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INQQ The India Internet ETF INQQ

i

Market dataready · fetched 2026-11-13T19:11:33.289Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T19:06:28.09293316Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T19:11:32.628702+00:00

Share price$14.07
1D+0.2%
$14.02$14.04$14.05$14.06$14.075:30 AM6:30 AM9:00 AM1:00 PMINQQ
Sold putSold call

INQQ The India Internet ETF options

Live interpolated INQQ call and put midpoint premiums by absolute delta.INQQ The India Internet ETF$0.56$0.70$0.84$0.98$1.12$12.11$12.97$13.83$14.68$15.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive INQQ spot · $14.06INQQ PRICE$0.59$0.65$0.71$0.77$0.83$0.89$0.95$1.01$1.07$0.58$0.63$0.68$0.73$0.80$0.87$0.94$1.01$1.08
Puts——
Calls——
Skew——
Implied moveBearish±$1.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ13.0062.4%11.6%
35Δ13.3456.6%9.6%
40Δ14.9352.0%10.3%13.6850.8%7.5%
45Δ14.6348.5%8.6%14.0145.3%5.6%
50Δ14.3244.9%6.9%14.2042.6%4.7%
55Δ14.0241.3%5.2%14.3840.0%3.9%
60Δ13.8638.5%4.5%14.5737.4%3.1%
65Δ13.7135.7%3.8%14.7634.7%2.3%
70Δ13.5633.0%3.2%14.9432.1%1.4%
75Δ13.4230.2%2.6%
80Δ13.2727.5%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.00
IV
62.4%
B/E move
11.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.34
IV
56.6%
B/E move
9.6%

40Δ

Calls
Pseudo strike
14.93
IV
52.0%
B/E move
10.3%
Puts
Pseudo strike
13.68
IV
50.8%
B/E move
7.5%

45Δ

Calls
Pseudo strike
14.63
IV
48.5%
B/E move
8.6%
Puts
Pseudo strike
14.01
IV
45.3%
B/E move
5.6%

50Δ

Calls
Pseudo strike
14.32
IV
44.9%
B/E move
6.9%
Puts
Pseudo strike
14.20
IV
42.6%
B/E move
4.7%

55Δ

Calls
Pseudo strike
14.02
IV
41.3%
B/E move
5.2%
Puts
Pseudo strike
14.38
IV
40.0%
B/E move
3.9%

60Δ

Calls
Pseudo strike
13.86
IV
38.5%
B/E move
4.5%
Puts
Pseudo strike
14.57
IV
37.4%
B/E move
3.1%

65Δ

Calls
Pseudo strike
13.71
IV
35.7%
B/E move
3.8%
Puts
Pseudo strike
14.76
IV
34.7%
B/E move
2.3%

70Δ

Calls
Pseudo strike
13.56
IV
33.0%
B/E move
3.2%
Puts
Pseudo strike
14.94
IV
32.1%
B/E move
1.4%

75Δ

Calls
Pseudo strike
13.42
IV
30.2%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
13.27
IV
27.5%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend51.93%
Daily close
INQQ39.9%79.5%119.2%2026-08-17: 66.78%2026-08-18: 71.47%2026-08-19: 73.41%2026-08-20: 86.06%2026-08-21: 46.45%2026-08-24: 47.31%2026-08-25: 47.40%2026-08-26: 47.21%2026-08-27: 47.54%2026-08-28: 48.22%2026-08-31: 48.48%2026-09-01: 49.26%2026-09-02: 49.58%2026-09-03: 49.22%2026-09-04: 50.57%2026-09-08: 53.96%2026-09-09: 55.76%2026-09-10: 58.27%2026-09-11: 58.00%2026-09-14: 65.27%2026-09-15: 75.59%2026-09-16: 83.84%2026-09-17: 96.94%2026-09-18: 48.15%2026-09-21: 49.10%2026-09-22: 45.33%2026-09-23: 45.43%2026-09-24: 49.00%2026-09-25: 48.77%2026-09-28: 50.34%2026-09-29: 52.69%2026-09-30: 52.49%2026-10-01: 53.72%2026-10-02: 54.04%2026-10-05: 55.66%2026-10-06: 57.07%2026-10-07: 57.75%2026-10-08: 59.75%2026-10-09: 60.63%2026-10-12: 66.37%2026-10-13: 70.58%2026-10-14: 77.82%2026-10-15: 113.73%2026-10-16: 48.09%2026-10-19: 47.18%2026-10-20: 47.70%2026-10-21: 49.44%2026-10-22: 49.92%2026-10-23: 51.42%2026-10-26: 52.13%2026-10-27: 51.98%2026-10-28: 51.92%2026-10-29: 51.05%2026-10-30: 51.93%Aug 17Sep 23Oct 30
54 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
66.78%
71.47%
73.41%
86.06%
46.45%
47.31%
47.40%
47.21%
47.54%
48.22%
48.48%
49.26%
49.58%
49.22%
50.57%
53.96%
55.76%
58.27%
58.00%
65.27%
75.59%
83.84%
96.94%
48.15%
49.10%
45.33%
45.43%
49.00%
48.77%
50.34%
52.69%
52.49%
53.72%
54.04%
55.66%
57.07%
57.75%
59.75%
60.63%
66.37%
70.58%
77.82%
113.73%
48.09%
47.18%
47.70%
49.44%
49.92%
51.42%
52.13%
51.98%
51.92%
51.05%
51.93%