TQQQ option chain ProShares UltraPro QQQ

Expiration 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 ±7.8% (64.28–75.11) · ATM IV 49.6% · P/C open interest 2.10

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
12.40	13.45		1	70.3%	0.93	0.0135	-0.045	57	0.0100	0.4000	17	451	65.6%	-0.07	0.0136	-0.047
11.25	13.20			79.4%	0.92	0.0157	-0.049	58	0.0100	0.5400	2	2	65.2%	-0.08	0.0157	-0.051
10.55	11.50		6	65.4%	0.90	0.0182	-0.054	59	0.0900	0.6700	1	17	65.6%	-0.10	0.0182	-0.055
8.75	11.25	30		59.2%	0.89	0.0211	-0.059	60	0.1800	0.5900	4	15	60.8%	-0.11	0.0211	-0.060
8.85	9.50		121	61.1%	0.87	0.0244	-0.064	61	0.2100	0.8800	1	1	61.8%	-0.13	0.0244	-0.065
7.90	8.85		1	62.2%	0.85	0.0280	-0.070	62	0.4100	1.00	1	31	61.6%	-0.15	0.0281	-0.071
6.85	7.90		3	56.4%	0.82	0.0321	-0.075	63	0.6000	1.10	327	127	60.1%	-0.18	0.0322	-0.076
6.15	6.90		6	54.6%	0.79	0.0365	-0.081	64	0.9500	1.11	23	2	58.8%	-0.21	0.0366	-0.082
5.20	6.30	2	122	53.9%	0.75	0.0411	-0.086	65	0.9200	1.48	38	31	56.4%	-0.25	0.0412	-0.087
4.70	6.00	7		60.3%	0.71	0.0457	-0.091	66	0.4500	1.62	22	2	46.1%	-0.29	0.0458	-0.091
3.50	5.55	3		56.4%	0.66	0.0502	-0.094	67	1.64	2.15	10	15	57.0%	-0.34	0.0504	-0.095
3.40	4.65		102	58.1%	0.61	0.0543	-0.096	68	1.83	2.20	6	10	51.5%	-0.39	0.0545	-0.097
2.76	3.30	60	4	49.6%	0.56	0.0577	-0.097	69	2.09	2.53	88	39	48.5%	-0.44	0.0579	-0.097
2.25	2.79	16	7	49.2%	0.50	0.0600	-0.095	70	2.44	3.35	498	11	49.9%	-0.50	0.0602	-0.096
1.58	2.55	5		48.8%	0.44	0.0609	-0.091	71	3.05	3.60			47.4%	-0.56	0.0612	-0.092
1.04	2.09	34	12	46.4%	0.38	0.0602	-0.086	72	3.50	4.10			44.4%	-0.63	0.0605	-0.086
1.00	1.35	10		44.8%	0.31	0.0576	-0.078	73	4.40	4.80	11		46.6%	-0.69	0.0581	-0.078
0.7600	1.16	14	16	45.7%	0.26	0.0535	-0.069	74	4.95	5.85			48.0%	-0.74	0.0540	-0.069
0.1700	0.9900	128	11	41.5%	0.20	0.0480	-0.059	75	5.50	6.80	3	1	47.4%	-0.80	0.0485	-0.059
0.1800	0.8000	18		43.4%	0.16	0.0416	-0.050	76	6.60	7.25			46.1%	-0.84	0.0422	-0.049
0.3000	0.4600	11	1	44.0%	0.12	0.0350	-0.040	77	6.80	8.25	7	114	35.7%	-0.88	0.0356	-0.040
0.2100	0.3700	17		44.4%	0.09	0.0286	-0.032	78	8.00	9.35			46.0%	-0.91	0.0294	-0.032
0	0.4200	1	1	44.3%	0.07	0.0229	-0.025	79	8.95	10.45			50.7%	-0.94	0.0241	-0.025
0	0.6000			51.8%	0.05	0.0182	-0.020	80	9.45	11.80			51.0%	-0.96	0.0196	-0.021
0.0200	0.4000	6		50.8%	0.04	0.0145	-0.016	81	10.25	12.00				-0.97	0.0163	-0.017
0	0.9500			65.8%	0.03	0.0117	-0.014	82	11.20	13.75			48.3%	-0.98	0.0136	-0.015
0	0.9500			69.2%	0.03	0.0097	-0.012	83	12.80	14.75			67.7%	-0.98	0.0115	-0.013
0	0.9400			72.4%	0.02	0.0082	-0.011	84	13.80	15.70			69.9%	-0.99	0.0096	-0.011
0	0.9300			75.4%	0.02	0.0070	-0.010	85	14.80	16.70			73.2%	-0.99	0.0079	-0.010
0	0.9200			78.4%	0.02	0.0062	-0.009	86	15.75	17.70			75.2%	-0.99	0.0066	-0.009

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 16, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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TQQQ option chain ProShares UltraPro QQQ

Volatility smile — Sep 16, 2026

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