QCOM option chain QUALCOMM Incorporated
Cboe delayed options data · as of 12:42 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 ±22.2% (133.84–210.19) · ATM IV 48.0% · P/C open interest 0.86
| 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 | |
| 83.30 | 86.55 | 1 | 66.6% | 0.98 | 0.0007 | 0.000 | 90 | 0 | 1.24 | 75 | 63.5% | -0.02 | 0.0007 | -0.009 | ||
| 78.50 | 81.75 | 1 | 63.6% | 0.98 | 0.0009 | -0.001 | 95 | 0.0300 | 1.20 | 367 | 58.8% | -0.02 | 0.0009 | -0.011 | ||
| 73.75 | 77.00 | 17 | 61.1% | 0.97 | 0.0012 | -0.005 | 100 | 0.1000 | 1.12 | 955 | 54.4% | -0.03 | 0.0012 | -0.014 | ||
| 69.05 | 72.30 | 1 | 58.9% | 0.96 | 0.0015 | -0.008 | 105 | 0.5700 | 1.42 | 2 | 176 | 55.4% | -0.04 | 0.0015 | -0.017 | |
| 64.40 | 67.15 | 1 | 54.6% | 0.95 | 0.0019 | -0.013 | 110 | 0.4800 | 1.75 | 4 | 315 | 52.4% | -0.05 | 0.0019 | -0.021 | |
| 59.70 | 63.15 | 1 | 54.9% | 0.94 | 0.0023 | -0.017 | 115 | 1.20 | 1.72 | 2 | 91 | 51.3% | -0.06 | 0.0023 | -0.025 | |
| 55.40 | 58.65 | 31 | 54.0% | 0.92 | 0.0028 | -0.022 | 120 | 1.49 | 2.13 | 1,689 | 49.7% | -0.08 | 0.0028 | -0.030 | ||
| 50.95 | 54.30 | 1 | 52.5% | 0.90 | 0.0034 | -0.028 | 125 | 2.17 | 2.64 | 25 | 407 | 49.3% | -0.10 | 0.0034 | -0.035 | |
| 46.65 | 50.10 | 4 | 51.3% | 0.88 | 0.0040 | -0.034 | 130 | 2.27 | 4.20 | 60 | 507 | 49.3% | -0.12 | 0.0040 | -0.040 | |
| 42.65 | 46.05 | 10 | 50.6% | 0.86 | 0.0046 | -0.040 | 135 | 3.85 | 4.90 | 10 | 893 | 49.9% | -0.15 | 0.0047 | -0.045 | |
| 38.80 | 42.20 | 44 | 50.1% | 0.83 | 0.0053 | -0.046 | 140 | 4.45 | 5.50 | 7 | 579 | 47.5% | -0.18 | 0.0054 | -0.051 | |
| 35.60 | 38.30 | 69 | 50.0% | 0.79 | 0.0059 | -0.051 | 145 | 6.05 | 7.75 | 18 | 335 | 49.5% | -0.21 | 0.0060 | -0.056 | |
| 31.75 | 34.85 | 832 | 48.9% | 0.76 | 0.0065 | -0.057 | 150 | 6.60 | 9.65 | 304 | 48.3% | -0.25 | 0.0066 | -0.061 | ||
| 28.80 | 31.60 | 1,040 | 49.1% | 0.72 | 0.0070 | -0.062 | 155 | 8.45 | 10.45 | 2 | 490 | 46.9% | -0.28 | 0.0072 | -0.066 | |
| 25.75 | 28.65 | 2 | 280 | 48.9% | 0.68 | 0.0074 | -0.066 | 160 | 11.15 | 12.30 | 2 | 815 | 47.2% | -0.32 | 0.0076 | -0.070 |
| 22.90 | 25.95 | 1 | 215 | 48.7% | 0.64 | 0.0078 | -0.070 | 165 | 12.15 | 14.90 | 7 | 688 | 46.6% | -0.37 | 0.0080 | -0.073 |
| 20.90 | 23.20 | 3 | 203 | 49.0% | 0.60 | 0.0080 | -0.073 | 170 | 15.45 | 16.80 | 1 | 242 | 47.0% | -0.41 | 0.0083 | -0.075 |
| 18.50 | 21.00 | 2 | 356 | 49.0% | 0.56 | 0.0082 | -0.075 | 175 | 17.60 | 20.10 | 19 | 141 | 47.2% | -0.45 | 0.0085 | -0.077 |
| 16.75 | 18.85 | 19 | 459 | 49.4% | 0.52 | 0.0083 | -0.076 | 180 | 20.25 | 22.95 | 10 | 1,197 | 47.0% | -0.49 | 0.0086 | -0.078 |
| 14.40 | 16.50 | 9 | 449 | 48.3% | 0.48 | 0.0083 | -0.076 | 185 | 23.40 | 25.85 | 458 | 549 | 46.8% | -0.53 | 0.0086 | -0.078 |
| 13.05 | 14.80 | 11 | 373 | 48.8% | 0.44 | 0.0082 | -0.076 | 190 | 26.50 | 29.05 | 563 | 800 | 46.6% | -0.57 | 0.0085 | -0.077 |
| 10.95 | 13.70 | 367 | 48.8% | 0.41 | 0.0080 | -0.074 | 195 | 29.90 | 32.65 | 280 | 46.7% | -0.61 | 0.0084 | -0.075 | ||
| 10.30 | 12.05 | 46 | 1,815 | 49.5% | 0.37 | 0.0078 | -0.073 | 200 | 33.55 | 36.20 | 326 | 46.7% | -0.64 | 0.0082 | -0.073 | |
| 7.95 | 9.40 | 55 | 830 | 49.3% | 0.31 | 0.0073 | -0.068 | 210 | 41.20 | 43.80 | 188 | 46.6% | -0.71 | 0.0076 | -0.067 | |
| 5.70 | 7.30 | 14 | 1,739 | 48.6% | 0.26 | 0.0066 | -0.063 | 220 | 49.45 | 52.20 | 156 | 47.1% | -0.76 | 0.0069 | -0.060 | |
| 4.85 | 5.60 | 243 | 49.4% | 0.21 | 0.0059 | -0.057 | 230 | 58.10 | 60.70 | 5 | 47.0% | -0.81 | 0.0061 | -0.052 | ||
| 3.80 | 4.80 | 2 | 547 | 50.5% | 0.17 | 0.0052 | -0.050 | 240 | 66.80 | 70.25 | 35 | 47.8% | -0.85 | 0.0053 | -0.043 | |
| 2.69 | 4.00 | 29 | 3,816 | 50.7% | 0.14 | 0.0045 | -0.044 | 250 | 76.05 | 79.35 | 47.7% | -0.88 | 0.0046 | -0.036 | ||
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