SQQQ Options Chain
SQQQ $38.38 · Updated Oct 26, 4:00 PM ET
SQQQ is at $38.38. The nearest expiration, Oct 30, 2026 (4 days out), lists 51 strikes, with 22,800 calls and 4,205 puts traded in the latest session. At-the-money implied volatility is 0.8%. The at-the-money straddle prices a move of about $2.69 (7.0%) by expiration.
EXPIRATION
- Oct 30, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Jan 15, 2027
- Mar 19, 2027
ATM IV
0.4%
38 strike
EXPECTED MOVE
$6.40
ATM straddle
MAX PAIN
$33.00
-14.0%
PUT/CALL VOLUME
0.27
40 / 149
DEC 4, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 33 | -0.000 | 0.0002 | -0.000 | 12.5% | 1 | 0.90 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 7.42 | 1 | 0.0% | 1.000 | 0.0000 | -0.004 | 33.5 | ||||||||||
| 0.00 | 0.00 | 6.51 | 3 | 0.0% | 1.000 | 0.0000 | -0.004 | 34.5 | -0.000 | 0.0000 | -0.000 | 6.3% | 27 | 1.37 | 0.00 | 0.00 | ||
| 35.5 | -0.000 | 0.0001 | -0.000 | 6.3% | 1 | 1.71 | 0.00 | 0.00 | ||||||||||
| 36 | -0.000 | 0.0016 | -0.000 | 6.3% | 5 | 2.05 | 0.00 | 0.00 | ||||||||||
| 36.5 | -0.000 | 0.0000 | -0.000 | 3.1% | 1 | 2.40 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 3.80 | 11 | 0.0% | 1.000 | 0.0000 | -0.005 | 37 | -0.000 | 0.0003 | -0.000 | 3.1% | 2.55 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 5.04 | 1 | 0.0% | 1.000 | 0.0000 | -0.005 | 37.5 | -0.000 | 0.0000 | -0.000 | 1.6% | 2 | 3.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.45 | 1 | 0.0% | 1.000 | 0.0000 | -0.005 | 38 | -0.000 | 0.0000 | -0.000 | 0.8% | 1 | 2.95 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.45 | 2 | 0.4% | 0.901 | 3.5526 | -0.004 | 38.5 | ||||||||||
| 0.00 | 0.00 | 2.96 | 21 | 1.6% | 0.014 | 0.1773 | -0.000 | 39 | ||||||||||
| 0.00 | 0.00 | 4.10 | 1 | 3.1% | 0.009 | 0.0639 | -0.000 | 39.5 | ||||||||||
| 0.00 | 0.00 | 2.75 | 11 | 3.1% | 0.000 | 0.0016 | -0.000 | 40 | 0.005 | 0.0000 | -1.000 | 0.0% | 4.38 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 3.90 | 2 | 3.1% | 0.000 | 0.0000 | -0.000 | 40.5 | ||||||||||
| 0.00 | 0.00 | 2.35 | 1 | 6.3% | 0.001 | 0.0056 | -0.000 | 41 | 0.005 | 0.0000 | -1.000 | 0.0% | 4.93 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 2.25 | 13 | 6.3% | 0.000 | 0.0001 | -0.000 | 42 | ||||||||||
| 44 | 0.005 | 0.0000 | -1.000 | 0.0% | 2 | 7.30 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 1.58 | 7 | 12.5% | 0.000 | 0.0002 | -0.000 | 45 | ||||||||||
| 0.00 | 0.00 | 1.80 | 74 | 25.0% | 0.001 | 0.0009 | -0.000 | 50 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology