SQQQ option chain ProShares - UltraPro Short QQQ
Cboe delayed options data · as of 03:43 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 ±23.9% (28.47–46.37) · ATM IV 60.3% · P/C open interest 0.72
| 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 | |
| 16.40 | 19.25 | 2 | 1.00 | 0.0014 | 0.000 | 19 | 0 | 2.05 | 1 | 122.1% | -0.02 | 0.0036 | -0.003 | |||
| 15.45 | 18.25 | 30 | 1.00 | 0.0018 | 0.000 | 20 | 0 | 0.2500 | 810 | 69.2% | -0.02 | 0.0044 | -0.004 | |||
| 14.45 | 17.25 | 1.00 | 0.0024 | 0.000 | 21 | 0 | 2.07 | 107.6% | -0.03 | 0.0054 | -0.004 | |||||
| 13.45 | 16.65 | 1.00 | 0.0032 | 0.000 | 22 | 0 | 2.09 | 66 | 101.0% | -0.03 | 0.0067 | -0.004 | ||||
| 12.50 | 15.70 | 1 | 0.99 | 0.0042 | 0.000 | 23 | 0 | 2.12 | 5 | 94.8% | -0.04 | 0.0082 | -0.005 | |||
| 11.55 | 14.75 | 0.99 | 0.0056 | -0.001 | 24 | 0 | 0.7500 | 17 | 64.9% | -0.05 | 0.0101 | -0.006 | ||||
| 11.35 | 13.60 | 6 | 69 | 0.98 | 0.0074 | -0.002 | 25 | 0.2000 | 0.3900 | 3,737 | 56.5% | -0.06 | 0.0124 | -0.007 | ||
| 9.65 | 12.90 | 7 | 0.97 | 0.0098 | -0.003 | 26 | 0.1000 | 0.7900 | 38 | 57.8% | -0.08 | 0.0150 | -0.008 | |||
| 8.75 | 11.80 | 3 | 0.96 | 0.0126 | -0.005 | 27 | 0.1900 | 0.8500 | 5 | 55.4% | -0.10 | 0.0180 | -0.010 | |||
| 8.80 | 10.75 | 0.94 | 0.0160 | -0.007 | 28 | 0.4100 | 1.05 | 1 | 18 | 56.5% | -0.12 | 0.0213 | -0.011 | |||
| 8.30 | 10.00 | 33 | 0.91 | 0.0198 | -0.009 | 29 | 0.6400 | 1.00 | 20 | 2,083 | 53.6% | -0.15 | 0.0246 | -0.013 | ||
| 7.90 | 8.85 | 137 | 2,612 | 39.5% | 0.88 | 0.0238 | -0.011 | 30 | 1.08 | 1.26 | 3,541 | 12.5K | 56.1% | -0.19 | 0.0277 | -0.015 |
| 7.00 | 8.35 | 2 | 169 | 45.7% | 0.85 | 0.0273 | -0.014 | 31 | 1.09 | 1.79 | 1 | 434 | 55.8% | -0.23 | 0.0303 | -0.017 |
| 6.45 | 7.55 | 79 | 48.8% | 0.81 | 0.0304 | -0.017 | 32 | 1.75 | 2.17 | 600 | 520 | 59.1% | -0.26 | 0.0324 | -0.019 | |
| 5.60 | 7.00 | 2 | 75 | 49.5% | 0.77 | 0.0330 | -0.019 | 33 | 1.48 | 3.05 | 2 | 106 | 57.9% | -0.30 | 0.0341 | -0.021 |
| 5.50 | 6.30 | 202 | 1,828 | 54.5% | 0.73 | 0.0351 | -0.021 | 34 | 2.38 | 3.20 | 373 | 59.5% | -0.34 | 0.0354 | -0.022 | |
| 5.00 | 6.25 | 16 | 2,182 | 59.9% | 0.69 | 0.0364 | -0.023 | 35 | 3.00 | 3.85 | 8 | 3,075 | 62.0% | -0.38 | 0.0362 | -0.023 |
| 4.60 | 5.40 | 31 | 477 | 58.7% | 0.65 | 0.0371 | -0.024 | 36 | 3.50 | 4.30 | 43 | 61.6% | -0.41 | 0.0364 | -0.024 | |
| 4.60 | 4.95 | 26 | 129 | 62.8% | 0.61 | 0.0372 | -0.026 | 37 | 3.25 | 5.10 | 404 | 111 | 57.8% | -0.45 | 0.0362 | -0.025 |
| 4.00 | 4.60 | 15 | 1,323 | 62.5% | 0.57 | 0.0368 | -0.027 | 38 | 4.90 | 5.85 | 17 | 49 | 66.5% | -0.48 | 0.0356 | -0.026 |
| 3.70 | 4.35 | 30 | 1,911 | 64.6% | 0.54 | 0.0362 | -0.028 | 39 | 5.40 | 6.50 | 3 | 391 | 66.0% | -0.51 | 0.0349 | -0.026 |
| 3.45 | 3.90 | 32 | 3,065 | 65.0% | 0.51 | 0.0353 | -0.028 | 40 | 6.25 | 7.25 | 22 | 8,658 | 68.2% | -0.54 | 0.0340 | -0.027 |
| 3.25 | 3.80 | 87 | 99 | 68.0% | 0.48 | 0.0344 | -0.029 | 41 | 6.65 | 7.85 | 1 | 65.8% | -0.57 | 0.0331 | -0.027 | |
| 2.65 | 3.90 | 95 | 69.0% | 0.45 | 0.0333 | -0.029 | 42 | 7.00 | 9.85 | 2 | 2 | 72.7% | -0.59 | 0.0320 | -0.027 | |
| 2.49 | 3.40 | 54 | 68.5% | 0.43 | 0.0322 | -0.029 | 43 | 8.75 | 9.85 | 1 | 75.0% | -0.61 | 0.0310 | -0.027 | ||
| 2.27 | 3.45 | 8 | 28 | 71.2% | 0.40 | 0.0311 | -0.029 | 44 | 9.00 | 10.60 | 1 | 71.6% | -0.63 | 0.0300 | -0.027 | |
| 2.32 | 3.15 | 54 | 3,377 | 73.1% | 0.38 | 0.0300 | -0.029 | 45 | 10.15 | 11.20 | 498 | 73.4% | -0.65 | 0.0290 | -0.027 | |
| 2.34 | 2.93 | 7 | 25 | 75.2% | 0.36 | 0.0290 | -0.029 | 46 | 10.70 | 12.95 | 2 | 79.2% | -0.67 | 0.0280 | -0.026 | |
| 2.05 | 3.10 | 12 | 77.6% | 0.34 | 0.0279 | -0.029 | 47 | 11.55 | 13.60 | 1 | 78.7% | -0.69 | 0.0270 | -0.026 | ||
| 1.96 | 2.69 | 119 | 76.9% | 0.33 | 0.0269 | -0.029 | 48 | 11.30 | 15.10 | 1 | 75.9% | -0.70 | 0.0261 | -0.026 | ||
| 1.73 | 2.68 | 158 | 78.0% | 0.31 | 0.0259 | -0.028 | 49 | 12.50 | 15.35 | 6 | 74.4% | -0.72 | 0.0252 | -0.025 | ||
| 1.86 | 2.23 | 183 | 6,305 | 78.2% | 0.30 | 0.0250 | -0.028 | 50 | 14.40 | 16.15 | 269 | 83.1% | -0.73 | 0.0243 | -0.025 | |
| 1.51 | 2.46 | 20 | 80.0% | 0.28 | 0.0241 | -0.028 | 51 | 15.15 | 17.10 | 1 | 83.4% | -0.74 | 0.0234 | -0.025 | ||
| 1.20 | 2.36 | 11 | 79.1% | 0.27 | 0.0232 | -0.027 | 52 | 15.35 | 18.25 | 1 | 80.5% | -0.76 | 0.0226 | -0.024 | ||
| 1.46 | 2.27 | 23 | 83.1% | 0.26 | 0.0224 | -0.027 | 53 | 16.25 | 19.15 | 81.3% | -0.77 | 0.0218 | -0.024 | |||
| 1.45 | 2.17 | 33 | 84.5% | 0.25 | 0.0216 | -0.027 | 54 | 17.30 | 20.50 | 12 | 87.4% | -0.78 | 0.0211 | -0.023 | ||
| 1.41 | 2.01 | 18 | 8,259 | 85.0% | 0.24 | 0.0209 | -0.026 | 55 | 18.35 | 21.00 | 1,075 | 85.7% | -0.79 | 0.0204 | -0.022 | |
| 1.26 | 2.03 | 87 | 86.1% | 0.23 | 0.0202 | -0.026 | 56 | 18.75 | 22.35 | 8 | 85.7% | -0.80 | 0.0197 | -0.022 | ||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs