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Northern Trust International Quality Dividend ETF IQDF

i

Market dataready · fetched 2026-11-11T13:54:52.493Z

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: 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 · 2026-11-11T13:10:25.744177198Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:54:52.151209+00:00

Share price$33.50
1D
Price history unavailable.

Northern Trust International Quality Dividend ETF options

Live interpolated IQDF call and put midpoint premiums by absolute delta.Northern Trust International Quality Dividend ETF$0.55$0.77$0.98$1.20$1.42$30.71$32.13$33.55$34.98$36.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IQDF spot · $33.50IQDF PRICE$0.57$0.57$0.57$0.59$0.63$0.67$0.72$0.77$0.82$0.87$0.98$1.09$1.20$0.57$0.58$0.61$0.64$0.68$0.71$0.75$0.78$0.81$0.91$1.06$1.21$1.35
PutsExpensive2.20×
CallsExpensive1.72×
SkewBullish-2.01 pp
Implied moveBalanced±$1.47
TiltBearish2.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.11104.1%18.5%30.0389.9%12.1%
25Δ36.7376.9%11.4%31.2869.7%8.4%
30Δ35.4760.0%7.6%32.0957.1%6.0%
35Δ34.7450.0%5.5%32.5749.9%4.7%
40Δ34.2743.6%4.2%33.0343.0%3.4%
45Δ33.9038.8%3.2%33.2539.2%2.9%
50Δ33.6835.9%2.7%33.4735.4%2.3%
55Δ33.4632.9%2.2%33.6931.6%1.8%
60Δ33.2430.0%1.7%33.9127.8%1.2%
65Δ33.0227.1%1.2%34.1226.0%0.9%
70Δ32.8525.5%1.0%34.3225.6%0.7%
75Δ32.6824.0%0.8%34.5325.1%0.5%
80Δ32.5122.5%0.6%34.7324.7%0.4%

20Δ

Calls
Pseudo strike
39.11
IV
104.1%
B/E move
18.5%
Puts
Pseudo strike
30.03
IV
89.9%
B/E move
12.1%

25Δ

Calls
Pseudo strike
36.73
IV
76.9%
B/E move
11.4%
Puts
Pseudo strike
31.28
IV
69.7%
B/E move
8.4%

30Δ

Calls
Pseudo strike
35.47
IV
60.0%
B/E move
7.6%
Puts
Pseudo strike
32.09
IV
57.1%
B/E move
6.0%

35Δ

Calls
Pseudo strike
34.74
IV
50.0%
B/E move
5.5%
Puts
Pseudo strike
32.57
IV
49.9%
B/E move
4.7%

40Δ

Calls
Pseudo strike
34.27
IV
43.6%
B/E move
4.2%
Puts
Pseudo strike
33.03
IV
43.0%
B/E move
3.4%

45Δ

Calls
Pseudo strike
33.90
IV
38.8%
B/E move
3.2%
Puts
Pseudo strike
33.25
IV
39.2%
B/E move
2.9%

50Δ

Calls
Pseudo strike
33.68
IV
35.9%
B/E move
2.7%
Puts
Pseudo strike
33.47
IV
35.4%
B/E move
2.3%

55Δ

Calls
Pseudo strike
33.46
IV
32.9%
B/E move
2.2%
Puts
Pseudo strike
33.69
IV
31.6%
B/E move
1.8%

60Δ

Calls
Pseudo strike
33.24
IV
30.0%
B/E move
1.7%
Puts
Pseudo strike
33.91
IV
27.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
33.02
IV
27.1%
B/E move
1.2%
Puts
Pseudo strike
34.12
IV
26.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
32.85
IV
25.5%
B/E move
1.0%
Puts
Pseudo strike
34.32
IV
25.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
32.68
IV
24.0%
B/E move
0.8%
Puts
Pseudo strike
34.53
IV
25.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
32.51
IV
22.5%
B/E move
0.6%
Puts
Pseudo strike
34.73
IV
24.7%
B/E move
0.4%

Options history

IV · four-Friday blend21.54%
Daily close
IQDF17.4%30.8%44.2%2026-08-13: 24.25%2026-08-14: 24.69%2026-08-17: 27.67%2026-08-18: 28.90%2026-08-19: 32.12%2026-08-20: 38.60%2026-08-21: 20.62%2026-08-24: 21.02%2026-08-25: 20.79%2026-08-26: 20.66%2026-08-27: 21.15%2026-08-28: 20.31%2026-08-31: 21.56%2026-09-01: 21.45%2026-09-02: 22.03%2026-09-03: 22.04%2026-09-04: 21.87%2026-09-08: 23.63%2026-09-09: 24.21%2026-09-10: 25.46%2026-09-11: 25.51%2026-09-14: 28.86%2026-09-15: 31.75%2026-09-16: 32.54%2026-09-17: 42.33%2026-09-18: 19.35%2026-09-21: 19.28%2026-09-22: 19.29%2026-09-23: 19.45%2026-09-24: 19.89%2026-09-25: 19.62%2026-09-28: 19.82%2026-09-29: 21.05%2026-09-30: 20.83%2026-10-01: 21.65%2026-10-02: 21.66%2026-10-05: 22.45%2026-10-06: 22.45%2026-10-07: 23.31%2026-10-08: 23.50%2026-10-09: 24.56%2026-10-12: 27.64%2026-10-13: 29.09%2026-10-14: 31.18%2026-10-15: 37.81%2026-10-16: 19.52%2026-10-19: 20.22%2026-10-20: 19.99%2026-10-21: 20.28%2026-10-22: 21.01%2026-10-23: 21.27%2026-10-26: 21.01%2026-10-27: 21.09%2026-10-28: 20.92%2026-10-29: 21.12%2026-10-30: 21.54%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
24.25%
24.69%
27.67%
28.90%
32.12%
38.60%
20.62%
21.02%
20.79%
20.66%
21.15%
20.31%
21.56%
21.45%
22.03%
22.04%
21.87%
23.63%
24.21%
25.46%
25.51%
28.86%
31.75%
32.54%
42.33%
19.35%
19.28%
19.29%
19.45%
19.89%
19.62%
19.82%
21.05%
20.83%
21.65%
21.66%
22.45%
22.45%
23.31%
23.50%
24.56%
27.64%
29.09%
31.18%
37.81%
19.52%
20.22%
19.99%
20.28%
21.01%
21.27%
21.01%
21.09%
20.92%
21.12%
21.54%