SQQQ option chain ProShares - UltraPro Short QQQ
Cboe delayed options data · as of 06:43 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 ±13.9% (32.24–42.61) · ATM IV 66.3% · P/C open interest 0.37
| 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 | |
| 15.45 | 19.50 | 0.99 | 0.0020 | -0.001 | 20 | 0 | 2.13 | 220.2% | -0.01 | 0.0018 | -0.004 | |||||
| 13.45 | 17.50 | 0.99 | 0.0028 | -0.002 | 22 | 0 | 2.13 | 193.7% | -0.01 | 0.0025 | -0.004 | |||||
| 12.45 | 16.30 | 0.99 | 0.0032 | -0.002 | 23 | 0 | 2.13 | 181.2% | -0.01 | 0.0030 | -0.004 | |||||
| 11.45 | 15.40 | 0.99 | 0.0038 | -0.002 | 24 | 0 | 1.00 | 134.4% | -0.01 | 0.0036 | -0.004 | |||||
| 10.45 | 14.30 | 0.99 | 0.0046 | -0.002 | 25 | 0 | 2.13 | 1 | 157.8% | -0.01 | 0.0043 | -0.004 | ||||
| 9.45 | 13.40 | 0.99 | 0.0055 | -0.003 | 26 | 0 | 2.14 | 146.9% | -0.01 | 0.0052 | -0.004 | |||||
| 8.45 | 12.35 | 2 | 0.98 | 0.0068 | -0.003 | 27 | 0 | 2.14 | 136.2% | -0.02 | 0.0066 | -0.004 | ||||
| 7.50 | 11.35 | 0.98 | 0.0089 | -0.004 | 28 | 0 | 2.16 | 19 | 126.1% | -0.02 | 0.0087 | -0.005 | ||||
| 6.50 | 10.45 | 0.97 | 0.0127 | -0.006 | 29 | 0 | 1.15 | 62 | 92.4% | -0.03 | 0.0125 | -0.007 | ||||
| 6.05 | 9.90 | 1 | 0.96 | 0.0155 | -0.007 | 29.5 | 0 | 2.20 | 10 | 111.5% | -0.04 | 0.0153 | -0.008 | |||
| 6.05 | 9.50 | 15 | 62.0% | 0.95 | 0.0189 | -0.009 | 30 | 0.0900 | 0.1600 | 1 | 71 | 55.4% | -0.05 | 0.0188 | -0.010 | |
| 5.10 | 8.90 | 1 | 1 | 0.94 | 0.0229 | -0.012 | 30.5 | 0 | 0.7500 | 6 | 69.2% | -0.06 | 0.0228 | -0.013 | ||
| 4.65 | 8.45 | 38 | 0.92 | 0.0272 | -0.014 | 31 | 0 | 0.4500 | 298 | 340 | 56.4% | -0.08 | 0.0271 | -0.015 | ||
| 4.25 | 8.05 | 49 | 40.9% | 0.90 | 0.0318 | -0.017 | 31.5 | 0.1900 | 0.5200 | 1 | 25 | 60.2% | -0.10 | 0.0317 | -0.018 | |
| 5.00 | 6.45 | 5 | 52 | 44.1% | 0.88 | 0.0364 | -0.021 | 32 | 0.0900 | 0.6300 | 4 | 41 | 56.6% | -0.12 | 0.0364 | -0.021 |
| 4.50 | 6.45 | 264 | 54.4% | 0.85 | 0.0410 | -0.024 | 32.5 | 0.0100 | 0.9100 | 1 | 17 | 57.3% | -0.14 | 0.0410 | -0.025 | |
| 4.20 | 5.60 | 23 | 20 | 46.9% | 0.83 | 0.0455 | -0.027 | 33 | 0.2600 | 1.01 | 3 | 31 | 60.2% | -0.17 | 0.0455 | -0.028 |
| 4.00 | 5.20 | 76 | 51.4% | 0.80 | 0.0496 | -0.030 | 33.5 | 0.4100 | 1.13 | 41 | 60.7% | -0.20 | 0.0496 | -0.031 | ||
| 3.75 | 5.65 | 3 | 36 | 67.5% | 0.77 | 0.0533 | -0.034 | 34 | 0.7100 | 0.9200 | 7 | 13 | 57.7% | -0.23 | 0.0533 | -0.034 |
| 3.05 | 4.60 | 3 | 9 | 50.6% | 0.74 | 0.0563 | -0.037 | 34.5 | 0.9600 | 1.17 | 3 | 9 | 60.9% | -0.26 | 0.0564 | -0.037 |
| 2.37 | 4.20 | 1 | 154 | 44.6% | 0.70 | 0.0586 | -0.040 | 35 | 0.9400 | 1.40 | 21 | 33 | 59.0% | -0.30 | 0.0587 | -0.040 |
| 1.85 | 3.65 | 6 | 208 | 38.8% | 0.67 | 0.0603 | -0.043 | 35.5 | 1.32 | 1.92 | 5 | 66.4% | -0.33 | 0.0604 | -0.043 | |
| 2.67 | 3.30 | 11 | 216 | 54.7% | 0.63 | 0.0613 | -0.045 | 36 | 1.17 | 2.06 | 11 | 16 | 60.6% | -0.36 | 0.0614 | -0.046 |
| 2.33 | 3.45 | 32 | 59.7% | 0.60 | 0.0617 | -0.048 | 36.5 | 1.80 | 2.39 | 4 | 11 | 67.5% | -0.40 | 0.0618 | -0.048 | |
| 2.55 | 3.00 | 175 | 289 | 63.5% | 0.57 | 0.0616 | -0.049 | 37 | 2.10 | 2.50 | 100 | 114 | 66.5% | -0.43 | 0.0617 | -0.050 |
| 2.15 | 2.86 | 8 | 18 | 62.9% | 0.54 | 0.0610 | -0.051 | 37.5 | 2.11 | 3.25 | 2 | 69.7% | -0.46 | 0.0612 | -0.051 | |
| 2.03 | 2.70 | 91 | 123 | 65.1% | 0.51 | 0.0602 | -0.052 | 38 | 2.47 | 3.25 | 1 | 67.4% | -0.49 | 0.0603 | -0.052 | |
| 2.01 | 2.38 | 24 | 36 | 65.4% | 0.48 | 0.0590 | -0.053 | 38.5 | 2.95 | 3.90 | 74.5% | -0.52 | 0.0592 | -0.053 | ||
| 1.56 | 2.36 | 27 | 55 | 65.2% | 0.46 | 0.0577 | -0.054 | 39 | 3.25 | 4.15 | 175 | 177 | 73.9% | -0.54 | 0.0578 | -0.054 |
| 1.70 | 2.17 | 4 | 31 | 69.3% | 0.43 | 0.0561 | -0.054 | 39.5 | 3.50 | 5.15 | 81.9% | -0.57 | 0.0563 | -0.054 | ||
| 1.62 | 1.97 | 218 | 167 | 70.2% | 0.41 | 0.0545 | -0.055 | 40 | 3.85 | 5.15 | 3 | 78.1% | -0.59 | 0.0547 | -0.055 | |
| 1.33 | 1.86 | 1 | 70 | 73.2% | 0.36 | 0.0510 | -0.055 | 41 | 4.65 | 6.30 | 86.1% | -0.63 | 0.0513 | -0.054 | ||
| 0.8800 | 1.61 | 11 | 35 | 70.9% | 0.33 | 0.0475 | -0.054 | 42 | 5.25 | 6.45 | 76.8% | -0.67 | 0.0477 | -0.054 | ||
| 0.9300 | 1.67 | 7 | 24 | 79.4% | 0.29 | 0.0440 | -0.053 | 43 | 5.30 | 7.95 | 77.2% | -0.70 | 0.0443 | -0.053 | ||
| 0.9600 | 1.19 | 1 | 193 | 78.9% | 0.27 | 0.0407 | -0.052 | 44 | 6.95 | 8.70 | 89.8% | -0.73 | 0.0409 | -0.051 | ||
| 0.7500 | 1.31 | 5 | 117 | 83.4% | 0.24 | 0.0375 | -0.051 | 45 | 7.90 | 9.45 | 5 | 91.5% | -0.76 | 0.0378 | -0.050 | |
| 0.6500 | 0.9800 | 1 | 256 | 81.5% | 0.22 | 0.0346 | -0.049 | 46 | 9.15 | 10.20 | 1 | 97.4% | -0.78 | 0.0349 | -0.048 | |
| 0.5500 | 0.8600 | 7 | 237 | 96.5% | 0.15 | 0.0253 | -0.043 | 50 | 12.60 | 14.35 | 111.5% | -0.85 | 0.0256 | -0.042 | ||
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 — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs