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WEBs ETF Trust WEBs QQQ Defined Volatility ETF DVQQ

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Market datapartial · fetched 2026-10-22T06:28:35.003Z

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 · 2026-10-21T20:00:00.640831604Z

FundamentalsAlpha Vantage · unavailable

Share price$32.26
1D+0.0%
AH$31.98$31.99$32.00$32.01$32.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDVQQ
Sold putSold callAH

WEBs ETF Trust WEBs QQQ Defined Volatility ETF options

Live interpolated DVQQ call and put midpoint premiums by absolute delta.WEBs ETF Trust WEBs QQQ Defined Volatility ETF$0.67$1.33$1.99$2.65$3.31$27.64$29.94$32.23$34.53$36.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DVQQ spot · $32.26DVQQ PRICE$0.74$0.82$0.84$0.89$0.97$1.06$1.17$1.28$1.41$1.55$1.69$1.93$2.29$0.87$0.93$0.99$1.06$1.13$1.20$1.29$1.38$1.54$1.77$2.00$2.49$3.12
PutsExpensive1.53×
CallsExpensive1.69×
SkewBearish+0.53 pp
Implied moveBearish±$2.46
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.7276.5%25.4%27.6176.1%17.1%
25Δ37.4766.3%18.7%29.1662.3%12.5%
30Δ35.4052.0%12.3%30.2452.7%9.3%
35Δ34.2744.0%9.0%31.0545.5%7.0%
40Δ33.5639.5%7.0%31.6140.6%5.5%
45Δ32.9736.0%5.5%32.1136.3%4.2%
50Δ32.5733.9%4.6%32.4733.5%3.4%
55Δ32.1631.8%3.7%32.8330.7%2.5%
60Δ31.8130.2%3.0%33.1829.2%1.9%
65Δ31.4928.8%2.4%33.5328.9%1.5%
70Δ31.1827.5%1.9%33.8828.7%1.2%
75Δ30.8027.0%1.5%34.4630.5%0.9%
80Δ30.3627.6%1.2%35.1733.0%0.7%

20Δ

Calls
Pseudo strike
39.72
IV
76.5%
B/E move
25.4%
Puts
Pseudo strike
27.61
IV
76.1%
B/E move
17.1%

25Δ

Calls
Pseudo strike
37.47
IV
66.3%
B/E move
18.7%
Puts
Pseudo strike
29.16
IV
62.3%
B/E move
12.5%

30Δ

Calls
Pseudo strike
35.40
IV
52.0%
B/E move
12.3%
Puts
Pseudo strike
30.24
IV
52.7%
B/E move
9.3%

35Δ

Calls
Pseudo strike
34.27
IV
44.0%
B/E move
9.0%
Puts
Pseudo strike
31.05
IV
45.5%
B/E move
7.0%

40Δ

Calls
Pseudo strike
33.56
IV
39.5%
B/E move
7.0%
Puts
Pseudo strike
31.61
IV
40.6%
B/E move
5.5%

45Δ

Calls
Pseudo strike
32.97
IV
36.0%
B/E move
5.5%
Puts
Pseudo strike
32.11
IV
36.3%
B/E move
4.2%

50Δ

Calls
Pseudo strike
32.57
IV
33.9%
B/E move
4.6%
Puts
Pseudo strike
32.47
IV
33.5%
B/E move
3.4%

55Δ

Calls
Pseudo strike
32.16
IV
31.8%
B/E move
3.7%
Puts
Pseudo strike
32.83
IV
30.7%
B/E move
2.5%

60Δ

Calls
Pseudo strike
31.81
IV
30.2%
B/E move
3.0%
Puts
Pseudo strike
33.18
IV
29.2%
B/E move
1.9%

65Δ

Calls
Pseudo strike
31.49
IV
28.8%
B/E move
2.4%
Puts
Pseudo strike
33.53
IV
28.9%
B/E move
1.5%

70Δ

Calls
Pseudo strike
31.18
IV
27.5%
B/E move
1.9%
Puts
Pseudo strike
33.88
IV
28.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
30.80
IV
27.0%
B/E move
1.5%
Puts
Pseudo strike
34.46
IV
30.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
30.36
IV
27.6%
B/E move
1.2%
Puts
Pseudo strike
35.17
IV
33.0%
B/E move
0.7%

Options history

No recorded observations