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Best Options Strategy for QBTS

By Dennis Bosmans · Updated 2026 · 2 min read · Risk disclaimer

Looking for the best options strategy for D-Wave Quantum (QBTS)? There is no single answer — the right play depends on your outlook, your risk tolerance and current implied volatility. Below, our free engine shows the highest-scoring defined-risk strategy on the live QBTS option chain right now, and a simple map from your view on QBTS to the strategy that fits it. Model any of them in the calculator before you trade.

About QBTS

D-Wave Quantum (QBTS) is a major company in quantum annealing computing. Options traders on QBTS tend to watch quantum computing hype and milestones, commercial customer wins and speculative tech sentiment, since these can drive large moves in the share price.

QBTS for options traders

D-Wave Quantum is a small, story-driven name whose options behave like a bet on a technology that is still being proven. As a quantum annealing specialist, QBTS trades far more on narrative than on near-term fundamentals, so its implied volatility sits structurally high: the market is constantly pricing in the chance of a sharp re-rating. The catalysts that move it are specific to the quantum-computing frontier — technical milestones and benchmark claims, commercial customer wins that suggest real-world demand, and the broader risk appetite for speculative deep-tech. Options volume is thinner than in mega-cap tech and concentrates in near-dated expiries and round strikes, so spreads can widen quickly when interest fades between headlines.

Because IV is rich, premium-selling appeals when a trader expects a name to cool off: cash-secured puts, covered calls against shares, or short strangles can harvest that elevated theta, though the reward for selling comes precisely because the gap risk is real. Directional and event players lean the other way, using long calls, debit call spreads, or straddles and strangles to position for a milestone or customer announcement, accepting that decay is brutal if the catalyst slips. For a low-priced, high-beta single stock like this, the key caveats are overnight gap risk that can blow through a short strike and assignment on in-the-money short puts — defined-risk spreads keep the worst case bounded.

Today's top-scoring strategy for QBTS

Our engine ranks defined-risk strategies on the live QBTS chain by probability of profit and risk/reward, then surfaces the best-scoring one. It is an educational illustration, not advice.

Long Call Butterfly neutral
Price: $100.00Implied volatility: 55%Expiration: 2026-07-17 (30d)
ActionQtyTypeStrikePremium
BuyCALL$95$9.14
SellCALL$100$6.44
BuyCALL$105$4.37
P/L at expiry vs today At expiry Today ±1σ
$82$100$118
Max Profit
$438
Max Loss
−$62
Net Debit (cost)
$62
Breakeven(s)
$95.62, $104.38
Position Greeks
Δ
0.29
Γ
−0.249
Θ
1.03
ν
−1.13
Time decay (price held)

Simulation

Forward simulation of 6,000 lognormal price paths to expiration — not a historical backtest.

Win rate
21%
Mean P/L
−$2
Median
−$62
Exp. move (1σ)
16%
5th pct
−$62
25th pct
−$62
75th pct
−$62
95th pct
$330

Strategy analysis

Simulated price paths (time × price)
now $100BE $96BE $104$76$102$1280d15d30d
$-56$187$430

Greeks vs price

Δ — $ P/L per $1 move in the underlying (share-equivalent exposure).
Θ — $ P/L per day from time decay.
ν — $ P/L per +1% in implied volatility.
Γ — how fast delta changes per $1 move.

Price × volatility (today)

−30%−15%IV+15%+30%
$125−$49−$41−$37−$34−$33
$120−$37−$30−$27−$26−$27
$115−$19−$16−$17−$19−$22
$110$2−$3−$8−$13−$17
$105$20$8−$1−$9−$14
$100$26$11$0−$8−$14
$95$16$4−$4−$11−$17
$90−$8−$11−$15−$19−$22
$85−$33−$29−$28−$29−$30
$80−$51−$45−$41−$39−$38
$75−$60−$56−$52−$49−$47
Analyze QBTS in the calculator → Share this pick ↗

Illustrative example at QBTS's latest available price, computed with the same engine as the tool. Live option fills and the real IV skew refresh during US market hours.

Implied volatility

QBTS typically trades with elevated implied volatility, so its options carry richer premiums. Implied volatility drives option prices, so it is worth checking the live chain before you trade.

QBTS insider trading activity (SEC Form 4)

Open-market insider transactions at QBTS over roughly the last six months, from SEC Form 4 filings. Open-market buys are the rarer, more telling signal — routine selling under pre-arranged plans is common, so read a net-selling figure with that in mind.

Open-market buys
0 · —
Open-market sells
18 · $37.4M
Net (buy − sell)
−$37.4M
InsiderActionSharesValueDate
AMES SOPHIE CSell3,070$52K2026-07-20
Ghai RohitSell13,518$357K2026-06-15
Markovich John M.Sell100,000$2.6M2026-06-15
Markovich John M.Sell100,000$2.6M2026-06-15
Markovich John M.Sell46,043$1.1M2026-06-12
Markovich John M.Sell70$2K2026-06-09

Source: SEC Form 4 filings via Finnhub. Open-market purchases (P) and sales (S) only — grants, option exercises, gifts and tax withholding are excluded. Informational context, not investment advice.

Earnings & IV crush

QBTS's next earnings report is due around November 5, 2026. Options that expire after it price in a binary move, so their implied volatility is elevated and usually collapses right after the announcement — an "IV crush". If your expiration falls before this date, the trade sidesteps the event.

Key figures

Market cap
$7.0B
Beta (vs market)
2.16
52-week range
$12.75–$46.75
Short interest
20.0% of float · 3.5 days to cover

With 20.0% of QBTS's float sold short, squeeze and gap risk are elevated — one reason its options can stay expensive.

How to choose an options strategy for QBTS

Start with your outlook on QBTS, then match it to a defined-risk structure. Here are the most common choices and when each makes sense:

Bullish

You expect QBTS to rise

Buy a call for leverage with capped risk, or a bull call spread to lower the cost and breakeven when you have a target price.

Long Call → Bull Call Spread →

Bearish

You expect QBTS to fall

Buy a put to profit from a decline with defined risk, or a bear put spread to cheapen the trade when you expect a measured move down.

Long Put → Bear Put Spread →

Neutral

You expect QBTS to trade in a range

Sell an iron condor to collect premium while QBTS stays between two strikes, or write a covered call against shares you already own.

Iron Condor → Covered Call →

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How we pick the best strategy

For each ticker we pull the live option chain, build every supported strategy around the at-the-money strikes, and score them on probability of profit, risk/reward and capital efficiency — favouring defined-risk structures where the maximum loss is known up front. Methodology →

Open QBTS in the free calculator →

Frequently asked questions

What is the best options strategy for QBTS?

It depends on your outlook. Bullish traders often use a long call or bull call spread on QBTS; bearish traders a long put or bear put spread; neutral traders an iron condor or covered call. Our live scan above shows the current highest-scoring defined-risk play.

Are QBTS options liquid enough to trade?

D-Wave Quantum (QBTS) is among the most actively-traded US options, which usually means tight bid/ask spreads and plenty of strikes and expirations — though you should always check the open interest and spread on the exact contract.

How much money do I need to trade QBTS options?

Buying a single QBTS call or put can cost as little as the premium (often one to a few hundred dollars), while income strategies like a cash-secured put need enough capital to buy 100 shares if assigned.

Is this financial advice?

No. Everything here is educational and uses delayed, third-party data. It is not a recommendation to trade QBTS or any security. Do your own research.

What does D-Wave Quantum do?

D-Wave Quantum (QBTS) operates in the Computer Hardware industry. The "About D-Wave Quantum" section above gives a fuller picture of what the company does and how it earns money.

Does D-Wave Quantum pay a dividend?

We don't show a confirmed dividend yield for D-Wave Quantum here, so treat it as uncertain: before writing calls, check its current dividend and ex-dividend date with your broker — an approaching ex-dividend date can trigger early assignment on in-the-money short calls.

When does D-Wave Quantum next report earnings?

D-Wave Quantum's next earnings are expected around November 5, 2026. Implied volatility usually climbs into the report and drops sharply afterwards (IV crush) — important for any options position held over the date.

Tickers related to QBTS

Comparing QBTS with similar names can help you choose the best options strategy:

IONQIonQRGTIRigetti Computing

Company information

Headquarters
2650 East Bayshore Road, Palo Alto, CA, 94303, United States
Industry
Computer Hardware
Employees
382
CEO
Dr. Alan E. Baratz Ph.D.
Phone
604 285 2881
Website
www.dwavequantum.com

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Educational use only. Quotes are delayed ~15 minutes and nothing here is financial advice. Options trading involves substantial risk of loss. Privacy · Terms.