QCR Holdings, Inc. (QCRH) Volatility Skew
Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.
QCR Holdings, Inc. (QCRH) operates in the Financial Services sector, specifically the Banks - Regional industry, with a market capitalization near $1.47B, listed on NASDAQ, employing roughly 972 people, carrying a beta of 0.77 to the broader market. QCR Holdings, Inc. Led by Laura L. Ekizian, public since 1993-10-06.
Snapshot as of May 15, 2026.
- Spot Price
- $87.97
- ATM IV
- 437.5%
- IV Skew 25Δ
- 0.008
- IV Rank
- 89.3%
- IV Percentile
- 99.6%
- Term Structure Slope
- -4.082
As of May 15, 2026, QCR Holdings, Inc. (QCRH) at-the-money implied volatility is 437.5%. IV rank is 89.3% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 99.6%. The 25-delta skew is +0.008: skew is roughly flat across the 25-delta wings. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
QCRH Strategy Selection at Current Volatility Levels
For QCR Holdings, Inc. options at 437.5% ATM IV, high IV rank (89.3%) favors premium-selling structures: credit spreads, iron condors, covered calls, cash-secured puts. The risk: a continued vol expansion through high-rank levels is rare but expensive when it happens. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.
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Frequently asked QCRH volatility skew questions
- What is the current QCRH ATM implied volatility?
- As of May 15, 2026, QCR Holdings, Inc. (QCRH) at-the-money implied volatility is 437.5%. IV rank is 89.3% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
- Is QCRH IV high or low historically?
- IV is elevated relative to its 1-year history, conditions that typically favor premium-selling strategies (credit spreads, iron condors, covered calls).
- What does QCRH volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. QCR Holdings, Inc. skew is roughly flat across the 25-delta wings. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.