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
0.0%
180 strike
EXPECTED MOVE
$46.30
ATM straddle
MAX PAIN
$85.00
-52.7%
PUT/CALL VOLUME
0.93
345 / 370
APR 16, 2027 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 105 | -0.000 | 0.0000 | -0.000 | 12.5% | 4 | 1.23 | 0.00 | 0.00 | ||||||||||
| 110 | -0.000 | 0.0000 | -0.000 | 12.5% | 2 | 1.59 | 0.00 | 0.00 | ||||||||||
| 115 | -0.000 | 0.0000 | -0.000 | 12.5% | 154 | 2.68 | 0.00 | 0.00 | ||||||||||
| 120 | -0.000 | 0.0000 | -0.000 | 12.5% | 34 | 2.76 | 0.00 | 0.00 | ||||||||||
| 125 | -0.000 | 0.0000 | -0.000 | 12.5% | 4 | 3.45 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 53.20 | 0.0% | 1.000 | 0.0000 | -0.016 | 130 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 4.39 | 0.00 | 0.00 | |||
| 135 | -0.000 | 0.0000 | -0.000 | 6.3% | 6 | 5.40 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 43.00 | 2 | 0.0% | 1.000 | 0.0000 | -0.017 | 140 | -0.000 | 0.0000 | -0.000 | 6.3% | 1 | 6.40 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 50.47 | 1 | 0.0% | 1.000 | 0.0000 | -0.018 | 145 | -0.000 | 0.0000 | -0.000 | 6.3% | 1 | 7.90 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 39.51 | 1 | 0.0% | 1.000 | 0.0000 | -0.018 | 150 | -0.000 | 0.0000 | -0.000 | 6.3% | 23 | 9.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 34.89 | 1 | 0.0% | 1.000 | 0.0000 | -0.019 | 155 | -0.000 | 0.0000 | -0.000 | 6.3% | 3 | 12.75 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 32.47 | 1 | 0.0% | 1.000 | 0.0000 | -0.019 | 160 | -0.000 | 0.0000 | -0.000 | 3.1% | 4 | 15.24 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 29.80 | 4 | 0.0% | 1.000 | 0.0000 | -0.020 | 165 | -0.000 | 0.0000 | -0.000 | 3.1% | 3 | 16.30 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 28.10 | 19 | 0.0% | 1.000 | 0.0000 | -0.021 | 170 | -0.000 | 0.0000 | -0.000 | 1.6% | 23 | 17.65 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 25.89 | 20 | 0.0% | 1.000 | 0.0000 | -0.021 | 175 | -0.000 | 0.0000 | 0.000 | 0.8% | 38 | 23.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 23.65 | 32 | 0.1% | 1.000 | 0.0000 | -0.022 | 180 | 0.000 | 0.0000 | 0.000 | 0.0% | 10 | 22.65 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 19.64 | 63 | 0.8% | 0.058 | 0.1199 | -0.002 | 185 | 0.022 | 0.0000 | -1.000 | 0.0% | 8 | 25.65 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 19.20 | 11 | 1.6% | 0.001 | 0.0010 | -0.000 | 190 | 0.023 | 0.0000 | -1.000 | 0.0% | 8 | 28.78 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 18.08 | 96 | 3.1% | 0.002 | 0.0018 | -0.000 | 195 | 0.024 | 0.0000 | -1.000 | 0.0% | 7 | 34.35 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 16.35 | 2 | 3.1% | 0.000 | 0.0000 | -0.000 | 200 | 0.024 | 0.0000 | -1.000 | 0.0% | 1 | 34.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 13.65 | 1 | 6.3% | 0.001 | 0.0004 | -0.000 | 210 | 0.025 | 0.0000 | -1.000 | 0.0% | 3 | 43.75 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 10.90 | 5 | 6.3% | 0.000 | 0.0000 | -0.000 | 220 | ||||||||||
| 0.00 | 0.00 | 9.25 | 71 | 6.3% | 0.000 | 0.0000 | -0.000 | 230 | 0.028 | 0.0000 | -1.000 | 0.0% | 1 | 63.30 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.50 | 5 | 6.3% | 0.000 | 0.0000 | -0.000 | 240 | ||||||||||
| 0.00 | 0.00 | 5.80 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 250 | ||||||||||
| 0.00 | 0.00 | 4.65 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 260 | ||||||||||
| 0.00 | 0.00 | 3.90 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 270 | ||||||||||
| 0.00 | 0.00 | 3.25 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 280 | ||||||||||
| 0.00 | 0.00 | 2.91 | 27 | 12.5% | 0.000 | 0.0000 | -0.000 | 290 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology