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iShares Trust iShares Nasdaq 100 ETF IQQ

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Market dataready · fetched 2026-10-21T17:00:54.444Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:00:50.739433307Z

FundamentalsAlpha Vantage · ready

Share price$24.61
1D+0.5%
$24.36$24.43$24.49$24.56$24.635:30 AM6:30 AM9:00 AM1:00 PMIQQ
Sold putSold call

iShares Trust iShares Nasdaq 100 ETF options

Live interpolated IQQ call and put midpoint premiums by absolute delta.iShares Trust iShares Nasdaq 100 ETF$0.04$0.45$0.86$1.27$1.68$23.65$24.28$24.91$25.54$26.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IQQ spot · $24.61IQQ PRICE$0.22$0.30$0.34$0.33$0.31$0.30$0.28$0.26$0.28$0.60$0.92$1.24$1.56$0.08$0.10$0.12$0.15$0.17$0.24$0.34$0.44$0.53$0.63$0.73$0.83$0.93
PutsExpensive1.59×
CallsExpensive2.74×
SkewBullish-32.00 pp
Implied moveBearish±$0.62
TiltBullish13.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.8081.2%5.7%24.0237.6%2.7%
25Δ25.93102.1%6.6%24.1335.9%2.3%
30Δ25.89107.5%6.6%24.2434.3%2.0%
35Δ25.6693.7%5.6%24.3532.6%1.6%
40Δ25.4279.9%4.6%24.4630.9%1.3%
45Δ25.1966.2%3.6%24.5831.9%1.1%
50Δ24.9552.4%2.5%24.7034.4%1.0%
55Δ24.7138.7%1.5%24.8336.9%0.9%
60Δ24.4727.6%0.6%24.9539.3%0.8%
65Δ24.1542.8%0.6%25.0741.8%0.7%
70Δ23.8458.0%0.6%25.1944.3%0.6%
75Δ23.5273.3%0.7%25.3246.8%0.5%
80Δ23.2188.5%0.7%25.4449.2%0.4%

20Δ

Calls
Pseudo strike
25.80
IV
81.2%
B/E move
5.7%
Puts
Pseudo strike
24.02
IV
37.6%
B/E move
2.7%

25Δ

Calls
Pseudo strike
25.93
IV
102.1%
B/E move
6.6%
Puts
Pseudo strike
24.13
IV
35.9%
B/E move
2.3%

30Δ

Calls
Pseudo strike
25.89
IV
107.5%
B/E move
6.6%
Puts
Pseudo strike
24.24
IV
34.3%
B/E move
2.0%

35Δ

Calls
Pseudo strike
25.66
IV
93.7%
B/E move
5.6%
Puts
Pseudo strike
24.35
IV
32.6%
B/E move
1.6%

40Δ

Calls
Pseudo strike
25.42
IV
79.9%
B/E move
4.6%
Puts
Pseudo strike
24.46
IV
30.9%
B/E move
1.3%

45Δ

Calls
Pseudo strike
25.19
IV
66.2%
B/E move
3.6%
Puts
Pseudo strike
24.58
IV
31.9%
B/E move
1.1%

50Δ

Calls
Pseudo strike
24.95
IV
52.4%
B/E move
2.5%
Puts
Pseudo strike
24.70
IV
34.4%
B/E move
1.0%

55Δ

Calls
Pseudo strike
24.71
IV
38.7%
B/E move
1.5%
Puts
Pseudo strike
24.83
IV
36.9%
B/E move
0.9%

60Δ

Calls
Pseudo strike
24.47
IV
27.6%
B/E move
0.6%
Puts
Pseudo strike
24.95
IV
39.3%
B/E move
0.8%

65Δ

Calls
Pseudo strike
24.15
IV
42.8%
B/E move
0.6%
Puts
Pseudo strike
25.07
IV
41.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
23.84
IV
58.0%
B/E move
0.6%
Puts
Pseudo strike
25.19
IV
44.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
23.52
IV
73.3%
B/E move
0.7%
Puts
Pseudo strike
25.32
IV
46.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
23.21
IV
88.5%
B/E move
0.7%
Puts
Pseudo strike
25.44
IV
49.2%
B/E move
0.4%

Options history

IQQ26.1126.9027.702026-10-19: 26.22%2026-10-20: 27.59%Oct 19Oct 20
Table
DateIV
26.22%
27.59%