QCOM option chain QUALCOMM Incorporated
Cboe delayed options data · as of 12:40 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 ±12.1% (154.90–197.65) · ATM IV 55.4% · P/C open interest 0.98
| 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 | |
| 70.60 | 74.55 | 86.0% | 0.99 | 0.0004 | -0.011 | 100 | 0 | 2.13 | 6 | 124.3% | -0.01 | 0.0004 | -0.011 | |||
| 65.60 | 69.60 | 79.6% | 0.99 | 0.0006 | -0.013 | 105 | 0 | 2.13 | 114.8% | -0.01 | 0.0006 | -0.013 | ||||
| 60.65 | 64.60 | 73.5% | 0.99 | 0.0008 | -0.016 | 110 | 0 | 2.13 | 105.7% | -0.01 | 0.0008 | -0.016 | ||||
| 55.70 | 59.65 | 69.1% | 0.99 | 0.0011 | -0.020 | 115 | 0 | 1.36 | 5 | 88.2% | -0.01 | 0.0011 | -0.020 | |||
| 50.80 | 54.75 | 67.8% | 0.98 | 0.0015 | -0.026 | 120 | 0 | 1.00 | 7 | 75.7% | -0.02 | 0.0015 | -0.026 | |||
| 45.90 | 49.75 | 61.5% | 0.97 | 0.0021 | -0.035 | 125 | 0.0700 | 1.62 | 50 | 76.3% | -0.03 | 0.0021 | -0.035 | |||
| 41.35 | 44.95 | 63.4% | 0.96 | 0.0030 | -0.046 | 130 | 0 | 1.92 | 5 | 70.8% | -0.04 | 0.0030 | -0.047 | |||
| 36.55 | 40.30 | 61.2% | 0.94 | 0.0042 | -0.062 | 135 | 0.3500 | 1.12 | 630 | 59.3% | -0.06 | 0.0042 | -0.062 | |||
| 32.20 | 35.80 | 61.7% | 0.91 | 0.0056 | -0.080 | 140 | 0.7600 | 1.44 | 2 | 91 | 57.8% | -0.09 | 0.0057 | -0.081 | ||
| 27.90 | 31.45 | 12 | 60.8% | 0.88 | 0.0073 | -0.101 | 145 | 0.8800 | 1.90 | 3 | 101 | 53.7% | -0.12 | 0.0074 | -0.102 | |
| 23.80 | 27.35 | 60.0% | 0.83 | 0.0091 | -0.124 | 150 | 1.67 | 3.25 | 3 | 130 | 55.9% | -0.17 | 0.0092 | -0.124 | ||
| 20.25 | 23.05 | 58.6% | 0.78 | 0.0109 | -0.146 | 155 | 2.75 | 5.05 | 6 | 169 | 57.8% | -0.23 | 0.0110 | -0.147 | ||
| 16.70 | 19.35 | 1 | 1 | 57.3% | 0.71 | 0.0125 | -0.165 | 160 | 4.70 | 5.75 | 138 | 179 | 56.4% | -0.29 | 0.0126 | -0.166 |
| 13.40 | 16.25 | 2 | 2 | 56.6% | 0.64 | 0.0138 | -0.180 | 165 | 6.20 | 7.65 | 2 | 44 | 55.3% | -0.36 | 0.0139 | -0.181 |
| 11.05 | 12.95 | 7 | 45 | 56.1% | 0.57 | 0.0146 | -0.189 | 170 | 8.80 | 10.35 | 7 | 72 | 57.4% | -0.43 | 0.0147 | -0.190 |
| 8.85 | 10.90 | 29 | 206 | 57.3% | 0.50 | 0.0149 | -0.191 | 175 | 10.40 | 12.60 | 11 | 75 | 53.6% | -0.51 | 0.0150 | -0.193 |
| 6.50 | 9.05 | 19 | 63 | 56.8% | 0.43 | 0.0147 | -0.187 | 180 | 14.00 | 16.00 | 9 | 20 | 56.2% | -0.58 | 0.0149 | -0.189 |
| 4.95 | 7.30 | 28 | 173 | 56.9% | 0.36 | 0.0140 | -0.177 | 185 | 17.20 | 19.40 | 3 | 7 | 55.9% | -0.65 | 0.0142 | -0.180 |
| 3.80 | 5.95 | 8 | 52 | 57.6% | 0.30 | 0.0130 | -0.164 | 190 | 20.50 | 23.25 | 12 | 55.4% | -0.71 | 0.0132 | -0.167 | |
| 2.55 | 4.65 | 6 | 65 | 56.5% | 0.24 | 0.0117 | -0.148 | 195 | 24.25 | 27.20 | 2 | 54.8% | -0.77 | 0.0119 | -0.151 | |
| 1.46 | 3.40 | 12 | 139 | 54.3% | 0.20 | 0.0103 | -0.131 | 200 | 27.95 | 31.55 | 2 | 53.6% | -0.81 | 0.0106 | -0.135 | |
| 1.80 | 3.45 | 4 | 17 | 61.5% | 0.16 | 0.0089 | -0.115 | 205 | 32.35 | 36.20 | 1 | 54.8% | -0.85 | 0.0092 | -0.119 | |
| 1.00 | 2.10 | 5 | 72 | 57.0% | 0.13 | 0.0075 | -0.099 | 210 | 36.90 | 40.30 | 4 | 52.1% | -0.89 | 0.0079 | -0.103 | |
| 0.6700 | 1.72 | 29 | 253 | 57.6% | 0.10 | 0.0064 | -0.085 | 215 | 41.60 | 45.30 | 54.4% | -0.91 | 0.0067 | -0.090 | ||
| 0.6800 | 1.15 | 409 | 456 | 58.2% | 0.08 | 0.0053 | -0.073 | 220 | 46.40 | 50.00 | 53.8% | -0.93 | 0.0056 | -0.078 | ||
| 0.3100 | 1.20 | 3 | 59.7% | 0.07 | 0.0044 | -0.062 | 225 | 51.20 | 55.10 | 56.4% | -0.95 | 0.0047 | -0.067 | |||
| 0 | 0.9700 | 1 | 73 | 58.3% | 0.05 | 0.0037 | -0.054 | 230 | 56.10 | 59.95 | 55.8% | -0.96 | 0.0039 | -0.058 | ||
| 0 | 2.61 | 4 | 75.5% | 0.04 | 0.0031 | -0.046 | 235 | 61.05 | 64.60 | -0.97 | 0.0032 | -0.049 | ||||
| 0 | 2.53 | 78.7% | 0.04 | 0.0026 | -0.041 | 240 | 65.90 | 70.00 | 57.6% | -0.98 | 0.0026 | -0.041 | ||||
| 0 | 1.45 | 1 | 73.5% | 0.03 | 0.0022 | -0.036 | 245 | 70.95 | 74.90 | -0.98 | 0.0021 | -0.034 | ||||
| 0 | 1.15 | 4 | 2 | 73.5% | 0.03 | 0.0019 | -0.032 | 250 | 75.95 | 79.95 | 60.0% | -0.99 | 0.0017 | -0.028 | ||
| 0 | 0.8500 | 1 | 72.8% | 0.02 | 0.0017 | -0.029 | 255 | 80.80 | 84.80 | -0.99 | 0.0014 | -0.022 | ||||
| 0 | 2.38 | 91.4% | 0.02 | 0.0014 | -0.026 | 260 | 85.85 | 89.90 | -0.99 | 0.0011 | -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 — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs