TQQQ option chain ProShares UltraPro QQQ
Cboe delayed options data · as of 00:38 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 ±0.7% (69.17–70.21) · ATM IV 93.6% · P/C open interest 0.98
| 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 | |
| 11.85 | 13.80 | 48 | 1 | 1.00 | 0.0007 | -0.001 | 57 | 0 | 0.0100 | 25 | -0.00 | 0.0007 | -0.001 | |||
| 10.90 | 12.80 | 55 | 1 | 1.00 | 0.0009 | -0.001 | 58 | 0 | 0.0100 | 1 | 267 | -0.00 | 0.0009 | -0.001 | ||
| 9.85 | 11.80 | 243 | 1 | 1.00 | 0.0011 | -0.001 | 59 | 0 | 0.0100 | 4 | 206 | 828.8% | -0.00 | 0.0011 | -0.001 | |
| 8.90 | 10.10 | 245 | 28 | 1.00 | 0.0014 | -0.001 | 60 | 0 | 0.0100 | 17 | 99 | 752.2% | -0.00 | 0.0014 | -0.001 | |
| 7.90 | 9.15 | 3 | 1.00 | 0.0017 | -0.001 | 61 | 0 | 0.0100 | 5 | 124 | 676.3% | -0.00 | 0.0017 | -0.001 | ||
| 6.90 | 7.70 | 7 | 43 | 1.00 | 0.0022 | -0.002 | 62 | 0 | 0.4200 | 2 | 343 | -0.00 | 0.0022 | -0.002 | ||
| 5.85 | 7.05 | 2 | 20 | 1.00 | 0.0029 | -0.002 | 63 | 0 | 0.2200 | 7 | 2,271 | 849.4% | -0.00 | 0.0029 | -0.002 | |
| 4.95 | 6.25 | 1 | 33 | 446.3% | 1.00 | 0.0039 | -0.002 | 64 | 0 | 0.1000 | 24 | 287 | 631.1% | -0.00 | 0.0039 | -0.002 |
| 4.45 | 5.05 | 259 | 429 | 688.7% | 1.00 | 0.0057 | -0.002 | 65 | 0 | 0.0200 | 281 | 9,840 | 411.0% | -0.00 | 0.0057 | -0.002 |
| 2.69 | 4.15 | 43 | 45 | 1.00 | 0.0088 | -0.002 | 66 | 0 | 0.0100 | 315 | 684 | 301.0% | -0.00 | 0.0088 | -0.002 | |
| 2.42 | 3.00 | 64 | 66 | 0.99 | 0.0164 | -0.002 | 67 | 0 | 0.0100 | 1,447 | 1,962 | 224.9% | -0.01 | 0.0164 | -0.002 | |
| 1.16 | 1.70 | 826 | 432 | 0.98 | 0.0600 | -0.005 | 68 | 0.0100 | 0.0200 | 4,501 | 1,267 | 176.3% | -0.02 | 0.0600 | -0.005 | |
| 0.5300 | 0.8100 | 4,801 | 1,226 | 132.1% | 0.87 | 0.3986 | -0.037 | 69 | 0.0300 | 0.0400 | 3,894 | 1,564 | 101.5% | -0.13 | 0.3986 | -0.037 |
| 0.0400 | 0.0500 | 18.7K | 6,262 | 85.2% | 0.17 | 0.6010 | -0.037 | 70 | 0.4200 | 0.5300 | 3,790 | 1,327 | 102.1% | -0.83 | 0.6010 | -0.037 |
| 0 | 0.0100 | 3,332 | 1,631 | 129.0% | 0.02 | 0.0620 | -0.004 | 71 | 1.35 | 1.52 | 287 | 1,352 | 180.7% | -0.98 | 0.0620 | -0.004 |
| 0 | 0.0100 | 3,123 | 4,477 | 203.1% | 0.01 | 0.0218 | -0.002 | 72 | 2.16 | 2.66 | 434 | 974 | 205.5% | -0.99 | 0.0218 | -0.002 |
