QCOM option chain QUALCOMM Incorporated
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 ±43.3% (95.70–241.60) · ATM IV 48.0% · P/C open interest 1.03
| 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 | |
| 86.00 | 89.60 | 76 | 47.1% | 0.94 | 0.0013 | 0.000 | 85 | 3.40 | 4.20 | 313 | 51.3% | -0.07 | 0.0013 | -0.012 | ||
| 82.50 | 85.75 | 40 | 47.2% | 0.93 | 0.0015 | -0.001 | 90 | 4.15 | 5.10 | 235 | 50.9% | -0.08 | 0.0015 | -0.013 | ||
| 78.50 | 81.70 | 349 | 47.4% | 0.91 | 0.0017 | -0.004 | 95 | 5.15 | 6.10 | 301 | 50.9% | -0.09 | 0.0017 | -0.015 | ||
| 75.60 | 78.00 | 2 | 241 | 48.5% | 0.90 | 0.0019 | -0.006 | 100 | 6.10 | 7.05 | 1 | 2,864 | 50.2% | -0.11 | 0.0019 | -0.017 |
| 71.00 | 74.60 | 101 | 47.0% | 0.88 | 0.0021 | -0.008 | 105 | 6.90 | 8.20 | 1,300 | 49.4% | -0.12 | 0.0021 | -0.018 | ||
| 67.50 | 71.10 | 55 | 47.1% | 0.87 | 0.0023 | -0.010 | 110 | 8.55 | 9.35 | 2 | 998 | 49.4% | -0.14 | 0.0024 | -0.020 | |
| 64.50 | 67.85 | 149 | 47.2% | 0.85 | 0.0025 | -0.012 | 115 | 9.80 | 11.25 | 3,333 | 49.5% | -0.16 | 0.0026 | -0.021 | ||
| 61.50 | 64.70 | 300 | 46.9% | 0.83 | 0.0027 | -0.014 | 120 | 11.50 | 12.80 | 1 | 1,960 | 49.5% | -0.18 | 0.0028 | -0.023 | |
| 58.00 | 61.60 | 59 | 46.9% | 0.81 | 0.0029 | -0.016 | 125 | 12.70 | 14.50 | 1,029 | 48.9% | -0.19 | 0.0030 | -0.024 | ||
| 55.50 | 58.60 | 513 | 47.4% | 0.79 | 0.0031 | -0.018 | 130 | 14.40 | 16.70 | 2,228 | 48.9% | -0.21 | 0.0031 | -0.025 | ||
| 53.75 | 55.75 | 347 | 48.1% | 0.77 | 0.0032 | -0.020 | 135 | 16.95 | 18.50 | 1,058 | 49.2% | -0.23 | 0.0033 | -0.026 | ||
| 50.00 | 53.25 | 1 | 921 | 47.3% | 0.76 | 0.0034 | -0.022 | 140 | 18.45 | 20.40 | 1,303 | 48.5% | -0.25 | 0.0035 | -0.028 | |
| 48.60 | 50.50 | 292 | 48.0% | 0.74 | 0.0035 | -0.023 | 145 | 21.20 | 23.00 | 1,050 | 49.2% | -0.27 | 0.0036 | -0.029 | ||
| 45.45 | 48.30 | 1,014 | 47.3% | 0.72 | 0.0036 | -0.025 | 150 | 23.50 | 25.25 | 1,377 | 49.0% | -0.29 | 0.0038 | -0.029 | ||
| 42.50 | 45.90 | 362 | 47.0% | 0.70 | 0.0038 | -0.026 | 155 | 25.40 | 28.30 | 461 | 49.0% | -0.32 | 0.0039 | -0.030 | ||
| 40.90 | 43.75 | 528 | 47.3% | 0.68 | 0.0039 | -0.027 | 160 | 28.55 | 29.75 | 2,835 | 48.6% | -0.34 | 0.0040 | -0.031 | ||
| 38.50 | 41.55 | 2 | 285 | 47.2% | 0.66 | 0.0040 | -0.028 | 165 | 30.75 | 32.60 | 582 | 48.3% | -0.36 | 0.0042 | -0.031 | |
| 36.55 | 39.70 | 5 | 2,150 | 47.3% | 0.64 | 0.0040 | -0.029 | 170 | 34.15 | 35.50 | 437 | 48.7% | -0.38 | 0.0042 | -0.032 | |
| 35.15 | 37.60 | 608 | 47.5% | 0.62 | 0.0041 | -0.030 | 175 | 37.05 | 37.65 | 541 | 48.3% | -0.40 | 0.0043 | -0.032 | ||
| 33.55 | 35.80 | 715 | 47.6% | 0.60 | 0.0042 | -0.031 | 180 | 39.90 | 41.85 | 492 | 48.9% | -0.42 | 0.0044 | -0.032 | ||
| 32.45 | 34.10 | 1 | 458 | 48.0% | 0.58 | 0.0042 | -0.031 | 185 | 42.50 | 45.55 | 965 | 49.0% | -0.44 | 0.0045 | -0.032 | |
| 30.05 | 32.70 | 927 | 47.6% | 0.56 | 0.0042 | -0.032 | 190 | 45.65 | 47.95 | 100 | 1,339 | 48.4% | -0.46 | 0.0045 | -0.032 | |
| 28.15 | 31.25 | 250 | 47.4% | 0.54 | 0.0042 | -0.032 | 195 | 49.25 | 51.25 | 327 | 48.6% | -0.48 | 0.0046 | -0.032 | ||
| 28.45 | 29.60 | 17 | 3,366 | 48.5% | 0.53 | 0.0043 | -0.033 | 200 | 52.80 | 54.50 | 902 | 48.7% | -0.50 | 0.0046 | -0.032 | |
| 24.30 | 26.90 | 100 | 654 | 47.5% | 0.49 | 0.0042 | -0.033 | 210 | 60.00 | 61.90 | 1,511 | 49.1% | -0.54 | 0.0047 | -0.032 | |
| 23.25 | 24.75 | 12 | 1,002 | 48.6% | 0.46 | 0.0042 | -0.034 | 220 | 67.50 | 69.65 | 285 | 49.6% | -0.57 | 0.0047 | -0.031 | |
| 20.75 | 22.55 | 638 | 48.4% | 0.43 | 0.0042 | -0.034 | 230 | 75.10 | 76.80 | 167 | 49.1% | -0.61 | 0.0047 | -0.030 | ||
| 19.50 | 20.70 | 3 | 1,441 | 49.0% | 0.40 | 0.0041 | -0.033 | 240 | 82.95 | 84.85 | 227 | 49.6% | -0.64 | 0.0047 | -0.029 | |
| 16.90 | 18.85 | 4 | 3,048 | 48.5% | 0.38 | 0.0040 | -0.033 | 250 | 90.35 | 94.00 | 568 | 50.0% | -0.67 | 0.0046 | -0.028 | |
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.