IntraAlpha
Create free account Start free

Qualcomm Incorporated QCOM

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-16T00:14:51.425Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:53:16.446411703Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:14:50.640491+00:00

Share price$177.05
1D+4.4%
AH$168$171$174$177$1805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQCOM
Sold putSold callAH

Qualcomm Incorporated options

Live interpolated QCOM call and put midpoint premiums by absolute delta.Qualcomm Incorporated$2.39$9.55$16.71$23.88$31.04$137.69$157.51$177.33$197.14$216.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QCOM spot · $177.05QCOM PRICE$3.16$4.19$5.27$6.53$7.94$9.47$11.07$12.89$15.05$17.53$20.34$23.70$27.10$3.47$4.61$5.83$7.19$8.69$10.35$12.18$14.05$16.23$18.74$21.36$25.05$28.98
PutsCheap0.86×
CallsFair0.97×
SkewBullish-6.86 pp
Implied moveBearish±$23.25
TiltBearish3.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ208.7654.9%19.7%157.1051.4%13.2%
25Δ202.7354.6%16.9%161.5351.0%11.4%
30Δ197.2454.2%14.4%165.6250.4%9.7%
35Δ192.6554.4%12.5%169.3550.1%8.4%
40Δ188.5055.0%10.9%172.9249.8%7.2%
45Δ184.4655.5%9.5%176.4349.6%6.2%
50Δ180.4655.4%8.2%179.9149.6%5.3%
55Δ176.5555.5%7.0%183.3448.8%4.4%
60Δ172.5956.2%6.0%186.9348.5%3.6%
65Δ168.5057.3%5.1%190.6748.4%2.9%
70Δ164.1658.3%4.2%194.4747.7%2.2%
75Δ159.4259.5%3.4%199.1548.2%1.7%
80Δ154.5859.3%2.6%204.0247.3%1.1%

20Δ

Calls
Pseudo strike
208.76
IV
54.9%
B/E move
19.7%
Puts
Pseudo strike
157.10
IV
51.4%
B/E move
13.2%

25Δ

Calls
Pseudo strike
202.73
IV
54.6%
B/E move
16.9%
Puts
Pseudo strike
161.53
IV
51.0%
B/E move
11.4%

30Δ

Calls
Pseudo strike
197.24
IV
54.2%
B/E move
14.4%
Puts
Pseudo strike
165.62
IV
50.4%
B/E move
9.7%

35Δ

Calls
Pseudo strike
192.65
IV
54.4%
B/E move
12.5%
Puts
Pseudo strike
169.35
IV
50.1%
B/E move
8.4%

40Δ

Calls
Pseudo strike
188.50
IV
55.0%
B/E move
10.9%
Puts
Pseudo strike
172.92
IV
49.8%
B/E move
7.2%

45Δ

Calls
Pseudo strike
184.46
IV
55.5%
B/E move
9.5%
Puts
Pseudo strike
176.43
IV
49.6%
B/E move
6.2%

50Δ

Calls
Pseudo strike
180.46
IV
55.4%
B/E move
8.2%
Puts
Pseudo strike
179.91
IV
49.6%
B/E move
5.3%

55Δ

Calls
Pseudo strike
176.55
IV
55.5%
B/E move
7.0%
Puts
Pseudo strike
183.34
IV
48.8%
B/E move
4.4%

60Δ

Calls
Pseudo strike
172.59
IV
56.2%
B/E move
6.0%
Puts
Pseudo strike
186.93
IV
48.5%
B/E move
3.6%

65Δ

Calls
Pseudo strike
168.50
IV
57.3%
B/E move
5.1%
Puts
Pseudo strike
190.67
IV
48.4%
B/E move
2.9%

70Δ

Calls
Pseudo strike
164.16
IV
58.3%
B/E move
4.2%
Puts
Pseudo strike
194.47
IV
47.7%
B/E move
2.2%

75Δ

Calls
Pseudo strike
159.42
IV
59.5%
B/E move
3.4%
Puts
Pseudo strike
199.15
IV
48.2%
B/E move
1.7%

80Δ

Calls
Pseudo strike
154.58
IV
59.3%
B/E move
2.6%
Puts
Pseudo strike
204.02
IV
47.3%
B/E move
1.1%