| 0 | 0.0100 | 902 | 3,638 | 272.9% | 0.01 | 0.0126 | -0.002 | 73 | 3.30 | 3.55 | 115 | 273 | 335.2% | -0.99 | 0.0126 | -0.002 |
| 0 | 0.0100 | 56 | 692 | 339.7% | 0.00 | 0.0083 | -0.002 | 74 | 3.45 | 5.20 | 3 | 49 | -1.00 | 0.0083 | -0.002 | |
| 0 | 0.0100 | 59 | 2,052 | 404.1% | 0.00 | 0.0060 | -0.002 | 75 | 4.35 | 6.10 | 3 | 2 | -1.00 | 0.0060 | -0.002 | |
| 0 | 0.0100 | 10 | 901 | 466.5% | 0.00 | 0.0045 | -0.002 | 76 | 4.85 | 7.15 | 1 | -1.00 | 0.0045 | -0.002 | ||
| 0 | 0.5000 | 863 | 0.00 | 0.0036 | -0.002 | 77 | 6.90 | 7.75 | 3 | 4 | -1.00 | 0.0036 | -0.002 | |||
| 0 | 0.3400 | 265 | 0.00 | 0.0029 | -0.002 | 78 | 7.90 | 9.20 | 3 | -1.00 | 0.0029 | -0.002 | ||||
| 0 | 0.0100 | 2 | 25 | 644.0% | 0.00 | 0.0024 | -0.002 | 79 | 8.65 | 10.25 | 2 | -1.00 | 0.0024 | -0.002 | ||
| 0 | 0.0100 | 145 | 700.5% | 0.00 | 0.0020 | -0.002 | 80 | 9.85 | 11.25 | 12 | 1 | -1.00 | 0.0020 | -0.002 | ||
| 0 | 0.0100 | 11 | 755.8% | 0.00 | 0.0018 | -0.002 | 81 | 10.75 | 12.70 | 1 | -1.00 | 0.0018 | -0.002 | |||
| 0 | 0.0100 | 15 | 809.9% | 0.00 | 0.0015 | -0.002 | 82 | 11.75 | 13.70 | -1.00 | 0.0015 | -0.002 | ||||
| 0 | 0.0100 | 8 | 0.00 | 0.0013 | -0.002 | 83 | 12.75 | 14.70 | -1.00 | 0.0013 | -0.002 | |||||
| 0 | 0.0100 | 4 | 0.00 | 0.0012 | -0.002 | 84 | 13.75 | 15.70 | -1.00 | 0.0012 | -0.002 | |||||
| 0 | 0.0100 | 37 | 0.00 | 0.0011 | -0.002 | 85 | 14.75 | 16.70 | -1.00 | 0.0011 | -0.002 | |||||
| 0 | 0.0100 | 0.00 | 0.0010 | -0.002 | 86 | 15.75 | 17.70 | -1.00 | 0.0010 | -0.002 | ||||||
| 0 | 0.0100 | 0.00 | 0.0009 | -0.002 | 87 | 16.75 | 18.40 | -1.00 | 0.0009 | -0.002 | ||||||
| 0 | 0.0100 | 0.00 | 0.0008 | -0.002 | 88 | 17.25 | 19.35 | -1.00 | 0.0008 | -0.002 | ||||||
| 0 | 0.2100 | 0.00 | 0.0007 | -0.002 | 89 | 18.90 | 20.70 | -1.00 | 0.0007 | -0.002 | ||||||
| 0 | 0.0100 | 0.00 | 0.0007 | -0.002 | 90 | 19.80 | 21.30 | 1 | -1.00 | 0.0007 | -0.002 | |||||
| 0 | 0.0100 | 1 | 0.00 | 0.0006 | -0.002 | 91 | 20.30 | 22.45 | 1 | -1.00 | 0.0006 | -0.002 | ||||
| 0 | 0.0100 | 0.00 | 0.0006 | -0.002 | 92 | 21.90 | 23.20 | 12 | -1.00 | 0.0006 | -0.002 | |||||
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 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs