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D-Wave Quantum Inc. Common Stock QBTS

i

Market dataready · fetched 2026-11-07T05:56:53.365Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:57:23.443815875Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-07T05:56:52.840681+00:00

Share price$10.68
1D+12.9%
AH$9.21$9.63$10.06$10.48$10.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQBTS
Sold putSold callAH

D-Wave Quantum Inc. Common Stock options

Live interpolated QBTS call and put midpoint premiums by absolute delta.D-Wave Quantum Inc. Common Stock$0.20$0.69$1.19$1.68$2.17$8.19$9.34$10.49$11.64$12.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive QBTS spot · $10.68QBTS PRICE$0.34$0.42$0.51$0.61$0.71$0.82$0.99$1.23$1.44$1.65$1.85$0.26$0.33$0.44$0.55$0.66$0.79$0.94$1.05$1.12$2.03
Puts——
Calls——
Skew——
Implied moveBearish±$1.66
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.23152.6%16.0%
25Δ9.58146.3%13.4%
30Δ11.96142.8%15.2%9.84149.2%11.9%
35Δ11.67143.3%13.2%10.10150.7%10.5%
40Δ11.39144.2%11.5%10.37150.1%9.1%
45Δ11.14145.9%10.0%10.63150.3%7.9%
50Δ10.88145.8%8.6%10.89151.3%6.8%
55Δ10.62143.9%7.1%11.12145.4%5.7%
60Δ10.35150.9%6.2%11.31134.7%4.5%
65Δ10.06166.4%5.7%
70Δ9.75171.3%4.8%12.31167.4%3.7%
75Δ9.44171.9%3.8%
80Δ9.13167.2%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.23
IV
152.6%
B/E move
16.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.58
IV
146.3%
B/E move
13.4%

30Δ

Calls
Pseudo strike
11.96
IV
142.8%
B/E move
15.2%
Puts
Pseudo strike
9.84
IV
149.2%
B/E move
11.9%

35Δ

Calls
Pseudo strike
11.67
IV
143.3%
B/E move
13.2%
Puts
Pseudo strike
10.10
IV
150.7%
B/E move
10.5%

40Δ

Calls
Pseudo strike
11.39
IV
144.2%
B/E move
11.5%
Puts
Pseudo strike
10.37
IV
150.1%
B/E move
9.1%

45Δ

Calls
Pseudo strike
11.14
IV
145.9%
B/E move
10.0%
Puts
Pseudo strike
10.63
IV
150.3%
B/E move
7.9%

50Δ

Calls
Pseudo strike
10.88
IV
145.8%
B/E move
8.6%
Puts
Pseudo strike
10.89
IV
151.3%
B/E move
6.8%

55Δ

Calls
Pseudo strike
10.62
IV
143.9%
B/E move
7.1%
Puts
Pseudo strike
11.12
IV
145.4%
B/E move
5.7%

60Δ

Calls
Pseudo strike
10.35
IV
150.9%
B/E move
6.2%
Puts
Pseudo strike
11.31
IV
134.7%
B/E move
4.5%

65Δ

Calls
Pseudo strike
10.06
IV
166.4%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
9.75
IV
171.3%
B/E move
4.8%
Puts
Pseudo strike
12.31
IV
167.4%
B/E move
3.7%

75Δ

Calls
Pseudo strike
9.44
IV
171.9%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
9.13
IV
167.2%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend97.80%
Daily close
QBTS57.1%86.2%115.4%2026-08-10: 88.94%2026-08-11: 83.97%2026-08-12: 81.89%2026-08-13: 79.80%2026-08-14: 77.49%2026-08-17: 81.01%2026-08-18: 80.98%2026-08-19: 79.71%2026-08-20: 82.47%2026-08-21: 79.05%2026-08-24: 81.77%2026-08-25: 79.15%2026-08-26: 75.72%2026-08-27: 73.99%2026-08-28: 68.16%2026-08-31: 72.49%2026-09-01: 69.98%2026-09-02: 64.58%2026-09-03: 69.40%2026-09-04: 64.48%2026-09-08: 79.53%2026-09-09: 77.84%2026-09-10: 75.24%2026-09-11: 67.48%2026-09-14: 73.22%2026-09-15: 70.79%2026-09-16: 73.96%2026-09-17: 72.41%2026-09-18: 65.42%2026-09-21: 72.28%2026-09-22: 71.35%2026-09-23: 70.26%2026-09-24: 73.15%2026-09-25: 66.59%2026-09-28: 71.75%2026-09-29: 70.82%2026-09-30: 72.27%2026-10-01: 67.82%2026-10-02: 63.61%2026-10-05: 64.94%2026-10-06: 62.39%2026-10-07: 61.09%2026-10-08: 97.14%2026-10-09: 63.72%2026-10-12: 63.51%2026-10-13: 67.56%2026-10-14: 81.27%2026-10-15: 84.94%2026-10-16: 83.16%2026-10-19: 85.84%2026-10-20: 83.60%2026-10-21: 80.98%2026-10-22: 111.36%2026-10-23: 85.53%2026-10-26: 86.20%2026-10-27: 85.64%2026-10-28: 88.86%2026-10-29: 89.60%2026-10-30: 97.80%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
88.94%
83.97%
81.89%
79.80%
77.49%
81.01%
80.98%
79.71%
82.47%
79.05%
81.77%
79.15%
75.72%
73.99%
68.16%
72.49%
69.98%
64.58%
69.40%
64.48%
79.53%
77.84%
75.24%
67.48%
73.22%
70.79%
73.96%
72.41%
65.42%
72.28%
71.35%
70.26%
73.15%
66.59%
71.75%
70.82%
72.27%
67.82%
63.61%
64.94%
62.39%
61.09%
97.14%
63.72%
63.51%
67.56%
81.27%
84.94%
83.16%
85.84%
83.60%
80.98%
111.36%
85.53%
86.20%
85.64%
88.86%
89.60%
97.80%