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 ±14.6% (59.49–79.89) · ATM IV 53.0% · P/C open interest 1.53
| 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 | |
| 29.20 | 30.60 | 1 | 15 | 98.7% | 0.97 | 0.0033 | -0.014 | 40 | 0.2100 | 0.4000 | 132 | 2,408 | 93.7% | -0.03 | 0.0032 | -0.018 |
| 24.40 | 25.80 | 10 | 22 | 74.9% | 0.95 | 0.0054 | -0.021 | 45 | 0.4500 | 0.5200 | 263 | 2,240 | 84.4% | -0.05 | 0.0052 | -0.025 |
| 20.00 | 21.05 | 9 | 37 | 81.9% | 0.91 | 0.0086 | -0.030 | 50 | 0.7500 | 0.8400 | 839 | 3,449 | 76.6% | -0.09 | 0.0084 | -0.033 |
| 15.45 | 16.35 | 40 | 1,746 | 70.9% | 0.86 | 0.0132 | -0.040 | 55 | 1.30 | 1.37 | 280 | 2,952 | 70.3% | -0.14 | 0.0130 | -0.042 |
| 11.00 | 12.00 | 4 | 109 | 61.1% | 0.78 | 0.0191 | -0.050 | 60 | 2.07 | 2.18 | 1,405 | 3,186 | 63.6% | -0.22 | 0.0191 | -0.051 |
| 10.25 | 12.00 | 36 | 65.5% | 0.76 | 0.0204 | -0.051 | 61 | 1.83 | 2.50 | 69 | 312 | 60.1% | -0.24 | 0.0204 | -0.053 | |
| 9.75 | 10.40 | 1 | 60.6% | 0.74 | 0.0218 | -0.053 | 62 | 1.86 | 2.82 | 31 | 452 | 58.4% | -0.26 | 0.0217 | -0.054 | |
| 8.80 | 9.90 | 2 | 40 | 59.7% | 0.72 | 0.0231 | -0.054 | 63 | 2.38 | 3.20 | 39 | 168 | 59.8% | -0.28 | 0.0231 | -0.055 |
| 7.90 | 9.55 | 26 | 59.8% | 0.69 | 0.0244 | -0.055 | 64 | 2.90 | 3.50 | 7 | 78 | 60.3% | -0.30 | 0.0244 | -0.056 | |
| 7.15 | 8.25 | 12 | 444 | 54.9% | 0.67 | 0.0258 | -0.056 | 65 | 3.30 | 3.50 | 192 | 1,090 | 58.1% | -0.33 | 0.0258 | -0.057 |
| 6.60 | 7.95 | 5 | 77 | 56.7% | 0.64 | 0.0270 | -0.057 | 66 | 3.60 | 4.20 | 90 | 109 | 59.0% | -0.36 | 0.0270 | -0.058 |
| 5.95 | 7.15 | 123 | 48 | 54.8% | 0.61 | 0.0282 | -0.057 | 67 | 3.35 | 4.20 | 7 | 170 | 52.7% | -0.38 | 0.0282 | -0.058 |
| 5.60 | 6.25 | 161 | 226 | 53.7% | 0.58 | 0.0292 | -0.058 | 68 | 3.75 | 4.55 | 42 | 1,143 | 51.7% | -0.41 | 0.0293 | -0.058 |
| 4.95 | 5.60 | 43 | 315 | 52.1% | 0.55 | 0.0302 | -0.057 | 69 | 4.25 | 5.00 | 137 | 182 | 51.4% | -0.44 | 0.0303 | -0.058 |
| 4.70 | 5.05 | 315 | 1,608 | 52.7% | 0.52 | 0.0309 | -0.057 | 70 | 5.20 | 5.45 | 722 | 991 | 53.2% | -0.47 | 0.0311 | -0.057 |
| 4.15 | 5.00 | 75 | 848 | 54.1% | 0.49 | 0.0315 | -0.056 | 71 | 5.25 | 6.30 | 29 | 304 | 52.1% | -0.51 | 0.0316 | -0.056 |
| 3.60 | 4.15 | 183 | 380 | 51.1% | 0.46 | 0.0318 | -0.055 | 72 | 5.75 | 6.70 | 41 | 1,211 | 50.6% | -0.54 | 0.0320 | -0.055 |
| 3.20 | 3.80 | 54 | 523 | 51.1% | 0.43 | 0.0319 | -0.054 | 73 | 6.75 | 6.95 | 25 | 42 | 50.6% | -0.57 | 0.0321 | -0.053 |
| 2.98 | 3.45 | 56 | 230 | 51.7% | 0.39 | 0.0318 | -0.052 | 74 | 6.85 | 7.60 | 6 | 39 | 47.6% | -0.60 | 0.0320 | -0.052 |
| 2.40 | 2.81 | 198 | 898 | 48.5% | 0.36 | 0.0313 | -0.050 | 75 | 7.50 | 8.50 | 24 | 160 | 48.6% | -0.64 | 0.0316 | -0.050 |
| 2.22 | 2.38 | 52 | 239 | 48.2% | 0.33 | 0.0307 | -0.048 | 76 | 8.20 | 9.35 | 21 | 61 | 49.3% | -0.67 | 0.0309 | -0.047 |
| 1.97 | 2.09 | 80 | 1,719 | 48.0% | 0.30 | 0.0298 | -0.046 | 77 | 8.35 | 10.50 | 2 | 28 | 48.2% | -0.70 | 0.0300 | -0.045 |
| 1.60 | 1.93 | 22 | 159 | 47.7% | 0.27 | 0.0287 | -0.043 | 78 | 9.45 | 10.70 | 37 | 46.8% | -0.73 | 0.0290 | -0.042 | |
| 1.22 | 1.57 | 54 | 197 | 45.5% | 0.25 | 0.0274 | -0.041 | 79 | 10.45 | 11.60 | 25 | 48.9% | -0.75 | 0.0277 | -0.039 | |
| 1.27 | 1.35 | 397 | 1,745 | 46.9% | 0.22 | 0.0260 | -0.038 | 80 | 11.55 | 11.90 | 1 | 158 | 47.4% | -0.78 | 0.0263 | -0.036 |
| 1.06 | 1.29 | 13 | 94 | 47.3% | 0.20 | 0.0245 | -0.035 | 81 | 12.05 | 13.25 | 10 | 48.8% | -0.80 | 0.0248 | -0.034 | |
| 0.6700 | 1.00 | 32 | 148 | 44.1% | 0.17 | 0.0229 | -0.032 | 82 | 13.15 | 13.80 | 15 | 48.5% | -0.83 | 0.0232 | -0.030 | |
| 0.5400 | 1.10 | 9 | 120 | 46.0% | 0.15 | 0.0213 | -0.029 | 83 | 13.50 | 14.75 | 20 | 44.8% | -0.85 | 0.0215 | -0.028 | |
| 0.3200 | 0.7600 | 19 | 250 | 42.6% | 0.14 | 0.0196 | -0.027 | 84 | 14.40 | 15.60 | 31 | 44.4% | -0.86 | 0.0198 | -0.025 | |
| 0.4500 | 0.8300 | 1,906 | 725 | 46.5% | 0.12 | 0.0180 | -0.024 | 85 | 15.30 | 17.60 | 223 | 54.7% | -0.88 | 0.0182 | -0.022 | |
| 0.2100 | 0.3900 | 43 | 778 | 46.5% | 0.06 | 0.0110 | -0.015 | 90 | 19.75 | 21.40 | 1 | 43.1% | -0.94 | 0.0112 | -0.012 | |
| 0 | 0.3700 | 15 | 177 | 49.2% | 0.04 | 0.0068 | -0.010 | 95 | 24.45 | 26.25 | 2 | 27 | -0.97 | 0.0075 | -0.006 | |
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 — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs