Invesco QQQ Trust, Series 1 (QQQ) Options Greeks
Options Greeks measure sensitivity to various factors: Delta (price), Gamma (delta change), Theta (time decay), and Vega (volatility). They are essential for risk management and position sizing.
Snapshot as of May 4, 2026.
- Spot Price
- $672.53
- Net Gamma
- $2.31B
- Net Delta
- -$90.30B
- Net Vega
- -$674.3M
- ATM IV
- 20.1%
- Gamma Concentration
- 0.03
As of May 4, 2026, Invesco QQQ Trust, Series 1 (QQQ) aggregate Greeks are net delta -$90.30B, net gamma $2.31B, net vega -$674.3M, ATM IV 20.1%. Gamma concentration is 0.03: gamma is more dispersed, reducing any single-strike pinning force. Delta measures directional exposure, gamma measures the rate of delta change, and vega measures sensitivity to implied volatility. Net aggregate Greeks summarize the total dealer book across all strikes and expirations.