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 ±17.7% (31.66–45.27) · ATM IV 59.6% · P/C open interest —
| 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 | |
| 4.35 | 4.65 | 46.0% | 0.75 | 0.0530 | -0.024 | 35 | 1.47 | 1.78 | 7 | 53.9% | -0.31 | 0.0507 | -0.025 | |||
| 3.35 | 6.15 | 58.9% | 0.72 | 0.0545 | -0.026 | 35.5 | 1.17 | 2.02 | 1,562 | 49.4% | -0.34 | 0.0523 | -0.026 | |||
| 3.75 | 6.10 | 2 | 68.3% | 0.69 | 0.0557 | -0.027 | 36 | 1.59 | 2.24 | 1,371 | 51.7% | -0.36 | 0.0536 | -0.027 | ||
| 3.55 | 4.80 | 90 | 59.1% | 0.66 | 0.0564 | -0.028 | 36.5 | 1.32 | 3.40 | 2 | 55.9% | -0.39 | 0.0546 | -0.028 | ||
| 2.01 | 5.65 | 57.6% | 0.63 | 0.0567 | -0.029 | 37 | 0.4600 | 4.35 | 52.3% | -0.42 | 0.0553 | -0.029 | ||||
| 1.78 | 5.40 | 58.0% | 0.60 | 0.0566 | -0.030 | 37.5 | 0.7400 | 4.60 | 52.5% | -0.45 | 0.0556 | -0.029 | ||||
| 2.77 | 4.10 | 59.6% | 0.57 | 0.0561 | -0.030 | 38 | 3.00 | 3.45 | 2 | 57.8% | -0.47 | 0.0557 | -0.030 | |||
| 2.67 | 3.15 | 10 | 54.2% | 0.54 | 0.0554 | -0.031 | 38.5 | 3.10 | 4.70 | 2 | 64.9% | -0.50 | 0.0554 | -0.030 | ||
| 2.51 | 3.30 | 2 | 58.1% | 0.52 | 0.0544 | -0.031 | 39 | 1.66 | 5.15 | 50.6% | -0.53 | 0.0548 | -0.031 | |||
| 2.46 | 2.80 | 1 | 56.8% | 0.49 | 0.0534 | -0.031 | 39.5 | 2.00 | 5.70 | 53.2% | -0.55 | 0.0541 | -0.031 | |||
| 2.17 | 2.93 | 28 | 58.8% | 0.47 | 0.0521 | -0.031 | 40 | 2.34 | 6.05 | 53.7% | -0.57 | 0.0531 | -0.031 | |||
| 0.5900 | 4.35 | 60.7% | 0.44 | 0.0508 | -0.031 | 40.5 | 2.70 | 6.40 | 54.1% | -0.59 | 0.0520 | -0.031 | ||||
| 1.97 | 4.25 | 1 | 75.4% | 0.42 | 0.0494 | -0.031 | 41 | 4.35 | 5.45 | 54.2% | -0.62 | 0.0507 | -0.031 | |||
| 1.75 | 4.10 | 4 | 75.1% | 0.40 | 0.0480 | -0.031 | 41.5 | 5.45 | 6.15 | 3 | 64.8% | -0.64 | 0.0494 | -0.030 | ||
| 1.82 | 2.16 | 4 | 60.8% | 0.39 | 0.0466 | -0.031 | 42 | 4.95 | 6.30 | 1,370 | 54.4% | -0.65 | 0.0480 | -0.030 | ||
| 0.5000 | 3.65 | 65.1% | 0.37 | 0.0452 | -0.031 | 42.5 | 5.45 | 6.70 | 1,562 | 55.9% | -0.67 | 0.0466 | -0.030 | |||
| 0.1100 | 3.85 | 65.9% | 0.35 | 0.0438 | -0.031 | 43 | 4.65 | 8.25 | 55.8% | -0.69 | 0.0452 | -0.029 | ||||
| 1.40 | 2.06 | 90 | 63.6% | 0.34 | 0.0424 | -0.031 | 43.5 | 5.95 | 7.50 | 2 | 53.1% | -0.70 | 0.0437 | -0.029 | ||
| 1.18 | 2.81 | 71.2% | 0.32 | 0.0410 | -0.031 | 44 | 6.15 | 7.95 | 6 | 51.2% | -0.72 | 0.0423 | -0.028 | |||
| 0 | 3.60 | 69.8% | 0.31 | 0.0397 | -0.031 | 44.5 | 5.95 | 9.35 | 55.8% | -0.73 | 0.0409 | -0.028 | ||||
| 0.5200 | 1.90 | 59.8% | 0.30 | 0.0385 | -0.030 | 45 | 6.40 | 9.75 | 56.0% | -0.74 | 0.0395 | -0.027 | ||||
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 — Oct 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs