lines for operational and working capital purposes, term loans for purchasing facilities and equipment, and financing for commercial and residential real estate.
QCRH (QCR Holdings, Inc.) trades in the Financial Services sector, specifically Banks - Regional, with a market capitalization of approximately $1.62B, a trailing P/E of 12.14, a beta of 0.76 versus the broader market, a 52-week range of 66.16-98.76, average daily share volume of 111K, a public-listing history dating back to 1993, approximately 972 full-time employees. These structural characteristics shape how QCRH stock options price implied volatility around earnings windows, capital events, and macro-driven sector rotations.
A beta of 0.76 places QCRH roughly in line with broader market moves, so the strategy payoff and realized volatility track the index-equivalent baseline. QCRH pays a dividend, which adjusts put-call parity and shifts the ex-dividend pricing across the listed chain.
What is a straddle on QCRH?
A long straddle buys an ATM call and an ATM put at the same strike, profiting from a large move in either direction; max loss equals the combined debit when the underlying pins to the strike at expiration.
Current QCRH snapshot
As of June 30, 2026, spot at $96.85, ATM IV 36.10%, IV rank 3.40%, expected move 10.35%. The straddle on QCRH below is built from the same end-of-day chain, with strikes snapped to listed contracts and premiums pulled from the bid/ask midpoint at a 17-day expiry.
Why this straddle structure on QCRH specifically: QCRH IV at 36.10% is on the cheap side of its 1-year range, which favors premium-buying structures like a QCRH straddle, with a market-implied 1-standard-deviation move of approximately 10.35% (roughly $10.02 on the underlying). The 17-day window matched to the front-month expiry keeps theta exposure bounded while still capturing the post-snapshot move; longer-dated QCRH expiries trade a higher absolute premium for lower per-day decay. Position sizing on QCRH should anchor to the underlying notional of $96.85 per share and to the trader's directional view on QCRH stock.
QCRH straddle setup
The QCRH straddle below is built from the end-of-day chain, with each option leg priced at the bid/ask midpoint of its listed strike. With QCRH near $96.85, the first option leg uses a $96.85 strike; additional legs (when the strategy has them) anchor to spot-relative offsets. Premiums come from the bid/ask midpoint on the listed QCRH chain at a 17-day expiry; the cross-strike IV skew is reflected directly in the per-leg values rather than approximated. Quantity sizing assumes one contract per option leg (or 100 QCRH shares for the stock leg in covered calls and collars).
| Action | Type | Strike / Basis | Premium (est) |
|---|---|---|---|
| Buy 1 | Call | $96.85 | N/A |
| Buy 1 | Put | $96.85 | N/A |
QCRH straddle risk and reward
- Net Premium / Debit
- N/A
- Max Profit (per contract)
- Unbounded
- Max Loss (per contract)
- Unbounded
- Breakeven(s)
- None on modeled curve
- Risk / Reward Ratio
- N/A
Upside max profit is unbounded; downside max profit is bounded at the strike minus the combined call plus put debit (reached at zero). Max loss equals the combined debit times 100 (reached when the underlying pins to the strike). Two breakevens at strike plus debit and strike minus debit.
QCRH straddle payoff curve
Modeled P&L at expiration across a range of underlying prices for the straddle on QCRH. Each row is one sampled price point from the computed payoff curve; the full curve uses 200 price points internally before being summarized into 10 rows here.
When traders use straddle on QCRH
Straddles on QCRH are pure-volatility plays that profit from large moves in either direction; traders typically buy QCRH straddles ahead of earnings, FDA decisions, or other catalysts where the realized move is expected to exceed the implied move priced into the chain.
QCRH thesis for this straddle
The market-implied 1-standard-deviation range for QCRH extends from approximately $86.83 on the downside to $106.87 on the upside. A QCRH long straddle is a pure-volatility play: it profits when the underlying moves far enough from the strike in either direction to overcome the combined call plus put debit, regardless of direction. Current QCRH IV rank near 3.40% sits in the lower third of its 1-year distribution, where IV often re-expands toward the mean; this favors premium-buying structures and disadvantages premium-selling structures on QCRH at 36.10%. As a Financial Services name, QCRH options can move on sector-level news flow (peer earnings, regulatory updates, industry-specific macro data) in addition to QCRH-specific events.
QCRH straddle positions are structurally neutral / high-volatility (long premium); the modeled P&L assumes European-style exercise at expiration and ignores early assignment, transaction costs, dividends paid before expiry on the stock leg (when present), and the bid-ask spread on the listed chain. QCRH positions also carry Financial Services sector concentration risk; news flow inside the sector (peer earnings, regulatory shifts, supply-chain headlines) can move QCRH alongside the broader basket even when QCRH-specific fundamentals are unchanged. Always rebuild the position from current QCRH chain quotes before placing a trade.
Frequently asked questions
- What is a straddle on QCRH?
- A straddle on QCRH is the straddle strategy applied to QCRH (stock). The strategy is structurally neutral / high-volatility (long premium): A long straddle buys an ATM call and an ATM put at the same strike, profiting from a large move in either direction; max loss equals the combined debit when the underlying pins to the strike at expiration. With QCRH stock trading near $96.85, the strikes shown on this page are snapped to the nearest listed QCRH chain strike and the premiums come straight from the end-of-day bid/ask midpoint.
- How are QCRH straddle max profit and max loss calculated?
- Upside max profit is unbounded; downside max profit is bounded at the strike minus the combined call plus put debit (reached at zero). Max loss equals the combined debit times 100 (reached when the underlying pins to the strike). Two breakevens at strike plus debit and strike minus debit. For the QCRH straddle priced from the end-of-day chain at a 30-day expiry (ATM IV 36.10%), the computed maximum profit is unbounded per contract and the computed maximum loss is unbounded per contract. Live intraday quotes will differ as the chain moves through the trading session.
- What is the breakeven for a QCRH straddle?
- The breakeven for the QCRH straddle priced on this page is no defined breakeven on the modeled curve at expiration, derived from end-of-day chain premiums. Breakeven is the underlying price at which the strategy's P&L crosses zero ignoring transaction costs and assignment risk. The current QCRH market-implied 1-standard-deviation expected move is approximately 10.35%; if the move sits well outside the breakeven distance, the structure's risk-reward becomes correspondingly tighter.
- When should you consider a straddle on QCRH?
- Straddles on QCRH are pure-volatility plays that profit from large moves in either direction; traders typically buy QCRH straddles ahead of earnings, FDA decisions, or other catalysts where the realized move is expected to exceed the implied move priced into the chain.
- How does current QCRH implied volatility affect this straddle?
- QCRH ATM IV is at 36.10% with IV rank near 3.40%, which is on the low end of its 1-year range. Premium-buying structures (long call, long put, debit spreads) are relatively cheap in this regime; premium-selling structures collect less credit per unit risk.