Quantum-Si incorporated (QSI) Expected Move
Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.
Quantum-Si incorporated (QSI) operates in the Healthcare sector, specifically the Biotechnology industry, with a market capitalization near $182.6M, listed on NASDAQ, employing roughly 149 people, carrying a beta of 3.16 to the broader market. Quantum-Si incorporated, a life sciences company, develops a single molecule detection platform for sample preparation and sequencing. Led by Jeffrey Alan Hawkins, public since 2020-11-13.
Snapshot as of May 15, 2026.
- Spot Price
- $0.89
- Expected Move
- 26.7%
- Implied High
- $1.13
- Implied Low
- $0.65
- Front DTE
- 28 days
As of May 15, 2026, Quantum-Si incorporated (QSI) has an expected move of 26.65%, a one-standard-deviation implied price range of roughly $0.65 to $1.13 from the current $0.89. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.
QSI Strategy Sizing to the Expected Move
With Quantum-Si incorporated pricing an expected move of 26.65% from $0.89, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.
Learn how expected move is reported and how to read the data →
Per-expiration expected move for QSI derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $0.89 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.
| Expiration | DTE | ATM IV | Expected Move | Implied High | Implied Low |
|---|---|---|---|---|---|
| May 22, 2026 | 7 | 20.1% | 2.8% | $0.91 | $0.87 |
| May 29, 2026 | 14 | 150.3% | 29.4% | $1.15 | $0.63 |
| Jun 5, 2026 | 21 | 134.7% | 32.3% | $1.18 | $0.60 |
| Jun 12, 2026 | 28 | 116.5% | 32.3% | $1.18 | $0.60 |
| Jun 18, 2026 | 34 | 22.8% | 7.0% | $0.95 | $0.83 |
| Jun 26, 2026 | 42 | 136.7% | 46.4% | $1.30 | $0.48 |
| Jul 17, 2026 | 63 | 144.0% | 59.8% | $1.42 | $0.36 |
| Oct 16, 2026 | 154 | 21.2% | 13.8% | $1.01 | $0.77 |
| Jan 15, 2027 | 245 | 120.0% | 98.3% | $1.76 | $0.02 |
Frequently asked QSI expected move questions
- What is the current QSI expected move?
- As of May 15, 2026, Quantum-Si incorporated (QSI) has an expected move of 26.65% over the next 28 days, implying a one-standard-deviation price range of $0.65 to $1.13 from the current $0.89. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
- What does the QSI expected move mean for traders?
- Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
- How is QSI expected move calculated?
- The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.