QCOM option chain QUALCOMM Incorporated
Cboe delayed options data · as of 09:38 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 ±11.6% (150.15–189.65) · ATM IV 42.0% · P/C open interest 0.78
| 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 | |
| 83.55 | 86.85 | 1 | 110.6% | 1.00 | 0.0000 | -0.557 | 85 | 0 | 1.84 | 296 | 118.7% | -0.00 | 0.0001 | -0.002 | ||
| 78.45 | 81.20 | 20 | 8 | 1.00 | 0.0000 | -0.508 | 90 | 0 | 0.5200 | 1,107 | 88.5% | -0.00 | 0.0002 | -0.003 | ||
| 72.90 | 75.90 | 20 | 16 | 1.00 | 0.0000 | -0.456 | 95 | 0 | 1.01 | 169 | 91.0% | -0.00 | 0.0003 | -0.004 | ||
| 68.55 | 71.20 | 15 | 1.00 | 0.0000 | -0.401 | 100 | 0 | 0.5400 | 2 | 362 | 75.7% | -0.00 | 0.0004 | -0.005 | ||
| 63.55 | 66.10 | 53 | 1.00 | 0.0000 | -0.339 | 105 | 0 | 0.3300 | 411 | 64.6% | -0.01 | 0.0005 | -0.006 | |||
| 58.55 | 61.85 | 55 | 70.5% | 1.00 | 0.0000 | -0.265 | 110 | 0 | 0.4000 | 1,056 | 60.7% | -0.01 | 0.0007 | -0.008 | ||
| 53.45 | 56.85 | 9 | 62.3% | 1.00 | 0.0000 | -0.172 | 115 | 0.0500 | 0.3500 | 43 | 1,466 | 55.2% | -0.01 | 0.0010 | -0.011 | |
| 48.55 | 51.90 | 53 | 57.6% | 0.99 | 0.0033 | -0.043 | 120 | 0.1000 | 0.6000 | 19 | 1,123 | 54.7% | -0.02 | 0.0015 | -0.015 | |
| 43.55 | 46.95 | 22 | 51.8% | 0.97 | 0.0023 | -0.012 | 125 | 0.2800 | 0.4400 | 153 | 2,421 | 49.4% | -0.03 | 0.0022 | -0.020 | |
| 38.35 | 42.15 | 160 | 45.6% | 0.96 | 0.0032 | -0.020 | 130 | 0.4300 | 0.5900 | 16 | 1,938 | 47.1% | -0.04 | 0.0033 | -0.027 | |
| 34.00 | 37.05 | 81 | 44.3% | 0.94 | 0.0046 | -0.030 | 135 | 0.6500 | 0.8200 | 41 | 2,475 | 45.1% | -0.06 | 0.0046 | -0.037 | |
| 28.90 | 32.90 | 8 | 388 | 42.9% | 0.91 | 0.0063 | -0.042 | 140 | 1.06 | 1.22 | 58 | 2,371 | 44.0% | -0.09 | 0.0063 | -0.048 |
| 24.90 | 28.50 | 1 | 425 | 43.8% | 0.87 | 0.0082 | -0.056 | 145 | 1.67 | 1.80 | 67 | 2,357 | 43.2% | -0.13 | 0.0083 | -0.060 |
| 21.75 | 24.20 | 1 | 1,011 | 45.5% | 0.82 | 0.0104 | -0.070 | 150 | 2.50 | 2.63 | 278 | 3,242 | 42.3% | -0.18 | 0.0106 | -0.074 |
| 17.55 | 19.50 | 6 | 434 | 41.0% | 0.76 | 0.0126 | -0.084 | 155 | 3.60 | 4.00 | 195 | 1,632 | 42.1% | -0.24 | 0.0127 | -0.087 |
| 14.90 | 15.50 | 89 | 1,794 | 41.3% | 0.69 | 0.0144 | -0.095 | 160 | 5.25 | 5.55 | 238 | 3,203 | 41.9% | -0.31 | 0.0146 | -0.098 |
| 11.90 | 12.50 | 68 | 2,855 | 41.1% | 0.61 | 0.0157 | -0.104 | 165 | 7.00 | 7.70 | 27 | 1,462 | 41.5% | -0.39 | 0.0160 | -0.106 |
| 9.55 | 9.85 | 1,266 | 1,802 | 41.4% | 0.53 | 0.0164 | -0.108 | 170 | 9.45 | 10.65 | 56 | 1,105 | 42.6% | -0.48 | 0.0166 | -0.110 |
| 7.15 | 7.90 | 256 | 1,718 | 41.2% | 0.45 | 0.0163 | -0.108 | 175 | 12.30 | 13.60 | 17 | 1,308 | 42.8% | -0.56 | 0.0166 | -0.109 |
| 5.10 | 5.90 | 181 | 4,655 | 40.1% | 0.37 | 0.0155 | -0.104 | 180 | 15.60 | 16.25 | 2 | 766 | 41.7% | -0.63 | 0.0159 | -0.105 |
| 4.10 | 4.65 | 309 | 2,148 | 41.5% | 0.31 | 0.0143 | -0.097 | 185 | 18.85 | 20.40 | 581 | 42.3% | -0.70 | 0.0147 | -0.097 | |
| 3.25 | 3.55 | 115 | 4,060 | 42.3% | 0.25 | 0.0127 | -0.088 | 190 | 22.75 | 24.55 | 822 | 43.1% | -0.76 | 0.0133 | -0.088 | |
| 2.42 | 2.64 | 44 | 600 | 42.4% | 0.20 | 0.0111 | -0.078 | 195 | 26.40 | 29.50 | 353 | 44.2% | -0.82 | 0.0117 | -0.078 | |
| 1.95 | 2.00 | 383 | 4,641 | 43.0% | 0.16 | 0.0095 | -0.069 | 200 | 30.45 | 33.70 | 2 | 357 | 42.8% | -0.86 | 0.0101 | -0.068 |
| 1.09 | 1.24 | 84 | 1,910 | 44.7% | 0.10 | 0.0067 | -0.052 | 210 | 39.60 | 43.15 | 340 | 44.0% | -0.92 | 0.0073 | -0.049 | |
| 0.6500 | 1.08 | 156 | 986 | 48.3% | 0.07 | 0.0047 | -0.039 | 220 | 49.55 | 53.10 | 151 | 50.3% | -0.96 | 0.0058 | -0.039 | |
| 0.0400 | 0.5400 | 11 | 2,495 | 44.6% | 0.05 | 0.0033 | -0.030 | 230 | 59.00 | 63.05 | 439 | 51.0% | -0.98 | 0.0040 | -0.035 | |
| 0.0500 | 0.7900 | 6 | 1,447 | 52.7% | 0.03 | 0.0024 | -0.024 | 240 | 69.00 | 72.95 | 377 | 54.6% | -0.99 | 0.0019 | -0.030 | |
| 0.0500 | 0.3500 | 1 | 1,935 | 51.5% | 0.02 | 0.0018 | -0.019 | 250 | 79.05 | 83.00 | 149 | 62.0% | -1.00 | 0.0003 | -0.030 | |
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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs