SQQQ option chain ProShares - UltraPro Short QQQ
Cboe delayed options data · as of 18:38 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 ±10.8% (34.33–42.60) · ATM IV 48.7% · P/C open interest 1.06
| 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 | |
| 17.65 | 19.30 | 10 | 1.00 | 0.0020 | 0.000 | 20 | 0 | 0.2600 | 142.2% | -0.02 | 0.0036 | -0.012 | ||||
| 12.35 | 14.65 | 0.99 | 0.0046 | -0.001 | 25 | 0 | 0.2600 | 97.7% | -0.03 | 0.0081 | -0.013 | |||||
| 11.25 | 13.75 | 0.99 | 0.0055 | -0.002 | 26 | 0 | 0.2600 | 89.8% | -0.04 | 0.0096 | -0.014 | |||||
| 10.25 | 12.65 | 0.99 | 0.0065 | -0.002 | 27 | 0.0100 | 0.2600 | 14 | 82.7% | -0.04 | 0.0114 | -0.014 | ||||
| 9.35 | 11.60 | 0.99 | 0.0078 | -0.003 | 28 | 0 | 0.2700 | 3 | 75.2% | -0.04 | 0.0138 | -0.014 | ||||
| 8.40 | 10.60 | 0.98 | 0.0095 | -0.004 | 29 | 0 | 0.2800 | 6 | 68.4% | -0.05 | 0.0168 | -0.015 | ||||
| 7.40 | 9.60 | 12 | 0.98 | 0.0118 | -0.004 | 30 | 0 | 0.3100 | 18 | 62.6% | -0.06 | 0.0208 | -0.015 | |||
| 6.35 | 8.70 | 5 | 0.97 | 0.0152 | -0.005 | 31 | 0.0100 | 0.3200 | 22 | 56.2% | -0.07 | 0.0264 | -0.016 | |||
| 5.05 | 7.80 | 0.97 | 0.0200 | -0.007 | 32 | 0.0100 | 0.4000 | 21 | 51.8% | -0.09 | 0.0343 | -0.017 | ||||
| 4.55 | 7.35 | 20 | 0.96 | 0.0237 | -0.008 | 32.5 | 0.0300 | 0.3900 | 5 | 48.4% | -0.10 | 0.0394 | -0.018 | |||
| 3.90 | 7.30 | 4 | 0.95 | 0.0283 | -0.009 | 33 | 0.0100 | 0.4500 | 52 | 45.9% | -0.12 | 0.0455 | -0.020 | |||
| 3.80 | 6.95 | 12 | 30.7% | 0.93 | 0.0342 | -0.012 | 33.5 | 0.0100 | 0.5900 | 37 | 45.7% | -0.14 | 0.0524 | -0.022 | ||
| 4.40 | 4.90 | 8 | 0.92 | 0.0411 | -0.015 | 34 | 0.2100 | 0.4500 | 1 | 41 | 43.1% | -0.17 | 0.0598 | -0.025 | ||
| 3.75 | 5.95 | 5 | 58.8% | 0.89 | 0.0490 | -0.018 | 34.5 | 0.4300 | 0.7300 | 7 | 49 | 48.9% | -0.21 | 0.0672 | -0.027 | |
| 3.70 | 5.00 | 81 | 54.1% | 0.86 | 0.0572 | -0.021 | 35 | 0.5700 | 0.8000 | 33 | 4,209 | 47.9% | -0.24 | 0.0740 | -0.030 | |
| 3.30 | 4.90 | 1 | 19 | 59.2% | 0.83 | 0.0654 | -0.025 | 35.5 | 0.4000 | 1.04 | 21 | 44.2% | -0.28 | 0.0800 | -0.033 | |
| 3.00 | 3.50 | 484 | 40.7% | 0.79 | 0.0732 | -0.029 | 36 | 0.9500 | 1.12 | 30 | 6,339 | 48.6% | -0.33 | 0.0851 | -0.035 | |
| 2.77 | 2.93 | 1 | 341 | 40.1% | 0.75 | 0.0803 | -0.032 | 36.5 | 1.13 | 1.36 | 464 | 2,469 | 49.0% | -0.37 | 0.0892 | -0.037 |
| 2.35 | 2.86 | 335 | 43.8% | 0.70 | 0.0865 | -0.035 | 37 | 1.30 | 1.60 | 17 | 540 | 48.6% | -0.42 | 0.0922 | -0.038 | |
| 2.11 | 2.63 | 6 | 110 | 46.5% | 0.66 | 0.0916 | -0.038 | 37.5 | 1.48 | 1.93 | 1 | 458 | 48.9% | -0.46 | 0.0937 | -0.039 |
| 1.87 | 2.13 | 106 | 496 | 44.2% | 0.61 | 0.0943 | -0.040 | 38 | 1.72 | 2.16 | 94 | 569 | 48.1% | -0.51 | 0.0931 | -0.039 |
| 1.79 | 1.89 | 46 | 90 | 47.3% | 0.56 | 0.0945 | -0.042 | 38.5 | 2.22 | 2.38 | 210 | 50.1% | -0.55 | 0.0905 | -0.040 | |
| 1.62 | 1.70 | 160 | 372 | 49.2% | 0.52 | 0.0931 | -0.043 | 39 | 2.61 | 2.69 | 17 | 3,178 | 51.3% | -0.59 | 0.0867 | -0.040 |
| 1.42 | 1.63 | 233 | 108 | 51.5% | 0.47 | 0.0901 | -0.044 | 39.5 | 2.86 | 3.20 | 1 | 70 | 52.9% | -0.63 | 0.0823 | -0.040 |
| 1.30 | 1.38 | 675 | 2,711 | 51.9% | 0.43 | 0.0864 | -0.045 | 40 | 3.25 | 3.50 | 1 | 58 | 53.0% | -0.66 | 0.0777 | -0.039 |
| 1.15 | 1.26 | 10 | 122 | 53.2% | 0.40 | 0.0823 | -0.045 | 40.5 | 3.45 | 4.00 | 1 | 65 | 52.8% | -0.69 | 0.0730 | -0.039 |
| 0.8800 | 1.59 | 1,707 | 58.9% | 0.36 | 0.0780 | -0.045 | 41 | 3.80 | 4.40 | 28 | 99 | 52.8% | -0.72 | 0.0684 | -0.038 | |
| 0.9400 | 1.06 | 50 | 37 | 56.4% | 0.33 | 0.0735 | -0.045 | 41.5 | 3.75 | 4.80 | 6 | 45.1% | -0.74 | 0.0640 | -0.037 | |
| 0.8300 | 1.01 | 21 | 2,894 | 58.0% | 0.31 | 0.0691 | -0.044 | 42 | 4.15 | 5.30 | 1 | 57 | 46.5% | -0.76 | 0.0599 | -0.036 |
| 0.6000 | 0.8600 | 16 | 72 | 55.7% | 0.28 | 0.0648 | -0.043 | 42.5 | 4.40 | 5.60 | 7 | 38.8% | -0.78 | 0.0559 | -0.035 | |
| 0.7300 | 0.8200 | 27 | 4,431 | 61.0% | 0.26 | 0.0607 | -0.042 | 43 | 5.10 | 6.10 | 46.9% | -0.80 | 0.0522 | -0.034 | ||
| 0.4400 | 1.13 | 150 | 166 | 64.8% | 0.24 | 0.0568 | -0.041 | 43.5 | 5.05 | 6.55 | 3 | -0.81 | 0.0488 | -0.033 | ||
| 0.5100 | 1.06 | 53 | 68.2% | 0.22 | 0.0531 | -0.040 | 44 | 5.50 | 7.05 | 2 | -0.83 | 0.0456 | -0.031 | |||
| 0.5300 | 0.5900 | 35 | 288 | 66.0% | 0.19 | 0.0464 | -0.038 | 45 | 7.45 | 7.85 | 56 | 60.4% | -0.85 | 0.0398 | -0.029 | |
| 0.4500 | 0.5000 | 1 | 75 | 68.2% | 0.16 | 0.0406 | -0.036 | 46 | 7.30 | 8.80 | 4 | -0.87 | 0.0350 | -0.027 | ||
| 0.1800 | 0.8000 | 1,151 | 74.2% | 0.14 | 0.0357 | -0.034 | 47 | 8.25 | 9.75 | 2 | -0.89 | 0.0309 | -0.025 | |||
| 0.1300 | 0.5600 | 15 | 106 | 71.9% | 0.13 | 0.0316 | -0.032 | 48 | 10.05 | 10.70 | 5 | 13 | 53.4% | -0.90 | 0.0274 | -0.023 |
| 0.0100 | 0.6800 | 159 | 76.6% | 0.11 | 0.0280 | -0.030 | 49 | 9.35 | 13.35 | 355 | 53.3% | -0.91 | 0.0245 | -0.021 | ||
| 0.2200 | 0.3900 | 1 | 1,262 | 78.8% | 0.10 | 0.0250 | -0.029 | 50 | 10.30 | 14.30 | 88 | -0.92 | 0.0220 | -0.020 | ||
| 0.0200 | 0.4900 | 282 | 94.8% | 0.07 | 0.0154 | -0.024 | 55 | 15.60 | 19.15 | 5 | 79.1% | -0.95 | 0.0139 | -0.013 | ||
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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs