IONQ option chain IonQ, Inc.
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±16.4% (32.60–45.40) · ATM IV 73.0% · P/C open interest 0.42
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 17.70 | 20.95 | 11 | 149.1% | 1.00 | 0.0009 | 0.000 | 20 | 0 | 0.7500 | 160.2% | -0.00 | 0.0009 | -0.002 | |||
| 12.75 | 16.10 | 112.6% | 0.98 | 0.0052 | 0.000 | 25 | 0 | 0.7000 | 20 | 112.4% | -0.02 | 0.0052 | -0.007 | |||
| 10.85 | 13.25 | 0.96 | 0.0093 | -0.005 | 27 | 0 | 0.7500 | 98.3% | -0.04 | 0.0093 | -0.011 | |||||
| 9.90 | 12.35 | 58.1% | 0.95 | 0.0120 | -0.009 | 28 | 0 | 0.7500 | 90.6% | -0.05 | 0.0121 | -0.014 | ||||
| 9.60 | 11.40 | 85.3% | 0.93 | 0.0153 | -0.013 | 29 | 0 | 0.7500 | 83.1% | -0.07 | 0.0154 | -0.018 | ||||
| 8.30 | 10.30 | 5 | 65.2% | 0.91 | 0.0191 | -0.017 | 30 | 0.2200 | 0.3500 | 4 | 216 | 70.4% | -0.09 | 0.0192 | -0.022 | |
| 7.50 | 9.50 | 1 | 70.2% | 0.89 | 0.0233 | -0.022 | 31 | 0.3000 | 0.5600 | 11 | 13 | 71.5% | -0.11 | 0.0234 | -0.026 | |
| 6.40 | 8.65 | 5 | 9 | 64.0% | 0.86 | 0.0277 | -0.027 | 32 | 0.4200 | 0.6500 | 8 | 80 | 68.9% | -0.14 | 0.0278 | -0.030 |
| 6.55 | 7.40 | 1 | 74.0% | 0.82 | 0.0323 | -0.032 | 33 | 0.7500 | 0.8100 | 2 | 180 | 70.7% | -0.18 | 0.0324 | -0.035 | |
| 5.45 | 7.15 | 9 | 75.8% | 0.78 | 0.0366 | -0.037 | 34 | 1.00 | 1.11 | 1 | 74 | 71.5% | -0.22 | 0.0368 | -0.040 | |
| 5.30 | 5.70 | 7 | 171 | 72.5% | 0.74 | 0.0406 | -0.041 | 35 | 1.31 | 1.50 | 12 | 194 | 72.9% | -0.26 | 0.0408 | -0.044 |
| 4.70 | 5.15 | 43 | 53 | 74.3% | 0.69 | 0.0440 | -0.045 | 36 | 1.67 | 1.86 | 2 | 76 | 73.0% | -0.31 | 0.0442 | -0.047 |
| 4.00 | 4.50 | 3 | 158 | 72.1% | 0.65 | 0.0467 | -0.049 | 37 | 2.08 | 2.27 | 3 | 67 | 73.0% | -0.35 | 0.0469 | -0.050 |
| 3.60 | 3.90 | 2 | 179 | 73.1% | 0.60 | 0.0485 | -0.051 | 38 | 2.54 | 2.80 | 117 | 55 | 73.9% | -0.40 | 0.0488 | -0.052 |
| 3.05 | 3.50 | 2 | 186 | 73.4% | 0.55 | 0.0494 | -0.053 | 39 | 3.05 | 3.20 | 1 | 49 | 72.6% | -0.45 | 0.0497 | -0.053 |
| 2.65 | 3.05 | 6 | 433 | 73.7% | 0.50 | 0.0495 | -0.054 | 40 | 3.60 | 3.85 | 11 | 325 | 74.1% | -0.50 | 0.0498 | -0.054 |
| 2.28 | 2.71 | 12 | 158 | 74.6% | 0.45 | 0.0488 | -0.054 | 41 | 4.25 | 4.40 | 2 | 12 | 73.4% | -0.55 | 0.0492 | -0.053 |
| 1.99 | 2.24 | 25 | 264 | 73.8% | 0.41 | 0.0475 | -0.053 | 42 | 4.75 | 5.15 | 3 | 84 | 72.8% | -0.59 | 0.0479 | -0.052 |
| 1.63 | 2.04 | 6 | 109 | 74.5% | 0.37 | 0.0457 | -0.052 | 43 | 5.60 | 5.80 | 135 | 74.8% | -0.64 | 0.0461 | -0.051 | |
| 1.48 | 1.67 | 7 | 321 | 74.8% | 0.33 | 0.0435 | -0.051 | 44 | 6.25 | 6.60 | 23 | 74.0% | -0.67 | 0.0440 | -0.049 | |
| 1.29 | 1.44 | 19 | 174 | 75.5% | 0.29 | 0.0411 | -0.049 | 45 | 6.95 | 7.40 | 146 | 73.6% | -0.71 | 0.0415 | -0.046 | |
| 1.10 | 1.24 | 13 | 69 | 75.8% | 0.26 | 0.0385 | -0.046 | 46 | 7.70 | 8.20 | 23 | 73.0% | -0.74 | 0.0390 | -0.043 | |
| 0.9500 | 1.07 | 16 | 68 | 76.4% | 0.23 | 0.0359 | -0.044 | 47 | 7.95 | 9.10 | 16 | 64.6% | -0.77 | 0.0364 | -0.041 | |
| 0.7900 | 0.9000 | 2 | 80 | 76.1% | 0.21 | 0.0332 | -0.042 | 48 | 9.00 | 10.95 | 20 | 84.0% | -0.80 | 0.0338 | -0.038 | |
| 0.6100 | 0.8100 | 3 | 29 | 76.1% | 0.19 | 0.0307 | -0.039 | 49 | 9.85 | 12.05 | 10 | 88.1% | -0.82 | 0.0312 | -0.035 | |
| 0.6000 | 0.7000 | 44 | 143 | 78.2% | 0.16 | 0.0282 | -0.037 | 50 | 11.30 | 11.75 | 2 | 26 | 78.0% | -0.84 | 0.0288 | -0.032 |
| 0.5600 | 0.6200 | 6 | 1,053 | 79.9% | 0.15 | 0.0259 | -0.034 | 51 | 11.40 | 13.90 | 9 | 86.9% | -0.86 | 0.0265 | -0.029 | |
| 0.4500 | 0.6000 | 8 | 56 | 81.1% | 0.13 | 0.0237 | -0.032 | 52 | 12.35 | 14.80 | 20 | 88.1% | -0.87 | 0.0243 | -0.026 | |
| 0.3600 | 0.6300 | 16 | 83.4% | 0.12 | 0.0216 | -0.030 | 53 | 13.40 | 15.50 | 9 | 86.7% | -0.89 | 0.0223 | -0.023 | ||
| 0 | 0.9000 | 232 | 84.9% | 0.10 | 0.0198 | -0.028 | 54 | 14.15 | 15.90 | 62.6% | -0.90 | 0.0204 | -0.021 | |||
| 0.3000 | 0.4100 | 7 | 123 | 83.3% | 0.09 | 0.0180 | -0.025 | 55 | 15.20 | 17.55 | 2 | 10 | 90.4% | -0.91 | 0.0186 | -0.018 |
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.