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
0.1%
180 strike
EXPECTED MOVE
$22.08
ATM straddle
MAX PAIN
$120.00
-33.2%
PUT/CALL VOLUME
2.27
379 / 167
NOV 27, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 120 | -0.000 | 0.0000 | -0.000 | 25.0% | 0.75 | 0.00 | 0.00 | |||||||||||
| 125 | -0.000 | 0.0000 | -0.000 | 25.0% | 0.36 | 0.00 | 0.00 | |||||||||||
| 130 | -0.000 | 0.0000 | -0.000 | 25.0% | 48 | 0.80 | 0.00 | 0.00 | ||||||||||
| 135 | -0.000 | 0.0000 | -0.000 | 25.0% | 1 | 0.90 | 0.00 | 0.00 | ||||||||||
| 140 | -0.000 | 0.0000 | -0.000 | 12.5% | 3 | 0.94 | 0.00 | 0.00 | ||||||||||
| 145 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 1.51 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 28.59 | 1 | 0.0% | 1.000 | 0.0000 | -0.018 | 150 | -0.000 | 0.0000 | -0.000 | 12.5% | 126 | 1.83 | 0.00 | 0.00 | ||
| 155 | -0.000 | 0.0000 | -0.000 | 12.5% | 63 | 2.81 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 23.00 | 1 | 0.0% | 1.000 | 0.0000 | -0.020 | 160 | -0.000 | 0.0000 | -0.000 | 6.3% | 71 | 3.75 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 20.08 | 1 | 0.0% | 1.000 | 0.0000 | -0.020 | 165 | -0.000 | 0.0000 | -0.000 | 6.3% | 23 | 5.04 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 14.50 | 1 | 0.0% | 1.000 | 0.0000 | -0.021 | 170 | -0.000 | 0.0000 | -0.000 | 3.1% | 8 | 7.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 14.20 | 13 | 0.0% | 1.000 | 0.0000 | -0.021 | 175 | -0.000 | 0.0000 | -0.000 | 1.6% | 12 | 9.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 11.03 | 16 | 0.2% | 0.998 | 0.0567 | -0.022 | 180 | 0.000 | 0.0000 | 0.000 | 0.0% | 5 | 11.05 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 9.60 | 14 | 3.1% | 0.003 | 0.0049 | -0.000 | 185 | 0.023 | 0.0000 | -1.000 | 0.0% | 5 | 18.72 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.65 | 15 | 3.1% | 0.000 | 0.0000 | -0.000 | 190 | 0.023 | 0.0000 | -1.000 | 0.0% | 1 | 20.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 6.00 | 6 | 6.3% | 0.000 | 0.0000 | -0.000 | 195 | 0.024 | 0.0000 | -1.000 | 0.0% | 25.79 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 4.80 | 38 | 6.3% | 0.000 | 0.0000 | -0.000 | 200 | 0.025 | 0.0000 | -1.000 | 0.0% | 1 | 25.12 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.75 | 11 | 12.5% | 0.000 | 0.0001 | -0.000 | 205 | 0.025 | 0.0000 | -1.000 | 0.0% | 11 | 34.55 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.67 | 18 | 12.5% | 0.000 | 0.0000 | -0.000 | 210 | ||||||||||
| 0.00 | 0.00 | 2.22 | 11 | 12.5% | 0.000 | 0.0000 | -0.000 | 215 | ||||||||||
| 0.00 | 0.00 | 1.62 | 14 | 12.5% | 0.000 | 0.0000 | -0.000 | 220 | ||||||||||
| 0.00 | 0.00 | 1.36 | 2 | 12.5% | 0.000 | 0.0000 | -0.000 | 225 | ||||||||||
| 0.00 | 0.00 | 1.05 | 2 | 12.5% | 0.000 | 0.0000 | -0.000 | 230 | ||||||||||
| 0.00 | 0.00 | 0.72 | 1 | 25.0% | 0.000 | 0.0001 | -0.000 | 235 | ||||||||||
| 0.00 | 0.00 | 0.55 | 2 | 25.0% | 0.000 | 0.0000 | -0.000 | 240 | ||||||||||
| 0.00 | 0.00 | 0.54 | 25.0% | 0.000 | 0.0000 | -0.000 | 250 | 0.031 | 0.0000 | -1.000 | 0.0% | 80.08 | 0.00 | 0.00 | ||||
| 0.00 | 0.00 | 0.45 | 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