QCOM Options Chain
QCOM $179.36 · Updated Oct 26, 4:00 PM ET
QCOM is at $179.36. The nearest expiration, Oct 30, 2026 (4 days out), lists 51 strikes, with 20,283 calls and 5,464 puts traded in the latest session. At-the-money implied volatility is 53.2%. The at-the-money straddle prices a move of about $8.23 (4.6%) 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
0.8%
175 strike
EXPECTED MOVE
$28.44
ATM straddle
MAX PAIN
$130.00
-27.5%
PUT/CALL VOLUME
0.24
12 / 49
DEC 4, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 130 | -0.000 | 0.0000 | -0.000 | 25.0% | 1.00 | 0.00 | 0.00 | |||||||||||
| 135 | -0.000 | 0.0000 | -0.000 | 25.0% | 1 | 1.09 | 0.00 | 0.00 | ||||||||||
| 140 | -0.000 | 0.0000 | -0.000 | 12.5% | 2 | 1.22 | 0.00 | 0.00 | ||||||||||
| 145 | -0.000 | 0.0000 | -0.000 | 12.5% | 2.85 | 0.00 | 0.00 | |||||||||||
| 0.00 | 0.00 | 31.42 | 1 | 0.0% | 1.000 | 0.0000 | -0.018 | 150 | -0.000 | 0.0000 | -0.000 | 12.5% | 2 | 2.50 | 0.00 | 0.00 | ||
| 155 | -0.000 | 0.0000 | -0.000 | 12.5% | 5.10 | 0.00 | 0.00 | |||||||||||
| 0.00 | 0.00 | 15.84 | 2 | 0.0% | 1.000 | 0.0000 | -0.021 | 170 | -0.000 | 0.0000 | -0.000 | 3.1% | 2 | 7.72 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 14.62 | 7 | 0.0% | 1.000 | 0.0000 | -0.021 | 175 | -0.000 | 0.0000 | -0.000 | 1.6% | 13.82 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 12.69 | 1 | 0.2% | 1.000 | 0.0013 | -0.022 | 180 | ||||||||||
| 0.00 | 0.00 | 10.06 | 7 | 1.6% | 0.000 | 0.0000 | -0.000 | 185 | 0.023 | 0.0000 | -1.000 | 0.0% | 3 | 15.87 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.25 | 1 | 3.1% | 0.000 | 0.0000 | -0.000 | 190 | ||||||||||
| 0.00 | 0.00 | 6.67 | 4 | 6.3% | 0.000 | 0.0001 | -0.000 | 195 | 0.024 | 0.0000 | -1.000 | 0.0% | 1 | 25.30 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.09 | 5 | 6.3% | 0.000 | 0.0000 | -0.000 | 200 | 0.025 | 0.0000 | -1.000 | 0.0% | 1 | 26.19 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.01 | 11 | 6.3% | 0.000 | 0.0000 | -0.000 | 205 | ||||||||||
| 0.00 | 0.00 | 3.03 | 2 | 12.5% | 0.000 | 0.0001 | -0.000 | 210 | ||||||||||
| 0.00 | 0.00 | 2.62 | 8 | 12.5% | 0.000 | 0.0000 | -0.000 | 215 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology