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 ±12.3% (34.72–44.46) · ATM IV 75.5% · P/C open interest 0.77
| 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 | |
| 18.05 | 20.05 | 116 | 1.00 | 0.0004 | 0.000 | 20 | 0 | 0.0500 | 2,670 | 142.8% | -0.00 | 0.0004 | -0.001 | |||
| 15.45 | 17.60 | 33 | 1.00 | 0.0010 | 0.000 | 22.5 | 0.0100 | 0.1000 | 2,262 | 133.8% | -0.00 | 0.0010 | -0.002 | |||
| 14.25 | 15.05 | 1 | 239 | 0.99 | 0.0024 | 0.000 | 25 | 0.0100 | 0.0700 | 15.8K | 106.3% | -0.01 | 0.0024 | -0.004 | ||
| 9.00 | 10.20 | 11 | 1,471 | 0.96 | 0.0131 | -0.014 | 30 | 0.0500 | 0.1400 | 2 | 4,886 | 79.4% | -0.04 | 0.0131 | -0.018 | |
| 5.95 | 8.30 | 2 | 0.92 | 0.0230 | -0.026 | 32 | 0.1200 | 0.2300 | 10 | 59 | 72.9% | -0.08 | 0.0230 | -0.030 | ||
| 5.80 | 7.30 | 10 | 0.89 | 0.0294 | -0.034 | 33 | 0.2000 | 0.3300 | 1 | 91 | 72.0% | -0.11 | 0.0295 | -0.037 | ||
| 5.05 | 6.40 | 1 | 42.8% | 0.86 | 0.0365 | -0.042 | 34 | 0.3400 | 0.4800 | 1 | 93 | 72.2% | -0.14 | 0.0366 | -0.045 | |
| 4.60 | 5.50 | 5 | 5,185 | 60.6% | 0.82 | 0.0440 | -0.051 | 35 | 0.5700 | 0.6700 | 31 | 10.5K | 73.1% | -0.19 | 0.0442 | -0.053 |
| 3.65 | 4.70 | 4 | 17 | 57.1% | 0.76 | 0.0514 | -0.059 | 36 | 0.8500 | 0.9200 | 8 | 373 | 73.6% | -0.24 | 0.0515 | -0.061 |
| 3.65 | 4.00 | 2 | 40 | 71.7% | 0.71 | 0.0578 | -0.066 | 37 | 1.12 | 1.24 | 3 | 668 | 72.9% | -0.30 | 0.0580 | -0.068 |
| 3.10 | 3.40 | 8 | 441 | 73.2% | 0.64 | 0.0628 | -0.072 | 38 | 1.53 | 1.68 | 4 | 158 | 74.3% | -0.36 | 0.0631 | -0.073 |
| 2.91 | 3.10 | 3 | 71 | 73.8% | 0.61 | 0.0646 | -0.074 | 38.5 | 1.75 | 1.90 | 104 | 74.4% | -0.39 | 0.0649 | -0.075 | |
| 2.67 | 2.80 | 47 | 519 | 73.8% | 0.58 | 0.0658 | -0.076 | 39 | 1.99 | 2.12 | 5 | 157 | 74.2% | -0.43 | 0.0662 | -0.077 |
| 2.42 | 2.73 | 32 | 75 | 77.1% | 0.54 | 0.0666 | -0.077 | 39.5 | 2.18 | 2.41 | 69 | 73.9% | -0.46 | 0.0669 | -0.078 | |
| 2.19 | 2.35 | 185 | 4,918 | 74.8% | 0.51 | 0.0668 | -0.078 | 40 | 2.55 | 2.69 | 23 | 5,658 | 75.7% | -0.49 | 0.0672 | -0.078 |
| 1.99 | 2.09 | 3 | 1,781 | 74.4% | 0.48 | 0.0665 | -0.078 | 40.5 | 2.82 | 2.96 | 67 | 678 | 75.2% | -0.53 | 0.0669 | -0.078 |
| 1.77 | 2.11 | 3 | 724 | 77.0% | 0.45 | 0.0657 | -0.078 | 41 | 3.00 | 3.30 | 15 | 82 | 74.0% | -0.56 | 0.0662 | -0.078 |
| 1.53 | 1.73 | 1 | 51 | 73.6% | 0.42 | 0.0646 | -0.077 | 41.5 | 3.30 | 3.65 | 38 | 74.3% | -0.59 | 0.0650 | -0.077 | |
| 1.47 | 1.77 | 35 | 3,725 | 78.8% | 0.39 | 0.0630 | -0.076 | 42 | 3.75 | 4.00 | 48 | 76.6% | -0.62 | 0.0635 | -0.075 | |
| 1.31 | 1.62 | 1 | 128 | 78.9% | 0.36 | 0.0612 | -0.075 | 42.5 | 4.05 | 4.35 | 1 | 54 | 76.0% | -0.65 | 0.0617 | -0.074 |
