QQQ option chain Invesco QQQ Trust, Series 1
Cboe delayed options data · as of 03:37 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±2.3% (692.97–726.23) · ATM IV 16.1% · P/C open interest 1.23
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 58.18 | 63.00 | 26.1% | 0.97 | 0.0021 | -0.088 | 650 | 0.3400 | 0.5100 | 179 | 213 | 27.0% | -0.03 | 0.0021 | -0.096 | ||
| 53.26 | 58.00 | 24.5% | 0.96 | 0.0025 | -0.100 | 655 | 0.4000 | 0.5900 | 405 | 66 | 25.8% | -0.04 | 0.0025 | -0.107 | ||
| 48.50 | 53.34 | 6 | 25.0% | 0.95 | 0.0031 | -0.114 | 660 | 0.4900 | 0.6800 | 245 | 146 | 24.5% | -0.05 | 0.0031 | -0.121 | |
| 43.50 | 48.47 | 10 | 23.4% | 0.94 | 0.0038 | -0.131 | 665 | 0.6000 | 0.8400 | 35 | 388 | 23.4% | -0.06 | 0.0038 | -0.137 | |
| 38.65 | 43.50 | 3 | 7 | 21.8% | 0.93 | 0.0047 | -0.150 | 670 | 0.7600 | 1.00 | 43 | 580 | 22.3% | -0.07 | 0.0048 | -0.155 |
| 34.00 | 38.88 | 10 | 21.4% | 0.91 | 0.0059 | -0.173 | 675 | 0.9700 | 1.24 | 178 | 324 | 21.0% | -0.09 | 0.0059 | -0.178 | |
| 29.21 | 34.00 | 19.8% | 0.89 | 0.0074 | -0.200 | 680 | 0 | 3.00 | 539 | 229 | 22.1% | -0.11 | 0.0074 | -0.204 | ||
| 24.65 | 29.50 | 10 | 10 | 19.0% | 0.85 | 0.0092 | -0.229 | 685 | 0.3500 | 3.16 | 556 | 414 | 19.5% | -0.15 | 0.0093 | -0.234 |
| 20.12 | 25.00 | 38 | 18 | 17.8% | 0.81 | 0.0114 | -0.261 | 690 | 0.2100 | 5.00 | 1,138 | 188 | 19.1% | -0.19 | 0.0115 | -0.266 |
| 16.00 | 20.89 | 2 | 81 | 17.3% | 0.76 | 0.0138 | -0.292 | 695 | 1.67 | 3.80 | 282 | 248 | 18.0% | -0.24 | 0.0140 | -0.297 |
| 12.00 | 15.89 | 934 | 181 | 14.1% | 0.69 | 0.0164 | -0.318 | 700 | 2.00 | 5.15 | 531 | 465 | 15.5% | -0.31 | 0.0166 | -0.322 |
| 9.57 | 13.36 | 1,051 | 180 | 17.9% | 0.61 | 0.0187 | -0.332 | 705 | 5.63 | 6.00 | 473 | 342 | 15.9% | -0.40 | 0.0190 | -0.337 |
| 6.00 | 10.22 | 415 | 294 | 15.0% | 0.51 | 0.0204 | -0.328 | 710 | 7.04 | 10.00 | 225 | 388 | 17.1% | -0.49 | 0.0208 | -0.335 |
| 3.00 | 6.27 | 839 | 479 | 13.1% | 0.41 | 0.0208 | -0.304 | 715 | 9.75 | 12.50 | 147 | 178 | 16.5% | -0.60 | 0.0213 | -0.311 |
| 2.50 | 3.41 | 515 | 369 | 13.7% | 0.30 | 0.0195 | -0.260 | 720 | 11.62 | 15.41 | 10 | 68 | 14.6% | -0.71 | 0.0201 | -0.267 |
| 0 | 5.00 | 1,243 | 461 | 13.1% | 0.20 | 0.0164 | -0.201 | 725 | 14.50 | 18.93 | 16 | 24 | 12.1% | -0.81 | 0.0176 | -0.210 |
| 0 | 1.25 | 443 | 391 | 11.3% | 0.12 | 0.0123 | -0.139 | 730 | 20.10 | 23.35 | 28 | 15.6% | -0.90 | 0.0147 | -0.167 | |
| 0.4200 | 0.6200 | 330 | 228 | 12.8% | 0.07 | 0.0082 | -0.087 | 735 | 23.48 | 28.00 | 13.3% | -0.97 | 0.0097 | -0.109 | ||
| 0.1500 | 0.3200 | 265 | 304 | 12.3% | 0.04 | 0.0051 | -0.052 | 740 | 28.10 | 33.00 | -1.00 | 0.0016 | -0.081 | |||
| 0.0600 | 0.1800 | 106 | 188 | 12.7% | 0.02 | 0.0030 | -0.031 | 745 | 33.11 | 38.00 | -1.00 | 0.0000 | -0.081 | |||
| 0.0100 | 0.1000 | 171 | 154 | 13.0% | 0.01 | 0.0018 | -0.019 | 750 | 38.11 | 43.00 | -1.00 | 0.0000 | -0.081 | |||
| 0 | 0.0800 | 45 | 92 | 13.7% | 0.01 | 0.0012 | -0.013 | 755 | 43.11 | 48.00 | -1.00 | 0.0000 | -0.081 | |||
| 0 | 0.0700 | 8 | 9 | 14.8% | 0.01 | 0.0008 | -0.010 | 760 | 48.11 | 53.00 | -1.00 | 0.0000 | -0.081 | |||
| 0 | 0.0600 | 10 | 15.7% | 0.00 | 0.0006 | -0.008 | 765 | 53.11 | 58.00 | -1.00 | 0.0000 | -0.081 | ||||
| 0 | 0.0600 | 17.0% | 0.00 | 0.0004 | -0.007 | 770 | 58.44 | 63.00 | 25.3% | -1.00 | 0.0000 | -0.081 | ||||
| 0 | 0.0200 | 1 | 16.3% | 0.00 | 0.0004 | -0.006 | 775 | 63.11 | 68.00 | -1.00 | 0.0000 | -0.081 | ||||
| 0 | 0.0500 | 19.0% | 0.00 | 0.0003 | -0.006 | 780 | 68.16 | 72.77 | -1.00 | 0.0000 | -0.081 | |||||
| 0 | 0.0500 | 20.2% | 0.00 | 0.0003 | -0.006 | 785 | 73.11 | 78.00 | -1.00 | 0.0000 | -0.081 | |||||
| 0 | 0.0500 | 21.3% | 0.00 | 0.0002 | -0.006 | 790 | 78.10 | 83.00 | -1.00 | 0.0000 | -0.081 | |||||
| 0 | 0.0500 | 22.4% | 0.00 | 0.0002 | -0.005 | 795 | 83.16 | 87.99 | -1.00 | 0.0000 | -0.081 | |||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 14, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs