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iShares Trust iShares Nasdaq 100 ETF IQQ

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Market datapartial · fetched 2026-11-10T22:25:24.251Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:46:18.160507765Z

FundamentalsAlpha Vantage · unavailable

Share price$22.91
1D+0.5%
AH$22.57$22.69$22.80$22.92$23.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIQQ
Sold putSold callAH

iShares Trust iShares Nasdaq 100 ETF options

Live interpolated IQQ call and put midpoint premiums by absolute delta.iShares Trust iShares Nasdaq 100 ETF$0.07$0.31$0.55$0.79$1.02$21.92$22.37$22.81$23.26$23.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IQQ spot · $22.91IQQ PRICE$0.32$0.35$0.36$0.37$0.37$0.42$0.51$0.61$0.70$0.09$0.11$0.14$0.18$0.22$0.26$0.29$0.35$0.49$0.63$0.77$0.86$0.96
PutsExpensive1.94×
Calls——
Skew——
Implied moveBullish±$0.71
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.1941.4%3.5%
25Δ24.56107.3%8.6%22.4037.3%2.7%
30Δ24.26100.8%7.4%22.5535.2%2.2%
35Δ23.9186.6%5.9%22.6435.0%2.0%
40Δ23.5572.4%4.4%22.7434.8%1.7%
45Δ23.2058.3%2.9%22.8334.7%1.5%
50Δ22.9451.2%1.9%22.9234.5%1.2%
55Δ22.7952.9%1.7%23.0335.3%1.0%
60Δ22.6554.6%1.5%23.1940.2%0.9%
65Δ22.5056.2%1.3%23.3445.1%0.9%
70Δ23.5050.0%0.8%
75Δ23.6347.7%0.6%
80Δ23.7645.2%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.19
IV
41.4%
B/E move
3.5%

25Δ

Calls
Pseudo strike
24.56
IV
107.3%
B/E move
8.6%
Puts
Pseudo strike
22.40
IV
37.3%
B/E move
2.7%

30Δ

Calls
Pseudo strike
24.26
IV
100.8%
B/E move
7.4%
Puts
Pseudo strike
22.55
IV
35.2%
B/E move
2.2%

35Δ

Calls
Pseudo strike
23.91
IV
86.6%
B/E move
5.9%
Puts
Pseudo strike
22.64
IV
35.0%
B/E move
2.0%

40Δ

Calls
Pseudo strike
23.55
IV
72.4%
B/E move
4.4%
Puts
Pseudo strike
22.74
IV
34.8%
B/E move
1.7%

45Δ

Calls
Pseudo strike
23.20
IV
58.3%
B/E move
2.9%
Puts
Pseudo strike
22.83
IV
34.7%
B/E move
1.5%

50Δ

Calls
Pseudo strike
22.94
IV
51.2%
B/E move
1.9%
Puts
Pseudo strike
22.92
IV
34.5%
B/E move
1.2%

55Δ

Calls
Pseudo strike
22.79
IV
52.9%
B/E move
1.7%
Puts
Pseudo strike
23.03
IV
35.3%
B/E move
1.0%

60Δ

Calls
Pseudo strike
22.65
IV
54.6%
B/E move
1.5%
Puts
Pseudo strike
23.19
IV
40.2%
B/E move
0.9%

65Δ

Calls
Pseudo strike
22.50
IV
56.2%
B/E move
1.3%
Puts
Pseudo strike
23.34
IV
45.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.50
IV
50.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.63
IV
47.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.76
IV
45.2%
B/E move
0.5%

Options history

IV · four-Friday blend29.03%
Daily close
IQQ15.4%28.9%42.4%2026-08-14: 19.09%2026-08-19: 26.48%2026-08-20: 23.59%2026-08-21: 17.96%2026-08-24: 19.43%2026-08-25: 22.86%2026-08-26: 25.65%2026-08-28: 17.26%2026-09-01: 21.15%2026-09-02: 17.25%2026-09-04: 21.65%2026-09-09: 25.35%2026-09-10: 28.82%2026-09-14: 19.11%2026-09-16: 24.28%2026-09-18: 18.16%2026-09-21: 23.43%2026-09-22: 24.01%2026-09-24: 29.11%2026-09-25: 23.51%2026-09-28: 21.23%2026-09-29: 21.89%2026-09-30: 25.99%2026-10-01: 31.70%2026-10-06: 21.64%2026-10-08: 37.19%2026-10-13: 27.62%2026-10-16: 25.24%2026-10-19: 26.27%2026-10-20: 26.16%2026-10-21: 30.60%2026-10-22: 40.53%2026-10-23: 28.81%2026-10-26: 27.05%2026-10-27: 27.72%2026-10-28: 27.51%2026-10-29: 37.65%2026-10-30: 29.03%Aug 14Sep 24Oct 30
38 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
19.09%
26.48%
23.59%
17.96%
19.43%
22.86%
25.65%
17.26%
21.15%
17.25%
21.65%
25.35%
28.82%
19.11%
24.28%
18.16%
23.43%
24.01%
29.11%
23.51%
21.23%
21.89%
25.99%
31.70%
21.64%
37.19%
27.62%
25.24%
26.27%
26.16%
30.60%
40.53%
28.81%
27.05%
27.72%
27.51%
37.65%
29.03%