| 1.19 | 1.49 | 6 | 745 | 79.6% | 0.33 | 0.0591 | -0.073 | 43 | 4.40 | 4.70 | 44 | 75.8% | -0.67 | 0.0596 | -0.072 | |
| 1.07 | 1.21 | 3 | 28 | 77.3% | 0.31 | 0.0568 | -0.071 | 43.5 | 4.80 | 5.10 | 2 | 76.8% | -0.70 | 0.0573 | -0.070 | |
| 0.9600 | 1.07 | 39 | 102 | 77.2% | 0.28 | 0.0544 | -0.069 | 44 | 5.15 | 5.50 | 28 | 76.7% | -0.72 | 0.0549 | -0.067 | |
| 0.8600 | 0.9700 | 4 | 1,996 | 77.7% | 0.26 | 0.0519 | -0.066 | 44.5 | 5.50 | 7.80 | 109.9% | -0.74 | 0.0524 | -0.064 | ||
| 0.7800 | 0.8600 | 42 | 17.0K | 77.8% | 0.24 | 0.0493 | -0.064 | 45 | 5.90 | 6.45 | 3 | 4,227 | 79.0% | -0.77 | 0.0498 | -0.062 |
| 0.6900 | 0.8000 | 36 | 78.8% | 0.22 | 0.0468 | -0.061 | 45.5 | 6.30 | 8.35 | 9 | 107.2% | -0.78 | 0.0472 | -0.059 | ||
| 0.6200 | 0.7300 | 4 | 102 | 79.1% | 0.20 | 0.0442 | -0.059 | 46 | 6.70 | 8.80 | 87 | 108.6% | -0.80 | 0.0447 | -0.056 | |
| 0.5600 | 0.6800 | 6 | 23 | 80.1% | 0.19 | 0.0417 | -0.056 | 46.5 | 7.15 | 8.85 | 1 | 103.1% | -0.82 | 0.0422 | -0.053 | |
| 0.5000 | 0.6100 | 1 | 251 | 80.6% | 0.17 | 0.0392 | -0.053 | 47 | 7.45 | 9.55 | 11 | 106.8% | -0.83 | 0.0397 | -0.050 | |
| 0.4200 | 0.5500 | 13 | 317 | 80.0% | 0.16 | 0.0369 | -0.051 | 47.5 | 8.05 | 10.15 | 114.3% | -0.85 | 0.0373 | -0.048 | ||
| 0.3100 | 0.5100 | 213 | 78.9% | 0.15 | 0.0346 | -0.048 | 48 | 8.35 | 10.60 | 2 | 112.9% | -0.86 | 0.0351 | -0.045 | ||
| 0.2800 | 0.4800 | 15 | 80.1% | 0.13 | 0.0324 | -0.046 | 48.5 | 8.75 | 10.65 | 6 | 104.7% | -0.87 | 0.0329 | -0.042 | ||
| 0.3300 | 0.7400 | 1 | 1,349 | 91.7% | 0.12 | 0.0304 | -0.043 | 49 | 9.35 | 11.35 | 1 | 114.5% | -0.88 | 0.0308 | -0.040 | |
| 0 | 0.7500 | 12 | 85.4% | 0.11 | 0.0284 | -0.041 | 49.5 | 9.80 | 11.60 | 111.1% | -0.89 | 0.0288 | -0.037 | |||
| 0.2900 | 0.3200 | 301 | 9,510 | 83.4% | 0.10 | 0.0266 | -0.039 | 50 | 10.30 | 11.25 | 6 | 6,207 | 92.1% | -0.90 | 0.0269 | -0.035 |
| 0.0400 | 0.7100 | 36 | 93.3% | 0.09 | 0.0232 | -0.035 | 51 | 11.25 | 13.35 | 2 | 10 | 124.8% | -0.92 | 0.0234 | -0.030 | |
| 0.1400 | 0.2700 | 1 | 193 | 85.3% | 0.08 | 0.0202 | -0.031 | 52 | 12.15 | 14.45 | 23 | 130.6% | -0.93 | 0.0205 | -0.025 | |
| 0 | 0.6500 | 111 | 99.7% | 0.06 | 0.0176 | -0.028 | 53 | 13.10 | 15.25 | 5 | 130.3% | -0.94 | 0.0181 | -0.021 | ||
| 0 | 0.6300 | 40 | 103.6% | 0.06 | 0.0154 | -0.025 | 54 | 14.00 | 15.65 | 116.0% | -0.95 | 0.0160 | -0.018 | |||
| 0.0900 | 0.1500 | 90 | 7,136 | 88.8% | 0.05 | 0.0134 | -0.022 | 55 | 15.10 | 16.40 | 1 | 1,370 | 115.7% | -0.96 | 0.0146 | -0.015 |
| 0 | 0.1300 | 112 | 83.8% | 0.04 | 0.0117 | -0.020 | 56 | 16.05 | 18.40 | 5 | 148.5% | -0.97 | 0.0134 | -0.012 | ||
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 — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.