Technology Growth Reference Data Updated 2026-05-31

IONQ Gamma Exposure, IV Rank & Implied Volatility

IonQ Inc. (IONQ) options data — GEX, IV rank, options chain & Greeks

IONQ options trade with implied volatility typically in the 50% - 120% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar.

IV Rank 66.9 /100
IV 43.8%
Simulated data for display · open live IONQ on the platform →

An IV rank near 66.9 (the value shown here is illustrative) would mean implied volatility is in roughly the 66.9th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live IONQ IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 31.62%73.85%

Chart shows simulated data for display purposes. View the real IONQ IV history on the live platform →

Comprehensive options market data for IonQ Inc.

IONQ Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 50% - 120%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
50% - 120%
Weeklies
No

1 About IonQ Inc. (IONQ)

IonQ Inc. (IONQ) is a quantum computing company listed on NYSE.

Company Profile

Sector Technology
Industry Quantum Computing
Market Cap See live data
Exchange NYSE

Key Dates

Next Earnings See earnings calendar
Earnings Frequency Quarterly
Dividend Schedule See company page
Fiscal Year End December

IonQ Inc. is a Quantum Computing) company in the Technology sector.

2 IONQ Options Market Overview

IONQ options provide trading opportunities for options traders.

Average Daily Volume N/A
Total Open Interest N/A
Put/Call Ratio N/A
Typical ATM Spread N/A
Weekly Options Not Available
LEAPS Available Yes

Liquidity Assessment: Good

IONQ options provide trading opportunities across multiple expirations.

3 IONQ Implied Volatility & IV Rank

IONQ implied volatility patterns reflect the quantum computing sector dynamics.

Low IV Environment
50% - 67%
Below average volatility
Typical IV Range
67% - 102%
Normal conditions
Elevated IV
102% - 120%
Above average volatility

Earnings Impact

IV typically expands before earnings and contracts after the announcement.

The post-earnings volatility drop is known as IV crush. Holders of short IONQ options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

IONQ IV generally trades near historical volatility, with premiums expanding around earnings.

Term Structure

Typically upward sloping under normal conditions.

View IONQ Volatility Lab

IONQ Gamma Exposure (GEX)

Gamma Exposure analysis for IONQ reveals dealer hedging dynamics at key strike levels.

Typical GEX Profile: IONQ tends to operate in a positive gamma environment during normal conditions.

Key Levels:

Dealer Hedging:

View Live IONQ GEX

4 Common IONQ Options Strategies

These are strategies commonly used by traders on IONQ options, based on typical market characteristics. This is not investment advice.

Popular for IONQ shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on IONQ.

Range-bound strategy for IONQ between events.

Key Considerations for IONQ Options

  • Monitor IONQ earnings dates for IV expansion/contraction patterns
  • Consider the stock's beta when sizing options positions
  • IONQ options liquidity varies by expiration - prefer near-term and monthly expirations

Frequently Asked Questions: IONQ Options

What is IONQ's typical implied volatility?

IONQ implied volatility typically ranges from 50% - 120%. IV patterns are influenced by earnings, sector events, and market conditions.

Does IONQ have weekly options?

Check with your broker, IONQ may offer weekly options expirations.

What is IONQ's options trading profile?

IONQ (IonQ Inc.) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 50% - 120% range. The position sits in the Technology category for portfolio diversification and options strategy design.

How does IONQ implied volatility behave around earnings?

IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.

What options strategies work well on IONQ?

Popular strategies on IONQ options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 50% - 120% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.

What is IONQ's gamma exposure (GEX)?

Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence IONQ's intraday price action. IONQ tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live IONQ GEX levels and the gamma-flip point on ApexVol.

What is IONQ's IV rank?

IONQ's IV rank shows where IONQ's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. IONQ implied volatility typically ranges from 50% - 120%. Check IONQ's live IV rank and percentile on ApexVol's IV analytics.

IONQ Key Events

Earnings Months
January April July October

Related Tickers

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Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-05-31. How we research →

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