🦞 QQQ Options Analysis

Snapshot: 2026-07-27 14:01:00 · Generated: 2026-07-29 21:33 · 5004 calls, 4687 puts, 32 expiries
$684.23
Underlying
-8.2%
52-Week Drawdown
19.1%
HV (21d)
21.2%
ATM IV
+2.1pp
IV − HV Spread

Butterfly Price & Risk-Neutral Density

Volatility Smile by Expiry

IV Term Structure

Volatility Surface

Volatility Cone

Skew Term Structure

Open Interest Profile

IV/HV Timeline

Vol Regime Forward Returns

HV History with Regime Shading

Rolling Volatility Percentile

Forward Return Distribution by Regime

Density Heatmap Over Time

ATM IV by Expiry

Expiry Days To Expiry Atm Iv Call Iv Put Iv
0 2026-07-27 -3 21.23 28.96 13.51
1 2026-07-28 -2 24.36 30.68 18.04
2 2026-07-29 -1 29.11 34.05 24.16
3 2026-07-30 0 31.02 35.43 26.61
4 2026-07-31 1 31.91 36.18 27.64
5 2026-08-03 4 27.66 31.15 24.16
6 2026-08-04 5 28.11 32.01 24.21
7 2026-08-05 6 28.16 31.96 24.37
8 2026-08-06 7 28.12 32.09 24.15
9 2026-08-07 8 28.90 33.09 24.70
10 2026-08-14 15 27.56 31.37 23.75
11 2026-08-21 22 26.76 30.29 23.23
12 2026-08-28 29 26.55 29.94 23.17
13 2026-08-31 32 25.72 28.70 22.75
14 2026-09-04 36 26.14 29.27 23.01
15 2026-09-18 50 25.67 28.85 22.49
16 2026-09-30 62 25.41 28.40 22.42
17 2026-10-16 78 25.69 29.04 22.35
18 2026-11-20 113 25.96 29.51 22.41
19 2026-12-18 141 26.14 29.97 22.31
20 2026-12-31 154 26.20 30.07 22.33
21 2027-01-15 169 26.32 30.33 22.31
22 2027-02-19 204 26.76 31.45 22.08
23 2027-03-19 232 26.80 31.43 22.17
24 2027-03-31 244 26.96 31.83 22.08
25 2027-06-17 322 27.55 32.61 22.50
26 2027-06-30 335 27.67 32.87 22.47
27 2027-09-17 414 27.97 33.64 22.30
28 2027-12-17 505 28.11 34.17 22.05
29 2028-01-21 540 28.10 34.21 21.99
30 2028-06-16 687 28.26 35.13 21.40
31 2028-12-15 869 28.31 35.90 20.72

Skew Metrics

Atm Iv Put 90 Iv Put Skew 90 Call 110 Iv Call Skew 110 Risk Reversal
0 27.52 45.56 18.03 30.91 3.38 14.65

IV / HV Spread by Expiry

Expiry Days To Expiry Atm Iv Hv Spread
0 2026-07-27 -3 21.23 26.86 -5.63
1 2026-07-28 -2 24.36 26.86 -2.50
2 2026-07-29 -1 29.11 26.86 2.25
3 2026-07-30 0 31.02 26.86 4.16
4 2026-07-31 1 31.91 26.86 5.05
5 2026-08-03 4 27.66 26.86 0.80
6 2026-08-04 5 28.11 26.86 1.25
7 2026-08-05 6 28.16 26.86 1.30
8 2026-08-06 7 28.12 26.86 1.26
9 2026-08-07 8 28.90 26.86 2.04
10 2026-08-14 15 27.56 26.86 0.70
11 2026-08-21 22 26.76 26.86 -0.10
12 2026-08-28 29 26.55 26.86 -0.31
13 2026-08-31 32 25.72 26.86 -1.14
14 2026-09-04 36 26.14 26.86 -0.72
15 2026-09-18 50 25.67 26.86 -1.19
16 2026-09-30 62 25.41 26.86 -1.45
17 2026-10-16 78 25.69 26.86 -1.17
18 2026-11-20 113 25.96 26.86 -0.90
19 2026-12-18 141 26.14 26.86 -0.72
20 2026-12-31 154 26.20 26.86 -0.66
21 2027-01-15 169 26.32 26.86 -0.54
22 2027-02-19 204 26.76 26.86 -0.10
23 2027-03-19 232 26.80 26.86 -0.06
24 2027-03-31 244 26.96 26.86 0.10
25 2027-06-17 322 27.55 26.86 0.69
26 2027-06-30 335 27.67 26.86 0.81
27 2027-09-17 414 27.97 26.86 1.11
28 2027-12-17 505 28.11 26.86 1.25
29 2028-01-21 540 28.10 26.86 1.24
30 2028-06-16 687 28.26 26.86 1.40
31 2028-12-15 869 28.31 26.86 1.45