QCOM option chain QUALCOMM Incorporated
Cboe delayed options data · as of 06:41 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 ±18.1% (142.15–204.85) · ATM IV 46.1% · P/C open interest 0.99
| 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 | |
| 83.40 | 86.20 | 46 | 80.4% | 0.99 | 0.0004 | 0.000 | 90 | 0.1100 | 0.2000 | 16 | 352 | 60.2% | -0.01 | 0.0005 | -0.007 | |
| 78.10 | 81.45 | 1 | 51 | 73.5% | 0.99 | 0.0006 | 0.000 | 95 | 0.1300 | 0.2700 | 48 | 354 | 57.7% | -0.01 | 0.0007 | -0.009 |
| 73.00 | 76.40 | 174 | 66.0% | 0.99 | 0.0008 | 0.000 | 100 | 0.1500 | 0.6300 | 40 | 2,892 | 59.1% | -0.02 | 0.0009 | -0.012 | |
| 68.65 | 71.50 | 45 | 66.2% | 0.98 | 0.0011 | -0.002 | 105 | 0.1000 | 0.7900 | 106 | 1,537 | 55.7% | -0.02 | 0.0012 | -0.015 | |
| 63.30 | 66.70 | 118 | 59.6% | 0.97 | 0.0015 | -0.006 | 110 | 0.2900 | 0.6800 | 135 | 3,880 | 52.1% | -0.03 | 0.0015 | -0.018 | |
| 58.55 | 61.95 | 214 | 57.3% | 0.96 | 0.0020 | -0.012 | 115 | 0.5900 | 1.14 | 1 | 2,858 | 53.4% | -0.04 | 0.0020 | -0.022 | |
| 54.00 | 57.35 | 263 | 56.2% | 0.95 | 0.0025 | -0.018 | 120 | 0.9300 | 1.25 | 31 | 5,887 | 51.4% | -0.05 | 0.0025 | -0.027 | |
| 49.25 | 52.75 | 191 | 53.6% | 0.93 | 0.0032 | -0.024 | 125 | 1.30 | 1.60 | 23 | 4,832 | 50.2% | -0.07 | 0.0032 | -0.033 | |
| 44.85 | 48.15 | 411 | 51.9% | 0.91 | 0.0039 | -0.031 | 130 | 1.76 | 2.08 | 18 | 7,805 | 49.1% | -0.09 | 0.0040 | -0.039 | |
| 40.45 | 43.85 | 202 | 50.6% | 0.88 | 0.0047 | -0.038 | 135 | 2.38 | 2.70 | 34 | 3,704 | 48.2% | -0.12 | 0.0048 | -0.046 | |
| 36.90 | 39.75 | 20 | 601 | 51.2% | 0.85 | 0.0056 | -0.046 | 140 | 3.05 | 3.75 | 30 | 8,042 | 47.9% | -0.15 | 0.0057 | -0.053 |
| 32.45 | 35.05 | 462 | 47.5% | 0.82 | 0.0065 | -0.054 | 145 | 4.00 | 4.85 | 20 | 4,723 | 47.4% | -0.18 | 0.0066 | -0.060 | |
| 29.25 | 31.90 | 6 | 1,490 | 49.1% | 0.78 | 0.0074 | -0.062 | 150 | 5.30 | 6.10 | 152 | 5,757 | 47.1% | -0.22 | 0.0075 | -0.067 |
| 26.30 | 28.45 | 622 | 49.5% | 0.74 | 0.0082 | -0.069 | 155 | 6.15 | 8.10 | 24 | 2,759 | 46.4% | -0.27 | 0.0084 | -0.073 | |
| 22.50 | 25.30 | 214 | 3,532 | 48.2% | 0.69 | 0.0089 | -0.075 | 160 | 7.90 | 9.80 | 3 | 4,355 | 46.1% | -0.31 | 0.0091 | -0.079 |
| 20.00 | 22.30 | 4 | 1,431 | 48.4% | 0.64 | 0.0095 | -0.080 | 165 | 10.50 | 11.85 | 31 | 3,196 | 46.8% | -0.36 | 0.0097 | -0.083 |
| 17.15 | 18.40 | 6 | 3,796 | 46.1% | 0.59 | 0.0099 | -0.084 | 170 | 12.50 | 13.70 | 318 | 6,346 | 45.4% | -0.41 | 0.0101 | -0.086 |
| 14.15 | 17.20 | 10 | 1,647 | 46.9% | 0.54 | 0.0101 | -0.086 | 175 | 15.10 | 16.25 | 59 | 4,097 | 45.3% | -0.46 | 0.0103 | -0.088 |
| 12.50 | 15.00 | 337 | 4,359 | 47.4% | 0.49 | 0.0101 | -0.087 | 180 | 17.40 | 19.80 | 92 | 5,409 | 45.5% | -0.51 | 0.0104 | -0.088 |
| 10.65 | 12.85 | 277 | 2,042 | 47.0% | 0.45 | 0.0100 | -0.086 | 185 | 20.35 | 22.55 | 1,903 | 44.6% | -0.56 | 0.0103 | -0.087 | |
| 8.65 | 11.25 | 25 | 3,628 | 46.6% | 0.40 | 0.0098 | -0.085 | 190 | 23.85 | 25.90 | 2,861 | 44.9% | -0.61 | 0.0100 | -0.084 | |
| 7.65 | 9.95 | 52 | 4,789 | 47.6% | 0.36 | 0.0094 | -0.082 | 195 | 27.25 | 29.85 | 4,664 | 45.2% | -0.65 | 0.0096 | -0.081 | |
| 6.95 | 7.80 | 100 | 16.2K | 47.1% | 0.32 | 0.0090 | -0.079 | 200 | 32.15 | 33.40 | 1 | 14.6K | 46.9% | -0.69 | 0.0092 | -0.076 |
| 5.00 | 5.80 | 80 | 9,569 | 47.5% | 0.25 | 0.0079 | -0.071 | 210 | 39.00 | 41.65 | 1 | 3,914 | 45.4% | -0.76 | 0.0081 | -0.066 |
| 3.60 | 4.05 | 78 | 16.7K | 47.5% | 0.19 | 0.0068 | -0.061 | 220 | 47.40 | 50.80 | 3,750 | 46.4% | -0.82 | 0.0068 | -0.054 | |
| 1.96 | 3.30 | 62 | 5,665 | 47.2% | 0.15 | 0.0057 | -0.052 | 230 | 56.40 | 59.80 | 610 | 46.8% | -0.87 | 0.0057 | -0.043 | |
| 1.85 | 2.44 | 51 | 2,581 | 49.2% | 0.11 | 0.0047 | -0.044 | 240 | 65.60 | 69.00 | 344 | 46.5% | -0.90 | 0.0048 | -0.034 | |
| 1.35 | 1.89 | 149 | 8,375 | 50.1% | 0.09 | 0.0038 | -0.037 | 250 | 75.15 | 78.50 | 1,357 | 46.5% | -0.93 | 0.0042 | -0.027 | |
| 1.05 | 1.59 | 20 | 4,386 | 51.6% | 0.07 | 0.0031 | -0.031 | 260 | 84.80 | 88.15 | 297 | -0.95 | 0.0039 | -0.025 | ||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs