QCOM option chain QUALCOMM Incorporated
Cboe delayed options data · as of 00:37 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 ±25.4% (125.50–210.80) · ATM IV 46.9% · P/C open interest 1.30
| 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 | |
| 83.10 | 86.70 | 44.8% | 0.98 | 0.0007 | -0.007 | 85 | 0 | 1.20 | 19 | 56.7% | -0.02 | 0.0007 | -0.008 | |||
| 78.35 | 81.80 | 44.1% | 0.98 | 0.0009 | -0.009 | 90 | 0 | 1.35 | 48 | 53.8% | -0.02 | 0.0009 | -0.010 | |||
| 74.05 | 76.55 | 1 | 43.9% | 0.97 | 0.0012 | -0.012 | 95 | 0.3300 | 1.22 | 364 | 51.1% | -0.03 | 0.0012 | -0.012 | ||
| 69.10 | 71.60 | 3 | 39.4% | 0.96 | 0.0015 | -0.015 | 100 | 0.6900 | 1.58 | 1 | 273 | 51.1% | -0.04 | 0.0015 | -0.015 | |
| 64.55 | 68.05 | 1 | 47.1% | 0.95 | 0.0019 | -0.018 | 105 | 1.00 | 1.90 | 1 | 106 | 49.9% | -0.05 | 0.0019 | -0.018 | |
| 60.10 | 63.55 | 46.7% | 0.93 | 0.0023 | -0.022 | 110 | 1.69 | 2.09 | 213 | 49.1% | -0.07 | 0.0024 | -0.022 | |||
| 55.85 | 59.40 | 47.4% | 0.92 | 0.0028 | -0.025 | 115 | 2.35 | 2.67 | 74 | 48.8% | -0.09 | 0.0028 | -0.026 | |||
| 51.60 | 55.00 | 11 | 46.4% | 0.90 | 0.0033 | -0.030 | 120 | 2.84 | 4.15 | 6 | 1,651 | 49.6% | -0.11 | 0.0034 | -0.030 | |
| 47.55 | 50.70 | 3 | 45.7% | 0.87 | 0.0038 | -0.034 | 125 | 3.90 | 4.30 | 263 | 47.9% | -0.13 | 0.0039 | -0.034 | ||
| 43.70 | 46.40 | 4 | 44.9% | 0.85 | 0.0044 | -0.038 | 130 | 4.10 | 6.10 | 485 | 47.5% | -0.16 | 0.0045 | -0.039 | ||
| 40.10 | 43.25 | 10 | 46.0% | 0.82 | 0.0049 | -0.042 | 135 | 5.80 | 7.00 | 25 | 831 | 47.5% | -0.19 | 0.0050 | -0.043 | |
| 36.70 | 39.90 | 25 | 46.3% | 0.79 | 0.0054 | -0.046 | 140 | 7.45 | 8.20 | 1 | 321 | 47.3% | -0.22 | 0.0056 | -0.047 | |
| 33.60 | 36.50 | 20 | 28 | 46.4% | 0.75 | 0.0059 | -0.050 | 145 | 8.40 | 10.20 | 93 | 148 | 46.7% | -0.25 | 0.0060 | -0.051 |
| 30.50 | 33.40 | 60 | 831 | 46.3% | 0.72 | 0.0063 | -0.054 | 150 | 10.30 | 11.95 | 55 | 114 | 46.6% | -0.29 | 0.0065 | -0.055 |
| 27.20 | 30.35 | 60 | 1,036 | 45.5% | 0.68 | 0.0067 | -0.057 | 155 | 12.15 | 14.65 | 7 | 427 | 47.1% | -0.32 | 0.0068 | -0.058 |
| 26.00 | 27.65 | 81 | 301 | 47.3% | 0.65 | 0.0070 | -0.059 | 160 | 14.55 | 16.30 | 200 | 558 | 46.5% | -0.36 | 0.0072 | -0.061 |
| 22.30 | 24.90 | 81 | 177 | 45.5% | 0.61 | 0.0072 | -0.061 | 165 | 16.90 | 19.40 | 20 | 95 | 47.0% | -0.40 | 0.0074 | -0.063 |
| 21.55 | 22.70 | 57 | 154 | 47.4% | 0.58 | 0.0074 | -0.062 | 170 | 20.05 | 21.00 | 7 | 135 | 46.4% | -0.43 | 0.0076 | -0.064 |
| 18.00 | 20.55 | 31 | 90 | 45.7% | 0.54 | 0.0075 | -0.063 | 175 | 22.85 | 24.75 | 8 | 19 | 47.3% | -0.47 | 0.0077 | -0.065 |
| 16.10 | 18.75 | 6 | 130 | 45.9% | 0.50 | 0.0075 | -0.063 | 180 | 25.95 | 27.85 | 7 | 45 | 47.5% | -0.51 | 0.0078 | -0.065 |
| 14.65 | 16.40 | 15 | 329 | 45.6% | 0.47 | 0.0075 | -0.063 | 185 | 28.60 | 30.80 | 1 | 20 | 46.6% | -0.54 | 0.0077 | -0.065 |
| 14.00 | 15.35 | 5 | 138 | 47.3% | 0.44 | 0.0074 | -0.062 | 190 | 31.75 | 34.35 | 53 | 46.6% | -0.58 | 0.0077 | -0.065 | |
| 12.65 | 13.30 | 5 | 100 | 46.8% | 0.41 | 0.0073 | -0.061 | 195 | 35.30 | 37.95 | 43 | 46.8% | -0.61 | 0.0075 | -0.064 | |
| 11.05 | 12.80 | 6 | 290 | 47.5% | 0.38 | 0.0071 | -0.060 | 200 | 39.05 | 41.70 | 280 | 47.0% | -0.64 | 0.0074 | -0.062 | |
| 8.00 | 10.05 | 329 | 46.1% | 0.32 | 0.0066 | -0.057 | 210 | 46.75 | 49.40 | 23 | 47.1% | -0.70 | 0.0070 | -0.060 | ||
| 6.25 | 8.20 | 260 | 46.3% | 0.27 | 0.0061 | -0.053 | 220 | 55.25 | 57.65 | 2 | 47.9% | -0.75 | 0.0066 | -0.057 | ||
| 5.75 | 6.55 | 1 | 81 | 47.5% | 0.23 | 0.0056 | -0.049 | 230 | 64.00 | 66.35 | 1 | 48.7% | -0.80 | 0.0061 | -0.054 | |
| 4.65 | 5.50 | 1 | 434 | 48.1% | 0.20 | 0.0050 | -0.045 | 240 | 72.95 | 75.25 | 2 | 49.3% | -0.83 | 0.0057 | -0.051 | |
| 3.95 | 4.60 | 27 | 48.9% | 0.17 | 0.0045 | -0.041 | 250 | 81.50 | 84.90 | 49.6% | -0.87 | 0.0053 | -0.048 | |||
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs