D-Wave Quantum Inc (QBTS) Straddle

Trading a QBTS straddle lets you take a pure volatility position on D-Wave Quantum Inc without committing to a direction. D-Wave Quantum Inc's straddle involves buying (or selling) a call and a put at the same strike and expiration, profiting when the stock moves more (or less) than the combined premium implies. Use our scanner to evaluate QBTS straddle pricing in real time and find the moments when expected moves are mispriced.

A long straddle on QBTS profits from large moves in either direction and is a classic play into binary events like earnings, product announcements, or macro releases. A short straddle profits when D-Wave Quantum Inc stays range-bound and implied volatility contracts. The breakeven points are simple: strike plus total premium on the upside, strike minus total premium on the downside. Comparing the QBTS straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.

D-Wave Quantum Inc. develops and delivers quantum computing systems, software, and services worldwide. The company offers Advantage, a fifth-generation quantum computer; Launch, a quantum computing onboarding service; Ocean a full suite of open-source programming tools; and Leap, a cloud-based service that provides real-time access to a live quantum computer, as well as access to Advantage, hybrid solvers, the Ocean software development kit, live code, demos, learning resources, and a vibrant developer community. It also provides D-Wave Launch, a quantum professional service that guides enterprises from problem discovery through in-production application deployment.

The company's quantum solutions are used in artificial intelligence, materials sciences, drug discovery, scheduling, cybersecurity, fault detection, and financial modeling. It serves manufacturing and logistics, financial services, life sciences, and other industries. D-Wave Quantum Inc. is based in Burnaby, Canada.

Earnings, product cycles, macro prints — any time volatility itself is the trade, the QBTS straddle is the cleanest expression of that view. Our scanner prices every QBTS straddle against historical realized moves, flags expirations where the market is overpaying or underpaying for vol, and ranks setups by breakeven width and IV rank. Whether you're long a QBTS straddle into a catalyst or short a QBTS straddle to harvest decay, the options straddle setups that matter are all in one place.