TQQQ option chain ProShares UltraPro QQQ
Cboe delayed options data · as of 03:38 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 ±6.6% (65.09–74.28) · ATM IV 45.4% · P/C open interest 1.92
| 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 | |
| 11.05 | 12.30 | 56.3% | 0.94 | 0.0140 | -0.039 | 58 | 0.0100 | 0.5000 | 20 | 5 | 68.9% | -0.06 | 0.0140 | -0.040 | ||
| 10.20 | 11.40 | 2 | 61.6% | 0.93 | 0.0166 | -0.043 | 59 | 0.0100 | 0.2800 | 3 | 56.3% | -0.07 | 0.0166 | -0.044 | ||
| 9.20 | 10.80 | 1 | 66.9% | 0.92 | 0.0198 | -0.047 | 60 | 0.0100 | 0.3500 | 12 | 961 | 54.1% | -0.08 | 0.0198 | -0.049 | |
| 7.65 | 9.45 | 2 | 0.90 | 0.0236 | -0.053 | 61 | 0.1700 | 0.4100 | 4 | 23 | 55.4% | -0.10 | 0.0236 | -0.054 | ||
| 7.75 | 8.55 | 2 | 61.4% | 0.88 | 0.0281 | -0.059 | 62 | 0.0100 | 0.4800 | 98 | 114 | 48.0% | -0.12 | 0.0281 | -0.060 | |
| 6.60 | 7.60 | 2 | 53.7% | 0.85 | 0.0332 | -0.066 | 63 | 0.0600 | 0.6000 | 28 | 862 | 46.7% | -0.15 | 0.0333 | -0.067 | |
| 5.65 | 6.60 | 48.6% | 0.82 | 0.0390 | -0.073 | 64 | 0.3300 | 0.7700 | 4 | 19 | 49.0% | -0.18 | 0.0391 | -0.073 | ||
| 5.05 | 6.05 | 54.4% | 0.78 | 0.0453 | -0.080 | 65 | 0.6400 | 0.9500 | 72 | 108 | 50.0% | -0.22 | 0.0454 | -0.080 | ||
| 4.30 | 5.15 | 8 | 51.7% | 0.73 | 0.0518 | -0.086 | 66 | 1.01 | 1.15 | 18 | 2,334 | 50.4% | -0.27 | 0.0518 | -0.087 | |
| 3.35 | 4.45 | 48.3% | 0.68 | 0.0581 | -0.091 | 67 | 1.01 | 1.44 | 3 | 51 | 46.4% | -0.32 | 0.0582 | -0.092 | ||
| 2.68 | 3.95 | 11 | 56 | 49.0% | 0.62 | 0.0638 | -0.095 | 68 | 1.54 | 1.73 | 11 | 36 | 47.1% | -0.38 | 0.0639 | -0.095 |
| 2.29 | 2.75 | 19 | 1,007 | 44.1% | 0.56 | 0.0683 | -0.096 | 69 | 1.88 | 2.09 | 122 | 20 | 45.3% | -0.44 | 0.0685 | -0.096 |
| 1.86 | 2.41 | 726 | 7 | 46.2% | 0.49 | 0.0711 | -0.094 | 70 | 2.08 | 2.84 | 53 | 133 | 44.6% | -0.51 | 0.0714 | -0.094 |
| 1.45 | 1.68 | 136 | 27 | 42.5% | 0.41 | 0.0717 | -0.089 | 71 | 2.60 | 3.55 | 2 | 5 | 45.3% | -0.59 | 0.0721 | -0.089 |
| 0.7900 | 1.50 | 227 | 59 | 41.7% | 0.34 | 0.0696 | -0.081 | 72 | 2.89 | 3.65 | 112 | 35.5% | -0.66 | 0.0700 | -0.081 | |
| 0.4400 | 1.11 | 44 | 33 | 39.6% | 0.27 | 0.0646 | -0.071 | 73 | 3.05 | 5.35 | 3 | 40.0% | -0.73 | 0.0651 | -0.071 | |
| 0.2300 | 0.5800 | 24 | 40 | 35.0% | 0.21 | 0.0572 | -0.059 | 74 | 4.35 | 5.90 | 3 | 9 | 43.8% | -0.80 | 0.0577 | -0.059 |
| 0.2900 | 0.4400 | 228 | 438 | 38.5% | 0.15 | 0.0481 | -0.047 | 75 | 5.40 | 6.20 | 3 | 39.3% | -0.85 | 0.0487 | -0.047 | |
| 0.0100 | 0.5600 | 3 | 4 | 39.9% | 0.11 | 0.0387 | -0.036 | 76 | 6.10 | 7.35 | 41.0% | -0.89 | 0.0394 | -0.036 | ||
| 0.1200 | 0.5800 | 8 | 2 | 46.6% | 0.08 | 0.0300 | -0.028 | 77 | 6.30 | 8.40 | 100 | -0.93 | 0.0312 | -0.028 | ||
| 0.0200 | 0.1500 | 2 | 1 | 36.5% | 0.06 | 0.0230 | -0.021 | 78 | 6.80 | 9.20 | 193 | -0.95 | 0.0244 | -0.022 | ||
| 0.0200 | 0.1600 | 3 | 402 | 40.2% | 0.04 | 0.0177 | -0.017 | 79 | 8.95 | 10.80 | 59.3% | -0.97 | 0.0196 | -0.018 | ||
| 0 | 0.5000 | 408 | 53.8% | 0.03 | 0.0140 | -0.014 | 80 | 9.25 | 11.30 | -0.98 | 0.0159 | -0.015 | ||||
| 0 | 0.5500 | 8 | 58.7% | 0.03 | 0.0114 | -0.013 | 81 | 10.80 | 12.75 | 63.0% | -0.98 | 0.0134 | -0.013 | |||
| 0 | 0.7500 | 67.0% | 0.02 | 0.0096 | -0.011 | 82 | 11.80 | 13.75 | 66.7% | -0.99 | 0.0113 | -0.011 | ||||
| 0 | 0.7500 | 70.6% | 0.02 | 0.0082 | -0.011 | 83 | 12.80 | 14.75 | 70.3% | -0.99 | 0.0096 | -0.010 | ||||
| 0 | 0.7500 | 74.1% | 0.02 | 0.0072 | -0.010 | 84 | 13.85 | 15.75 | 75.0% | -0.99 | 0.0081 | -0.010 | ||||
| 0 | 0.5500 | 89 | 72.1% | 0.02 | 0.0064 | -0.010 | 85 | 14.75 | 16.75 | 75.9% | -0.99 | 0.0070 | -0.009 | |||
| 0 | 0.7500 | 80.8% | 0.01 | 0.0057 | -0.009 | 86 | 15.75 | 17.75 | 79.2% | -0.99 | 0.0061 | -0.009 | ||||
| 0 | 0.7000 | 82.7% | 0.01 | 0.0051 | -0.009 | 87 | 16.75 | 18.75 | 82.4% | -0.99 | 0.0054 | -0.008 | ||||
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 14, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs