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iShares Trust iShares Nasdaq 100 ETF IQQ

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Market dataready · fetched 2026-10-21T17:52:14.428Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-30

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 · 2026-10-21T17:50:59.85252859Z

FundamentalsAlpha Vantage · ready

Share price$24.59
1D+0.5%
$24.36$24.43$24.50$24.57$24.645:30 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$0.13$0.80$1.47$2.13$2.80$22.60$23.45$24.29$25.14$25.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IQQ spot · $24.59IQQ PRICE$0.44$0.50$0.57$0.63$0.70$0.76$0.83$0.89$0.29$0.21$0.32$0.55$0.78$1.01$1.23$1.46$1.69$1.92$2.15$2.38$2.61
PutsExpensive1.71×
CallsExpensive1.11×
SkewBearish+15.29 pp
Implied moveBearish±$1.74
TiltBearish51.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.3472.6%10.3%
25Δ23.5639.1%5.0%
30Δ24.1828.5%3.0%
35Δ24.4630.9%2.7%
40Δ24.7533.3%2.5%
45Δ24.8733.3%2.9%25.0335.6%2.3%
50Δ24.7331.6%2.6%25.3138.0%2.1%
55Δ24.6030.0%2.4%25.6040.4%1.9%
60Δ24.4728.3%2.1%25.8842.8%1.6%
65Δ24.3326.7%1.8%26.1645.2%1.4%
70Δ24.2025.0%1.5%26.4547.6%1.2%
75Δ24.0723.4%1.2%26.7350.0%1.0%
80Δ23.9321.7%0.9%27.0152.4%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.34
IV
72.6%
B/E move
10.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.56
IV
39.1%
B/E move
5.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.18
IV
28.5%
B/E move
3.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.46
IV
30.9%
B/E move
2.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.75
IV
33.3%
B/E move
2.5%

45Δ

Calls
Pseudo strike
24.87
IV
33.3%
B/E move
2.9%
Puts
Pseudo strike
25.03
IV
35.6%
B/E move
2.3%

50Δ

Calls
Pseudo strike
24.73
IV
31.6%
B/E move
2.6%
Puts
Pseudo strike
25.31
IV
38.0%
B/E move
2.1%

55Δ

Calls
Pseudo strike
24.60
IV
30.0%
B/E move
2.4%
Puts
Pseudo strike
25.60
IV
40.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
24.47
IV
28.3%
B/E move
2.1%
Puts
Pseudo strike
25.88
IV
42.8%
B/E move
1.6%

65Δ

Calls
Pseudo strike
24.33
IV
26.7%
B/E move
1.8%
Puts
Pseudo strike
26.16
IV
45.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
24.20
IV
25.0%
B/E move
1.5%
Puts
Pseudo strike
26.45
IV
47.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
24.07
IV
23.4%
B/E move
1.2%
Puts
Pseudo strike
26.73
IV
50.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
23.93
IV
21.7%
B/E move
0.9%
Puts
Pseudo strike
27.01
IV
52.4%
B/E move
0.7%

Options history

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