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 Medical - Devices industry, with a market capitalization near $278.9M, listed on NASDAQ, employing roughly 145 people, carrying a beta of 3.22 to the broader market. Quantum-Si incorporated operates within the life sciences sector, focusing on the creation of an advanced platform for individual molecule detection. Led by Jeffrey Alan Hawkins, public since 2020-11-13.
Snapshot as of Oct 14, 2026.
- Spot Price
- $1.38
- Expected Move
- 47.1%
- Implied High
- $2.03
- Implied Low
- $0.73
- Front DTE
- 30 days
As of Oct 14, 2026, Quantum-Si incorporated (QSI) has an expected move of 47.13%, a one-standard-deviation implied price range of roughly $0.73 to $2.03 from the current $1.38. 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 47.13% from $1.38, 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.
How to read the QSI implied-range chart
The shaded range below shows the one-standard-deviation implied price band at each listed expiration, derived from ATM implied volatility scaled to days-to-expiration. The front-tenor expected move is 47.13%, anchoring an implied range of approximately $0.73 to $2.03. Under lognormal assumptions, roughly 68% of outcomes fall inside that band; 95% fall inside ±2σ; 99.7% inside ±3σ. The empirical equity-return distribution has fatter tails than lognormal, so true tail-outcome frequency is moderately higher than these closed-form numbers suggest.
QSI expected move and event pricing
Expected move widens with √time: a 5% 30-day move corresponds to roughly a 2.5% 7.5-day move and a 10% 120-day move. QSI term-structure is in contango (slope 0.463), so longer-dated tenors price in proportionally more vol than √time scaling alone would suggest - typically because long-dated cycles include uncertain macro states.
Sizing QSI structures to the expected move
Iron condors with wings at ±1σ collect the modal-outcome premium; ±1.5σ widens probability of inside-range to ~87% but cuts collected premium roughly in half. Strangles do the inverse trade - they pay against the same lognormal distribution, profiting when realized exceeds implied. Calendar spreads bet on the slope of the term structure rather than the level. QSI put/call volume ratio currently at 1.07 indicates balanced flow without strong directional skew. The expected move is the inputs the chain is pricing, not a forecast - realized moves above or below are normal under any distribution.
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 $1.38 × (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 |
|---|---|---|---|---|---|
| Oct 16, 2026 | 2 | 23.4% | 1.7% | $1.40 | $1.36 |
| Oct 23, 2026 | 9 | 203.9% | 32.0% | $1.82 | $0.94 |
| Oct 30, 2026 | 16 | 195.7% | 41.0% | $1.95 | $0.81 |
| Nov 6, 2026 | 23 | 198.1% | 49.7% | $2.07 | $0.69 |
| Nov 13, 2026 | 30 | 164.4% | 47.1% | $2.03 | $0.73 |
| Nov 20, 2026 | 37 | 210.7% | 67.1% | $2.31 | $0.45 |
| Nov 27, 2026 | 44 | 235.7% | 81.8% | $2.51 | $0.25 |
| Jan 15, 2027 | 93 | 136.1% | 68.7% | $2.33 | $0.43 |
| Apr 16, 2027 | 184 | 128.3% | 91.1% | $2.64 | $0.12 |
Frequently asked QSI expected move questions
- What is the current QSI expected move?
- As of Oct 14, 2026, Quantum-Si incorporated (QSI) has an expected move of 47.13% over the next 30 days, implying a one-standard-deviation price range of $0.73 to $2.03 from the current $1.38. 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.