IONQ option chain IonQ, Inc.
Cboe delayed options data · as of 12:37 UTC
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 ±20.0% (25.90–38.84) · ATM IV 75.5% · P/C open interest 1.15
| 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 | |
| 10.65 | 12.85 | 94.3% | 0.95 | 0.0110 | -0.012 | 20 | 0 | 0.3500 | 57 | 85.2% | -0.05 | 0.0110 | -0.012 | |||
| 8.25 | 11.10 | 71.3% | 0.92 | 0.0170 | -0.017 | 22 | 0 | 2.30 | 122.6% | -0.09 | 0.0171 | -0.017 | ||||
| 7.35 | 10.20 | 70.9% | 0.90 | 0.0206 | -0.020 | 23 | 0 | 1.48 | 94.9% | -0.11 | 0.0208 | -0.020 | ||||
| 7.25 | 9.35 | 11 | 88.5% | 0.87 | 0.0245 | -0.023 | 24 | 0 | 1.34 | 6 | 82.7% | -0.14 | 0.0247 | -0.023 | ||
| 5.80 | 8.55 | 2 | 74.2% | 0.84 | 0.0286 | -0.026 | 25 | 0.6900 | 0.9900 | 1 | 166 | 80.7% | -0.17 | 0.0288 | -0.026 | |
| 5.05 | 7.75 | 73.7% | 0.80 | 0.0328 | -0.029 | 26 | 0.3600 | 1.26 | 70.6% | -0.20 | 0.0330 | -0.029 | ||||
| 4.80 | 7.05 | 80.9% | 0.76 | 0.0367 | -0.031 | 27 | 1.13 | 1.40 | 23 | 22 | 76.2% | -0.24 | 0.0370 | -0.032 | ||
| 3.70 | 5.85 | 66.4% | 0.72 | 0.0403 | -0.034 | 28 | 1.29 | 1.75 | 7 | 7 | 73.7% | -0.28 | 0.0407 | -0.034 | ||
| 3.25 | 5.35 | 70.5% | 0.68 | 0.0434 | -0.036 | 29 | 1.57 | 2.22 | 6 | 6 | 73.3% | -0.33 | 0.0438 | -0.036 | ||
| 2.96 | 4.55 | 22 | 58 | 70.9% | 0.63 | 0.0458 | -0.038 | 30 | 2.37 | 2.67 | 109 | 310 | 77.8% | -0.38 | 0.0462 | -0.038 |
| 2.95 | 3.85 | 13 | 38 | 74.5% | 0.58 | 0.0474 | -0.039 | 31 | 2.90 | 3.20 | 18 | 37 | 78.5% | -0.43 | 0.0479 | -0.039 |
| 2.82 | 3.20 | 16 | 44 | 75.9% | 0.53 | 0.0482 | -0.039 | 32 | 2.87 | 4.05 | 11 | 84 | 75.1% | -0.47 | 0.0488 | -0.040 |
| 2.46 | 2.76 | 31 | 73 | 75.9% | 0.49 | 0.0482 | -0.040 | 33 | 4.05 | 4.45 | 20 | 38 | 79.6% | -0.52 | 0.0490 | -0.040 |
| 2.05 | 2.50 | 2 | 53 | 76.4% | 0.44 | 0.0476 | -0.039 | 34 | 4.70 | 5.10 | 100 | 125 | 79.8% | -0.57 | 0.0484 | -0.040 |
| 1.90 | 2.13 | 58 | 147 | 77.8% | 0.40 | 0.0464 | -0.038 | 35 | 5.00 | 6.25 | 2 | 111 | 80.8% | -0.61 | 0.0473 | -0.039 |
| 1.57 | 1.84 | 50 | 86 | 77.0% | 0.36 | 0.0447 | -0.037 | 36 | 5.85 | 7.35 | 1 | 32 | 87.3% | -0.65 | 0.0457 | -0.038 |
| 1.35 | 1.94 | 2 | 91 | 81.8% | 0.33 | 0.0427 | -0.036 | 37 | 6.65 | 7.75 | 8 | 36 | 83.6% | -0.68 | 0.0437 | -0.037 |
| 0.9700 | 1.68 | 11 | 37 | 79.1% | 0.29 | 0.0405 | -0.035 | 38 | 6.85 | 8.95 | 5 | 41 | 81.5% | -0.72 | 0.0416 | -0.036 |
| 0.9200 | 1.35 | 20 | 43 | 79.1% | 0.26 | 0.0381 | -0.033 | 39 | 7.45 | 9.85 | 2 | 43 | 79.7% | -0.75 | 0.0393 | -0.034 |
| 0.7800 | 1.13 | 103 | 200 | 78.6% | 0.24 | 0.0357 | -0.032 | 40 | 8.55 | 10.85 | 11 | 21 | 86.3% | -0.78 | 0.0370 | -0.033 |
| 0.2500 | 1.24 | 2 | 76.3% | 0.21 | 0.0333 | -0.030 | 41 | 9.15 | 11.75 | 2 | 4 | 83.1% | -0.80 | 0.0346 | -0.031 | |
| 0.5600 | 0.9500 | 4 | 26 | 81.0% | 0.19 | 0.0310 | -0.028 | 42 | 10.00 | 12.70 | 2 | 23 | 84.1% | -0.82 | 0.0324 | -0.030 |
| 0.5100 | 1.08 | 4 | 9 | 86.5% | 0.17 | 0.0288 | -0.027 | 43 | 10.90 | 13.60 | 1 | 34 | 84.5% | -0.84 | 0.0302 | -0.028 |
| 0.2200 | 1.00 | 14 | 83.4% | 0.16 | 0.0266 | -0.025 | 44 | 11.80 | 14.35 | 24 | 81.0% | -0.86 | 0.0281 | -0.027 | ||
| 0.2500 | 0.7600 | 6 | 112 | 82.6% | 0.14 | 0.0246 | -0.024 | 45 | 12.75 | 14.80 | 1 | 11 | 64.3% | -0.88 | 0.0262 | -0.025 |
| 0.1000 | 1.16 | 5 | 91.5% | 0.13 | 0.0228 | -0.022 | 46 | 13.65 | 16.35 | 9 | 84.4% | -0.89 | 0.0244 | -0.024 | ||
| 0 | 0.8600 | 1 | 85.8% | 0.12 | 0.0210 | -0.021 | 47 | 14.60 | 17.35 | 1 | 86.3% | -0.90 | 0.0226 | -0.023 | ||
| 0 | 1.30 | 5 | 99.1% | 0.11 | 0.0194 | -0.020 | 48 | 15.60 | 18.30 | 26 | 88.0% | -0.91 | 0.0210 | -0.021 | ||
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 — Nov 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs