IONQ option chain IonQ, Inc.
Cboe delayed options data · as of 18:38 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 ±18.7% (25.01–36.54) · ATM IV 78.9% · P/C open interest 0.49
| 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 | |
| 12.80 | 14.70 | 32 | 137.0% | 0.98 | 0.0050 | -0.004 | 17.5 | 0 | 0.0600 | 3,182 | 29 | 88.0% | -0.02 | 0.0050 | -0.006 | |
| 10.75 | 11.75 | 1 | 233 | 109.2% | 0.96 | 0.0105 | -0.010 | 20 | 0.0700 | 0.1200 | 2 | 2,904 | 83.6% | -0.04 | 0.0105 | -0.011 |
| 8.40 | 9.40 | 56 | 94.5% | 0.92 | 0.0197 | -0.018 | 22.5 | 0.2600 | 0.3300 | 274 | 3,453 | 83.0% | -0.09 | 0.0198 | -0.019 | |
| 7.60 | 9.50 | 98.1% | 0.91 | 0.0220 | -0.019 | 23 | 0.3100 | 0.3500 | 3 | 81.0% | -0.10 | 0.0221 | -0.021 | |||
| 6.75 | 8.65 | 95.0% | 0.88 | 0.0270 | -0.023 | 24 | 0.3900 | 0.5200 | 40 | 79.5% | -0.13 | 0.0271 | -0.024 | |||
| 6.25 | 7.00 | 89 | 81.1% | 0.84 | 0.0323 | -0.027 | 25 | 0.5800 | 0.6700 | 127 | 1,605 | 78.5% | -0.16 | 0.0325 | -0.028 | |
| 5.30 | 7.05 | 92.5% | 0.80 | 0.0378 | -0.031 | 26 | 0.7900 | 0.9700 | 4 | 79.2% | -0.20 | 0.0380 | -0.032 | |||
| 4.95 | 5.65 | 10 | 85.4% | 0.76 | 0.0430 | -0.035 | 27 | 1.09 | 1.25 | 29 | 79.1% | -0.24 | 0.0433 | -0.036 | ||
| 4.30 | 5.70 | 2 | 95.7% | 0.71 | 0.0477 | -0.038 | 28 | 1.45 | 1.57 | 60 | 78.8% | -0.29 | 0.0480 | -0.039 | ||
| 3.75 | 4.30 | 83.4% | 0.66 | 0.0515 | -0.041 | 29 | 1.83 | 1.98 | 31 | 78.5% | -0.35 | 0.0519 | -0.041 | |||
| 3.50 | 3.75 | 1 | 79.6% | 0.63 | 0.0530 | -0.042 | 29.5 | 2.05 | 2.28 | 2 | 79.5% | -0.37 | 0.0535 | -0.042 | ||
| 3.25 | 3.35 | 89 | 1,762 | 77.8% | 0.60 | 0.0543 | -0.043 | 30 | 2.32 | 2.45 | 218 | 6,374 | 79.0% | -0.40 | 0.0547 | -0.043 |
| 3.00 | 3.25 | 6 | 79.8% | 0.57 | 0.0552 | -0.043 | 30.5 | 2.43 | 2.78 | 3 | 78.0% | -0.43 | 0.0557 | -0.044 | ||
| 2.80 | 2.86 | 54 | 78.0% | 0.55 | 0.0558 | -0.044 | 31 | 2.88 | 2.99 | 118 | 79.7% | -0.46 | 0.0563 | -0.044 | ||
| 2.57 | 2.71 | 107 | 78.8% | 0.52 | 0.0561 | -0.044 | 31.5 | 3.05 | 3.30 | 39 | 78.6% | -0.49 | 0.0567 | -0.044 | ||
| 2.36 | 2.52 | 142 | 78.9% | 0.49 | 0.0561 | -0.044 | 32 | 3.35 | 3.65 | 383 | 79.4% | -0.51 | 0.0567 | -0.044 | ||
| 2.18 | 2.33 | 101 | 79.1% | 0.47 | 0.0558 | -0.044 | 32.5 | 3.70 | 3.95 | 17 | 79.9% | -0.54 | 0.0564 | -0.044 | ||
| 2.01 | 2.17 | 44 | 79.5% | 0.44 | 0.0552 | -0.044 | 33 | 4.00 | 4.30 | 80.1% | -0.57 | 0.0559 | -0.044 | |||
| 1.85 | 2.00 | 21 | 79.6% | 0.41 | 0.0545 | -0.043 | 33.5 | 4.25 | 4.60 | 1 | 78.5% | -0.59 | 0.0552 | -0.044 | ||
| 1.71 | 1.85 | 89 | 80.0% | 0.39 | 0.0535 | -0.043 | 34 | 4.70 | 4.95 | 80.1% | -0.62 | 0.0542 | -0.043 | |||
| 1.56 | 1.70 | 1 | 79.9% | 0.37 | 0.0523 | -0.042 | 34.5 | 5.05 | 5.30 | 80.0% | -0.64 | 0.0531 | -0.042 | |||
| 1.44 | 1.48 | 984 | 4,201 | 78.9% | 0.34 | 0.0510 | -0.041 | 35 | 5.55 | 5.65 | 65 | 7,840 | 81.0% | -0.66 | 0.0518 | -0.042 |
| 1.32 | 1.38 | 3 | 79.3% | 0.32 | 0.0495 | -0.040 | 35.5 | 5.50 | 6.10 | 16 | 76.4% | -0.68 | 0.0504 | -0.041 | ||
| 1.21 | 1.34 | 12 | 80.6% | 0.30 | 0.0480 | -0.039 | 36 | 6.25 | 6.45 | 81.6% | -0.70 | 0.0489 | -0.040 | |||
| 1.09 | 1.25 | 80.8% | 0.29 | 0.0464 | -0.038 | 36.5 | 6.35 | 7.30 | 84.3% | -0.72 | 0.0474 | -0.039 | ||||
| 1.02 | 1.11 | 24 | 80.6% | 0.27 | 0.0447 | -0.037 | 37 | 5.90 | 7.70 | 1 | 69.5% | -0.74 | 0.0457 | -0.037 | ||
| 0.9300 | 1.00 | 8 | 80.4% | 0.25 | 0.0430 | -0.036 | 37.5 | 6.30 | 8.10 | 68.6% | -0.76 | 0.0441 | -0.036 | |||
| 0.8200 | 0.9000 | 20 | 79.7% | 0.23 | 0.0414 | -0.035 | 38 | 7.35 | 8.25 | 2 | 75.5% | -0.77 | 0.0424 | -0.035 | ||
| 0.6900 | 0.8400 | 4 | 81.8% | 0.21 | 0.0380 | -0.033 | 39 | 7.55 | 9.40 | 66.4% | -0.80 | 0.0391 | -0.033 | |||
| 0.6100 | 0.6500 | 2,083 | 16.2K | 81.6% | 0.18 | 0.0347 | -0.031 | 40 | 9.70 | 9.85 | 119 | 6,418 | 85.4% | -0.83 | 0.0358 | -0.031 |
| 0.5100 | 0.5600 | 165 | 82.3% | 0.16 | 0.0316 | -0.029 | 41 | 9.90 | 11.05 | 15 | 75.9% | -0.85 | 0.0328 | -0.028 | ||
| 0.4300 | 0.5000 | 19 | 83.4% | 0.14 | 0.0287 | -0.026 | 42 | 10.30 | 12.25 | 65.5% | -0.87 | 0.0299 | -0.026 | |||
| 0.2700 | 0.2900 | 462 | 7,087 | 84.8% | 0.10 | 0.0214 | -0.021 | 45 | 13.85 | 14.65 | 20 | 1,531 | 73.2% | -0.92 | 0.0227 | -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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs