Cash-Secured Put Entries on Mega Caps
Cash-Secured Put20 trades pass on QCOM
- Annualized return
- 5.8% to 47.9%
- Probability of profit
- 74.4% to 96.5%
Qualcomm Inc · Industrials
In the app, stock prices are live and options data is refreshed intraday.
QCOM last closed at $172.47 with 30-day implied volatility of 50.1%. That is in the lower half of its one-year range (IV rank 36), so premiums are on the modest side for QCOM. Measured by IV percentile, IV is higher than 61% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $24.10, or 14.0%.
The price is above its 200-day moving average (+1.3%) but below its 50-day (-3.5%), a pullback inside a longer uptrend. It is 31.3% below its 52-week high and 39.0% above its 52-week low. The 14-day RSI of 48.8 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $9.23, about 5.4% of the price, a measure of a typical day's range.
Option volume at the close (41.3K contracts) was 0.7x its average, quieter than usual. A beta of 2.17 means QCOM has tended to move about 2.2 times as much as the broad market. 4 of our preset screens found trades on QCOM at the close, led by Cash-Secured Put Entries on Mega Caps with 20 trades.
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Nov 20, 20267 days | 56.4% | ±$13.48 (7.8%) | $158.99 to $185.95 | $10.75 |
| Dec 11, 202628 days | 50.5% | ±$24.10 (14.0%) | $148.37 to $196.57 | $19.20 |
| Jan 15, 202763 days | 47.0% | ±$33.67 (19.5%) | $138.80 to $206.14 | $26.70 |
| Feb 19, 202798 days | 51.2% | ±$45.72 (26.5%) | $126.75 to $218.19 | $36.08 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Counts and ranges for QCOM from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.
20 trades pass on QCOM
19 trades pass on QCOM
3 trades pass on QCOM
1 trade passes on QCOM
Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.