QCOM Options Chain
QCOM $179.60 · Updated Oct 26, 4:00 PM ET
QCOM is at $179.60. The nearest expiration, Oct 30, 2026 (4 days out), lists 48 strikes, with 20,501 calls and 5,467 puts traded in the latest session. At-the-money implied volatility is 0.4%. The at-the-money straddle prices a move of about $7.97 (4.4%) by expiration.
EXPIRATION
- Oct 30, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Jan 15, 2027
- Feb 19, 2027
- Mar 19, 2027
- Apr 16, 2027
ATM IV
0.2%
180 strike
EXPECTED MOVE
$19.80
ATM straddle
MAX PAIN
$100.00
-44.3%
PUT/CALL VOLUME
1.28
363 / 283
NOV 13, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 100 | -0.000 | 0.0000 | -0.000 | 50.0% | 0.05 | 0.00 | 0.00 | |||||||||||
| 115 | -0.000 | 0.0000 | -0.000 | 50.0% | 2 | 0.15 | 0.00 | 0.00 | ||||||||||
| 120 | -0.000 | 0.0000 | -0.000 | 50.0% | 2 | 0.16 | 0.00 | 0.00 | ||||||||||
| 125 | -0.000 | 0.0000 | -0.000 | 25.0% | 1 | 0.22 | 0.00 | 0.00 | ||||||||||
| 130 | -0.000 | 0.0000 | -0.000 | 25.0% | 2 | 0.23 | 0.00 | 0.00 | ||||||||||
| 135 | -0.000 | 0.0000 | -0.000 | 25.0% | 11 | 0.32 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 36.13 | 2 | 0.0% | 1.000 | 0.0000 | -0.017 | 140 | -0.000 | 0.0000 | -0.000 | 25.0% | 4 | 0.47 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 32.69 | 10 | 0.0% | 1.000 | 0.0000 | -0.018 | 145 | -0.000 | 0.0000 | -0.000 | 25.0% | 16 | 0.74 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 27.33 | 0.0% | 1.000 | 0.0000 | -0.018 | 150 | -0.000 | 0.0000 | -0.000 | 12.5% | 40 | 1.20 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 23.45 | 0.0% | 1.000 | 0.0000 | -0.019 | 155 | -0.000 | 0.0000 | -0.000 | 12.5% | 53 | 1.80 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 18.03 | 1 | 0.0% | 1.000 | 0.0000 | -0.020 | 160 | -0.000 | 0.0000 | -0.000 | 12.5% | 78 | 2.74 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 17.98 | 2 | 0.0% | 1.000 | 0.0000 | -0.020 | 165 | -0.000 | 0.0000 | -0.000 | 6.3% | 23 | 4.01 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 14.00 | 2 | 0.0% | 1.000 | 0.0000 | -0.021 | 170 | -0.000 | 0.0000 | -0.000 | 6.3% | 7 | 5.22 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 12.97 | 19 | 0.0% | 1.000 | 0.0000 | -0.022 | 175 | -0.000 | 0.0001 | -0.000 | 3.1% | 10 | 7.68 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 10.00 | 43 | 0.4% | 0.478 | 2.5748 | -0.012 | 180 | 0.022 | 0.0000 | -1.000 | 0.0% | 60 | 9.80 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.80 | 13 | 3.1% | 0.000 | 0.0001 | -0.000 | 185 | 0.023 | 0.0000 | -1.000 | 0.0% | 13 | 15.21 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.54 | 18 | 6.3% | 0.000 | 0.0001 | -0.000 | 190 | 0.023 | 0.0000 | -1.000 | 0.0% | 23 | 17.15 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.24 | 10 | 6.3% | 0.000 | 0.0000 | -0.000 | 195 | 0.024 | 0.0000 | -1.000 | 0.0% | 2 | 19.58 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.65 | 55 | 12.5% | 0.000 | 0.0001 | -0.000 | 200 | 0.025 | 0.0000 | -1.000 | 0.0% | 1 | 23.49 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.50 | 25 | 12.5% | 0.000 | 0.0000 | -0.000 | 205 | 0.025 | 0.0000 | -1.000 | 0.0% | 11 | 31.61 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.90 | 26 | 12.5% | 0.000 | 0.0000 | -0.000 | 210 | 0.026 | 0.0000 | -1.000 | 0.0% | 4 | 28.94 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.22 | 27 | 12.5% | 0.000 | 0.0000 | -0.000 | 215 | ||||||||||
| 0.00 | 0.00 | 0.85 | 11 | 25.0% | 0.000 | 0.0001 | -0.000 | 220 | ||||||||||
| 0.00 | 0.00 | 0.64 | 1 | 25.0% | 0.000 | 0.0000 | -0.000 | 225 | ||||||||||
| 0.00 | 0.00 | 0.28 | 1 | 25.0% | 0.000 | 0.0000 | -0.000 | 230 | ||||||||||
| 0.00 | 0.00 | 0.42 | 4 | 25.0% | 0.000 | 0.0000 | -0.000 | 235 | ||||||||||
| 0.00 | 0.00 | 0.22 | 2 | 25.0% | 0.000 | 0.0000 | -0.000 | 240 | 0.030 | 0.0000 | -1.000 | 0.0% | 63.06 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 0.12 | 4 | 25.0% | 0.000 | 0.0000 | -0.000 | 245 | ||||||||||
| 0.00 | 0.00 | 0.15 | 5 | 25.0% | 0.000 | 0.0000 | -0.000 | 250 | ||||||||||
| 0.00 | 0.00 | 0.14 | 2 | 25.0% | 0.000 | 0.0000 | -0.000 | 255 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology