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QCOM Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete QCOM options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around QCOM.

Latest Data: 2026-02-06 (EDT)
Max Pain Price
160
Exp: 2026-02-06
Gamma Flip
153.24
Gamma Flip (≈60 days)
Put/Call OI Ratio
1.695
Shows put vs call positioning
IV Skew
1.02
Put–call IV difference
Max Pain Price Volatility
σ = 5.00
low volatility
Confidence 100%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options market shows a strong bullish alignment. Multiple key factors point firmly to the upside, supported by dealer flows and positioning. Options Chian

On the put side, the bearish positioning looks mainly like hedging. This reflects caution and short-term protection rather than a true bearish call. Confidence: 50%

Current DPI is -0.742(bullish). Bullish, momentum neutral or unclear.

Options Terrain Outlook (3-Month)

The market is positioned near a structural transition zone, where options exposure may shift the prevailing trading regime. Volatility conditions are moderately choppy. Options constraints exert a moderate influence on price behavior. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-02-20 options expiry. 100% confidence

The support levels for QCOM are at 135.92, 133.78, and 125.88, while the resistance levels are at 138.76, 140.90, and 148.80. The pivot point, a key reference price for traders, is at 160.00.

Short-Term Options-Implied Price Range & Flow Structure (0DTE · Intraday Reference)

Expiry 2026-02-06 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is bearish (-0.30), pin strength 0.70.


Based on same-day expiring options (0DTE), the ATM straddle implies an 0.00% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 0.00 0.00 , corresponding to +0.00% / -0.00% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.


Bullish flow suggests upside interest toward 0.00 (0.00% above spot).

Bearish positioning points to downside pressure toward 0.00 (0.00% below spot).


Options flow strength: 0.00 (0–1 scale). ATM Strike: 137.00, Call: 0.00, Put: 0.41, Straddle Cost: 0.00.


Price moves may extend once a direction forms. The short-term gamma flip is near 152.06 , with intermediate positioning around 153.24 . The mid-term gamma flip remains near 153.39.