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Quadratic Interest Rate Volatility and Inflation Hedge ETF IVOL

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Market dataready · fetched 2026-11-11T14:03:21.162Z

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 · 2026-11-11T12:00:28.451540554Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:03:20.601829+00:00

Share price$16.53
1D
Price history unavailable.

Quadratic Interest Rate Volatility and Inflation Hedge ETF options

Live interpolated IVOL call and put midpoint premiums by absolute delta.Quadratic Interest Rate Volatility and Inflation Hedge ETF$0.45$0.68$0.90$1.13$1.35$15.72$16.51$17.30$18.09$18.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IVOL spot · $16.53IVOL PRICE$0.47$0.47$0.47$0.47$0.47$0.52$0.59$0.65$0.72$0.78$0.90$1.09$1.29$0.47$0.47$0.47$0.47$0.51$0.55$0.59$0.62$0.66
Puts——
CallsExpensive7.19×
Skew——
Implied moveBalanced±$1.17
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.14184.3%36.8%14.00144.0%18.2%
25Δ19.60134.6%21.5%14.91110.9%12.7%
30Δ18.34104.0%13.8%15.4391.0%9.5%
35Δ17.6684.4%9.7%15.9172.6%6.6%
40Δ17.1568.3%6.6%16.1465.3%5.4%
45Δ16.8761.5%5.2%16.3260.4%4.6%
50Δ16.6858.8%4.5%16.4955.5%3.8%
55Δ16.4956.0%3.7%16.6650.6%3.0%
60Δ16.3153.3%3.0%16.8445.7%2.2%
65Δ16.1250.5%2.3%
70Δ15.9149.2%1.7%
75Δ15.6750.4%1.4%
80Δ15.4251.7%1.1%

20Δ

Calls
Pseudo strike
22.14
IV
184.3%
B/E move
36.8%
Puts
Pseudo strike
14.00
IV
144.0%
B/E move
18.2%

25Δ

Calls
Pseudo strike
19.60
IV
134.6%
B/E move
21.5%
Puts
Pseudo strike
14.91
IV
110.9%
B/E move
12.7%

30Δ

Calls
Pseudo strike
18.34
IV
104.0%
B/E move
13.8%
Puts
Pseudo strike
15.43
IV
91.0%
B/E move
9.5%

35Δ

Calls
Pseudo strike
17.66
IV
84.4%
B/E move
9.7%
Puts
Pseudo strike
15.91
IV
72.6%
B/E move
6.6%

40Δ

Calls
Pseudo strike
17.15
IV
68.3%
B/E move
6.6%
Puts
Pseudo strike
16.14
IV
65.3%
B/E move
5.4%

45Δ

Calls
Pseudo strike
16.87
IV
61.5%
B/E move
5.2%
Puts
Pseudo strike
16.32
IV
60.4%
B/E move
4.6%

50Δ

Calls
Pseudo strike
16.68
IV
58.8%
B/E move
4.5%
Puts
Pseudo strike
16.49
IV
55.5%
B/E move
3.8%

55Δ

Calls
Pseudo strike
16.49
IV
56.0%
B/E move
3.7%
Puts
Pseudo strike
16.66
IV
50.6%
B/E move
3.0%

60Δ

Calls
Pseudo strike
16.31
IV
53.3%
B/E move
3.0%
Puts
Pseudo strike
16.84
IV
45.7%
B/E move
2.2%

65Δ

Calls
Pseudo strike
16.12
IV
50.5%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
15.91
IV
49.2%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
15.67
IV
50.4%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
15.42
IV
51.7%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend28.10%
Daily close
IVOL21.9%60.4%99.0%2026-08-13: 40.65%2026-08-17: 48.83%2026-08-19: 59.14%2026-08-20: 78.06%2026-08-21: 28.44%2026-08-24: 28.90%2026-08-25: 27.99%2026-08-26: 34.22%2026-08-27: 34.35%2026-08-28: 34.41%2026-08-31: 34.07%2026-09-01: 34.31%2026-09-02: 35.06%2026-09-03: 35.80%2026-09-04: 36.18%2026-09-08: 31.55%2026-09-09: 42.91%2026-09-10: 44.58%2026-09-11: 46.12%2026-09-14: 54.38%2026-09-15: 59.19%2026-09-16: 63.91%2026-09-17: 93.64%2026-09-18: 36.46%2026-09-21: 34.24%2026-09-22: 33.43%2026-09-23: 34.33%2026-09-24: 36.19%2026-09-25: 35.89%2026-09-28: 37.85%2026-09-29: 38.86%2026-09-30: 39.40%2026-10-01: 38.24%2026-10-02: 38.50%2026-10-05: 41.86%2026-10-06: 42.03%2026-10-07: 40.80%2026-10-08: 43.53%2026-10-09: 44.54%2026-10-12: 50.56%2026-10-13: 45.91%2026-10-14: 66.05%2026-10-15: 73.36%2026-10-16: 34.14%2026-10-19: 35.18%2026-10-20: 34.40%2026-10-21: 34.68%2026-10-22: 33.44%2026-10-23: 27.21%2026-10-27: 29.20%2026-10-29: 28.50%2026-10-30: 28.10%Aug 13Sep 22Oct 30
52 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
40.65%
48.83%
59.14%
78.06%
28.44%
28.90%
27.99%
34.22%
34.35%
34.41%
34.07%
34.31%
35.06%
35.80%
36.18%
31.55%
42.91%
44.58%
46.12%
54.38%
59.19%
63.91%
93.64%
36.46%
34.24%
33.43%
34.33%
36.19%
35.89%
37.85%
38.86%
39.40%
38.24%
38.50%
41.86%
42.03%
40.80%
43.53%
44.54%
50.56%
45.91%
66.05%
73.36%
34.14%
35.18%
34.40%
34.68%
33.44%
27.21%
29.20%
28.50%
28.10%