QCOM option chain QUALCOMM Incorporated
Cboe delayed options data · as of 18:42 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 ±41.9% (100.58–245.88) · ATM IV 48.6% · P/C open interest 1.16
| 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 | |
| 86.75 | 90.70 | 42 | 51.6% | 0.94 | 0.0013 | -0.003 | 90 | 3.35 | 3.90 | 236 | 50.9% | -0.07 | 0.0014 | -0.013 | ||
| 83.00 | 86.70 | 349 | 51.3% | 0.93 | 0.0015 | -0.005 | 95 | 4.10 | 4.65 | 303 | 50.4% | -0.08 | 0.0016 | -0.015 | ||
| 79.00 | 82.25 | 243 | 49.7% | 0.91 | 0.0017 | -0.007 | 100 | 5.05 | 5.55 | 2 | 2,828 | 50.1% | -0.09 | 0.0018 | -0.017 | |
| 75.45 | 78.30 | 102 | 49.3% | 0.90 | 0.0019 | -0.010 | 105 | 5.95 | 6.65 | 1,314 | 49.8% | -0.11 | 0.0020 | -0.018 | ||
| 71.60 | 74.45 | 1 | 59 | 48.4% | 0.88 | 0.0022 | -0.012 | 110 | 7.00 | 7.85 | 999 | 49.5% | -0.12 | 0.0022 | -0.020 | |
| 68.45 | 71.80 | 146 | 49.7% | 0.87 | 0.0024 | -0.014 | 115 | 8.20 | 9.15 | 3,352 | 49.2% | -0.14 | 0.0024 | -0.022 | ||
| 65.30 | 68.50 | 2 | 306 | 49.7% | 0.85 | 0.0026 | -0.017 | 120 | 9.75 | 10.55 | 2 | 2,348 | 49.2% | -0.16 | 0.0026 | -0.024 |
| 61.90 | 65.40 | 54 | 49.4% | 0.83 | 0.0028 | -0.019 | 125 | 11.10 | 12.00 | 18 | 1,399 | 48.8% | -0.18 | 0.0028 | -0.025 | |
| 59.00 | 62.20 | 2 | 520 | 49.3% | 0.81 | 0.0030 | -0.021 | 130 | 12.70 | 13.70 | 4 | 2,339 | 48.7% | -0.20 | 0.0030 | -0.027 |
| 56.25 | 59.25 | 339 | 49.3% | 0.79 | 0.0031 | -0.022 | 135 | 14.65 | 15.45 | 17 | 1,638 | 48.7% | -0.22 | 0.0032 | -0.028 | |
| 53.55 | 55.65 | 908 | 48.6% | 0.77 | 0.0033 | -0.024 | 140 | 16.55 | 17.50 | 2 | 1,391 | 48.7% | -0.24 | 0.0034 | -0.030 | |
| 50.80 | 53.75 | 301 | 49.1% | 0.75 | 0.0034 | -0.026 | 145 | 18.65 | 19.60 | 1,070 | 48.6% | -0.26 | 0.0036 | -0.031 | ||
| 48.30 | 50.10 | 5 | 969 | 48.3% | 0.73 | 0.0036 | -0.028 | 150 | 21.10 | 21.70 | 122 | 3,163 | 48.7% | -0.28 | 0.0037 | -0.032 |
| 45.75 | 48.75 | 320 | 49.0% | 0.71 | 0.0037 | -0.029 | 155 | 23.20 | 24.10 | 6 | 461 | 48.6% | -0.30 | 0.0039 | -0.033 | |
| 43.50 | 46.20 | 3 | 644 | 48.8% | 0.69 | 0.0038 | -0.030 | 160 | 25.55 | 26.65 | 8 | 3,337 | 48.5% | -0.32 | 0.0040 | -0.034 |
| 41.20 | 43.60 | 16 | 279 | 48.4% | 0.67 | 0.0040 | -0.032 | 165 | 28.05 | 29.10 | 4 | 609 | 48.4% | -0.34 | 0.0042 | -0.035 |
| 39.20 | 41.15 | 1 | 2,114 | 48.3% | 0.65 | 0.0040 | -0.033 | 170 | 30.80 | 31.85 | 2 | 490 | 48.5% | -0.36 | 0.0043 | -0.036 |
| 38.00 | 39.30 | 15 | 632 | 48.9% | 0.63 | 0.0041 | -0.034 | 175 | 33.30 | 34.70 | 1 | 539 | 48.3% | -0.39 | 0.0044 | -0.036 |
| 35.45 | 37.35 | 2 | 1,001 | 48.4% | 0.61 | 0.0042 | -0.034 | 180 | 36.50 | 37.55 | 1 | 1,082 | 48.5% | -0.41 | 0.0045 | -0.037 |
| 33.35 | 35.55 | 1 | 511 | 48.2% | 0.59 | 0.0042 | -0.035 | 185 | 39.55 | 40.60 | 3 | 1,129 | 48.6% | -0.43 | 0.0045 | -0.037 |
| 31.65 | 34.00 | 961 | 48.4% | 0.57 | 0.0043 | -0.036 | 190 | 42.55 | 43.85 | 1,717 | 48.6% | -0.45 | 0.0046 | -0.037 | ||
| 30.60 | 31.85 | 14 | 256 | 48.4% | 0.56 | 0.0043 | -0.036 | 195 | 45.75 | 47.10 | 317 | 48.6% | -0.47 | 0.0047 | -0.038 | |
| 28.85 | 30.60 | 42 | 4,337 | 48.4% | 0.54 | 0.0043 | -0.036 | 200 | 49.05 | 50.30 | 2,202 | 48.6% | -0.49 | 0.0047 | -0.038 | |
| 25.90 | 27.45 | 943 | 48.2% | 0.50 | 0.0043 | -0.037 | 210 | 55.95 | 57.20 | 1,491 | 48.7% | -0.53 | 0.0048 | -0.038 | ||
| 24.00 | 24.80 | 2 | 1,384 | 48.6% | 0.47 | 0.0043 | -0.037 | 220 | 63.05 | 64.50 | 291 | 48.8% | -0.57 | 0.0048 | -0.037 | |
| 21.50 | 22.60 | 624 | 48.6% | 0.44 | 0.0043 | -0.037 | 230 | 69.40 | 72.10 | 395 | 48.1% | -0.60 | 0.0049 | -0.037 | ||
| 19.40 | 20.55 | 14 | 1,417 | 48.7% | 0.41 | 0.0042 | -0.037 | 240 | 77.30 | 80.20 | 226 | 48.5% | -0.64 | 0.0049 | -0.036 | |
| 17.70 | 18.90 | 3,012 | 49.0% | 0.38 | 0.0041 | -0.036 | 250 | 86.40 | 88.15 | 588 | 49.3% | -0.67 | 0.0048 | -0.035 | ||
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 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs