TQQQ option chain ProShares UltraPro QQQ
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 ±6.3% (67.69–76.79) · ATM IV 56.2% · P/C open interest 0.34
| 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 | |
| 16.30 | 19.20 | 4 | 0.98 | 0.0049 | -0.033 | 54 | 0.0700 | 0.1100 | 16 | 2 | 106.5% | -0.02 | 0.0049 | -0.035 | ||
| 16.00 | 18.55 | 81.6% | 0.97 | 0.0057 | -0.037 | 55 | 0.0900 | 0.1000 | 49 | 1 | 101.6% | -0.03 | 0.0057 | -0.039 | ||
| 15.30 | 17.45 | 99.7% | 0.97 | 0.0067 | -0.041 | 56 | 0.1000 | 0.2500 | 11 | 1 | 107.0% | -0.03 | 0.0067 | -0.043 | ||
| 13.60 | 16.25 | 4 | 0.96 | 0.0079 | -0.046 | 57 | 0.1100 | 0.3700 | 3 | 107.6% | -0.04 | 0.0079 | -0.048 | |||
| 13.05 | 15.15 | 0.96 | 0.0093 | -0.052 | 58 | 0.0400 | 0.3800 | 38 | 98.3% | -0.04 | 0.0093 | -0.053 | ||||
| 12.10 | 14.10 | 106 | 100 | 0.95 | 0.0110 | -0.058 | 59 | 0.1200 | 0.3700 | 3 | 12 | 95.2% | -0.05 | 0.0110 | -0.060 | |
| 11.10 | 13.20 | 8 | 113 | 0.94 | 0.0130 | -0.065 | 60 | 0.1900 | 0.3000 | 50 | 302 | 88.9% | -0.06 | 0.0130 | -0.067 | |
| 10.15 | 12.70 | 75.7% | 0.93 | 0.0154 | -0.074 | 61 | 0.2300 | 0.4100 | 10 | 81 | 88.1% | -0.07 | 0.0155 | -0.075 | ||
| 9.40 | 11.25 | 58.2% | 0.92 | 0.0183 | -0.083 | 62 | 0.1700 | 0.3700 | 10 | 21 | 78.1% | -0.08 | 0.0183 | -0.084 | ||
| 8.40 | 10.40 | 11 | 61.5% | 0.90 | 0.0216 | -0.092 | 63 | 0.3300 | 0.5700 | 78 | 41 | 82.4% | -0.10 | 0.0216 | -0.093 | |
| 7.35 | 8.85 | 0.88 | 0.0255 | -0.103 | 64 | 0.4100 | 0.6400 | 133 | 95 | 79.1% | -0.12 | 0.0255 | -0.104 | |||
| 6.45 | 7.95 | 2 | 0.86 | 0.0299 | -0.114 | 65 | 0.5000 | 0.8300 | 138 | 101 | 78.0% | -0.14 | 0.0300 | -0.115 | ||
| 5.75 | 7.05 | 1 | 44.1% | 0.83 | 0.0350 | -0.125 | 66 | 0.6100 | 0.7600 | 47 | 709 | 71.2% | -0.17 | 0.0350 | -0.126 | |
| 5.50 | 6.30 | 13 | 19 | 61.7% | 0.80 | 0.0405 | -0.136 | 67 | 0.7500 | 0.9700 | 88 | 648 | 69.8% | -0.20 | 0.0405 | -0.137 |
| 4.75 | 5.35 | 74 | 121 | 59.1% | 0.76 | 0.0465 | -0.146 | 68 | 0.8500 | 0.9900 | 198 | 117 | 63.5% | -0.24 | 0.0466 | -0.147 |
| 3.55 | 4.55 | 5 | 245 | 50.8% | 0.71 | 0.0528 | -0.155 | 69 | 1.12 | 1.67 | 2 | 123 | 68.8% | -0.29 | 0.0528 | -0.156 |
| 3.35 | 3.80 | 240 | 301 | 56.8% | 0.66 | 0.0590 | -0.162 | 70 | 1.40 | 1.50 | 111 | 279 | 60.6% | -0.34 | 0.0590 | -0.162 |
| 2.74 | 3.10 | 61 | 41 | 55.5% | 0.60 | 0.0646 | -0.165 | 71 | 1.70 | 2.07 | 15 | 155 | 61.5% | -0.40 | 0.0647 | -0.165 |
| 2.35 | 2.47 | 90 | 161 | 56.2% | 0.53 | 0.0691 | -0.164 | 72 | 2.06 | 2.22 | 14 | 33 | 56.2% | -0.47 | 0.0692 | -0.164 |
| 1.85 | 1.95 | 89 | 81 | 55.2% | 0.46 | 0.0716 | -0.158 | 73 | 2.37 | 2.80 | 60 | 117 | 54.0% | -0.54 | 0.0718 | -0.158 |
| 1.36 | 1.45 | 346 | 613 | 53.6% | 0.39 | 0.0714 | -0.147 | 74 | 3.05 | 3.30 | 45 | 53.7% | -0.61 | 0.0717 | -0.147 | |
| 1.01 | 1.07 | 1,175 | 4,119 | 51.7% | 0.32 | 0.0682 | -0.132 | 75 | 3.55 | 4.00 | 70 | 104 | 51.8% | -0.68 | 0.0686 | -0.132 |
| 0.7100 | 0.7900 | 225 | 155 | 50.8% | 0.25 | 0.0622 | -0.113 | 76 | 4.35 | 4.95 | 7 | 206 | 55.9% | -0.75 | 0.0626 | -0.114 |
| 0.4400 | 0.5300 | 389 | 602 | 48.6% | 0.19 | 0.0542 | -0.094 | 77 | 5.10 | 5.50 | 3 | 110 | 51.5% | -0.81 | 0.0547 | -0.094 |
| 0.2900 | 0.3800 | 96 | 192 | 48.4% | 0.14 | 0.0451 | -0.075 | 78 | 5.95 | 6.80 | 4 | 44 | 60.5% | -0.86 | 0.0457 | -0.075 |
| 0.1600 | 0.2400 | 25 | 47 | 46.8% | 0.10 | 0.0360 | -0.057 | 79 | 6.70 | 7.70 | 6 | 59.6% | -0.90 | 0.0367 | -0.058 | |
| 0.1300 | 0.1600 | 225 | 2,951 | 47.8% | 0.07 | 0.0278 | -0.043 | 80 | 7.30 | 9.25 | 1 | 178 | 68.3% | -0.93 | 0.0285 | -0.043 |
| 0.0700 | 0.1200 | 1 | 199 | 47.9% | 0.05 | 0.0209 | -0.032 | 81 | 8.00 | 10.90 | 1 | 5 | 80.9% | -0.96 | 0.0217 | -0.032 |
| 0.0400 | 0.0800 | 2 | 54 | 47.9% | 0.03 | 0.0156 | -0.023 | 82 | 8.90 | 11.60 | 1 | 3 | 77.9% | -0.97 | 0.0164 | -0.023 |
| 0 | 0.0700 | 2 | 2 | 47.4% | 0.03 | 0.0116 | -0.018 | 83 | 9.90 | 12.80 | 9 | 87.5% | -0.98 | 0.0123 | -0.017 | |
| 0 | 0.3500 | 7 | 67.4% | 0.02 | 0.0088 | -0.014 | 84 | 10.90 | 13.80 | 2 | 2 | 92.6% | -0.99 | 0.0092 | -0.013 | |
| 0 | 0.2200 | 1 | 405 | 65.3% | 0.01 | 0.0068 | -0.011 | 85 | 11.95 | 14.80 | 2 | 98.7% | -0.99 | 0.0067 | -0.011 | |
| 0 | 0.0200 | 15 | 49.2% | 0.01 | 0.0054 | -0.009 | 86 | 12.95 | 15.80 | 103.5% | -0.99 | 0.0050 | -0.009 | |||
| 0 | 0.7500 | 93.8% | 0.01 | 0.0044 | -0.008 | 87 | 13.65 | 16.15 | 78.1% | -1.00 | 0.0036 | -0.008 | ||||
| 0 | 0.7500 | 5 | 98.0% | 0.01 | 0.0036 | -0.007 | 88 | 14.65 | 17.85 | 106.4% | -1.00 | 0.0027 | -0.007 | |||
| 0 | 0.7500 | 3 | 102.2% | 0.01 | 0.0030 | -0.006 | 89 | 15.60 | 18.85 | 109.3% | -1.00 | 0.0020 | -0.007 | |||
| 0 | 0.2200 | 83.3% | 0.01 | 0.0026 | -0.005 | 90 | 16.85 | 19.85 | 120.4% | -1.00 | 0.0016 | -0.007 | ||||
| 0 | 0.7500 | 1 | 110.2% | 0.00 | 0.0022 | -0.005 | 91 | 17.65 | 20.85 | 119.2% | -1.00 | 0.0012 | -0.007 | |||
| 0 | 0.7500 | 114.1% | 0.00 | 0.0019 | -0.004 | 92 | 18.65 | 21.85 | 123.3% | -1.00 | 0.0009 | -0.006 | ||||
| 0 | 0.7500 | 117.9% | 0.00 | 0.0016 | -0.004 | 93 | 19.65 | 22.85 | 127.3% | -1.00 | 0.0007 | -0.006 | ||||
| 0 | 0.7500 | 121.6% | 0.00 | 0.0014 | -0.004 | 94 | 20.80 | 23.85 | 135.6% | -1.00 | 0.0005 | -0.006 | ||||
| 0 | 0.0600 | 2 | 5 | 83.0% | 0.00 | 0.0013 | -0.003 | 95 | 21.90 | 24.85 | 142.4% | -1.00 | 0.0004 | -0.006 | ||
| 0 | 0.4700 | 117.3% | 0.00 | 0.0011 | -0.003 | 96 | 22.90 | 25.85 | 146.3% | -1.00 | 0.0003 | -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 26, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.