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Quadratic Deflation ETF BNDD

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Market datapartial · fetched 2026-10-22T09:57:29.515Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T00:00:00.071366408Z

FundamentalsAlpha Vantage · unavailable

Share price$96.59
1D-0.0%
AH$96.49$96.55$96.62$96.68$96.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBNDD
Sold putSold callAH

Quadratic Deflation ETF options

Live interpolated BNDD call and put midpoint premiums by absolute delta.Quadratic Deflation ETF$0.15$1.96$3.76$5.56$7.37$90.23$93.18$96.13$99.08$102.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BNDD spot · $96.59BNDD PRICE$0.35$0.44$0.74$1.04$1.34$1.65$1.96$2.00$2.00$2.69$3.47$3.94$4.18$0.42$0.83$1.31$1.79$2.17$2.32$2.39$2.46$2.50$2.50$2.50$2.50$6.85
PutsExpensive1.49×
CallsExpensive1.44×
SkewBearish+3.35 pp
Implied moveBearish±$4.35
TiltBearish8.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.7611.6%3.6%93.8613.7%3.3%
25Δ98.9910.7%2.9%94.2316.8%3.3%
30Δ98.7112.8%3.0%94.5220.8%3.5%
35Δ98.4314.9%3.0%94.8124.8%3.7%
40Δ98.1517.0%3.0%95.3526.6%3.5%
45Δ97.7018.2%2.9%96.2424.2%2.8%
50Δ97.0718.5%2.5%96.9021.6%2.1%
55Δ96.5616.4%2.0%97.5719.0%1.5%
60Δ96.0714.0%1.5%98.1016.7%1.0%
65Δ95.2716.3%1.4%98.3814.8%0.7%
70Δ94.3918.4%1.3%98.6612.9%0.4%
75Δ93.7318.3%1.1%98.9411.0%0.2%
80Δ93.2316.7%0.9%103.0624.3%0.4%

20Δ

Calls
Pseudo strike
99.76
IV
11.6%
B/E move
3.6%
Puts
Pseudo strike
93.86
IV
13.7%
B/E move
3.3%

25Δ

Calls
Pseudo strike
98.99
IV
10.7%
B/E move
2.9%
Puts
Pseudo strike
94.23
IV
16.8%
B/E move
3.3%

30Δ

Calls
Pseudo strike
98.71
IV
12.8%
B/E move
3.0%
Puts
Pseudo strike
94.52
IV
20.8%
B/E move
3.5%

35Δ

Calls
Pseudo strike
98.43
IV
14.9%
B/E move
3.0%
Puts
Pseudo strike
94.81
IV
24.8%
B/E move
3.7%

40Δ

Calls
Pseudo strike
98.15
IV
17.0%
B/E move
3.0%
Puts
Pseudo strike
95.35
IV
26.6%
B/E move
3.5%

45Δ

Calls
Pseudo strike
97.70
IV
18.2%
B/E move
2.9%
Puts
Pseudo strike
96.24
IV
24.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
97.07
IV
18.5%
B/E move
2.5%
Puts
Pseudo strike
96.90
IV
21.6%
B/E move
2.1%

55Δ

Calls
Pseudo strike
96.56
IV
16.4%
B/E move
2.0%
Puts
Pseudo strike
97.57
IV
19.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
96.07
IV
14.0%
B/E move
1.5%
Puts
Pseudo strike
98.10
IV
16.7%
B/E move
1.0%

65Δ

Calls
Pseudo strike
95.27
IV
16.3%
B/E move
1.4%
Puts
Pseudo strike
98.38
IV
14.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
94.39
IV
18.4%
B/E move
1.3%
Puts
Pseudo strike
98.66
IV
12.9%
B/E move
0.4%

75Δ

Calls
Pseudo strike
93.73
IV
18.3%
B/E move
1.1%
Puts
Pseudo strike
98.94
IV
11.0%
B/E move
0.2%

80Δ

Calls
Pseudo strike
93.23
IV
16.7%
B/E move
0.9%
Puts
Pseudo strike
103.06
IV
24.3%
B/E move
0.4%

Options history

No recorded observations