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Quadratic Interest Rate Volatility and Inflation Hedge ETF IVOL

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Market datapartial · fetched 2026-10-22T16:57:27.125Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:54:37.984054684Z

FundamentalsAlpha Vantage · unavailable

Share price$17.00
1D+1.0%
$16.81$16.86$16.91$16.96$17.015:30 AM6:30 AM9:00 AM1:00 PMIVOL
Sold putSold call

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$0.59$0.94$1.30$1.65$2.00$14.01$15.54$17.07$18.60$20.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IVOL spot · $17.00IVOL PRICE$0.63$0.63$0.63$0.63$0.63$0.67$0.70$0.74$0.79$0.84$0.90$0.95$1.00$0.63$0.63$0.64$0.68$0.72$0.76$0.84$0.94$1.03$1.13$1.23$1.56$1.90
PutsExpensive2.88×
CallsExpensive2.53×
SkewBullish-2.93 pp
Implied moveBearish±$1.55
TiltBearish13.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.64138.7%54.5%13.97101.1%21.5%
25Δ21.5099.9%30.2%15.0578.2%15.1%
30Δ19.6076.7%19.0%15.7364.7%11.3%
35Δ18.5761.3%12.9%16.2155.7%8.6%
40Δ17.9150.6%9.1%16.5549.7%6.9%
45Δ17.5745.3%7.3%16.9043.8%5.1%
50Δ17.2340.0%5.5%17.1540.7%4.1%
55Δ16.9635.5%4.1%17.3638.9%3.4%
60Δ16.8233.0%3.6%17.5837.0%2.7%
65Δ16.6830.5%3.1%17.7935.1%2.0%
70Δ16.5528.1%2.6%18.0033.2%1.3%
75Δ16.4125.6%2.1%18.3935.1%1.0%
80Δ16.2723.1%1.6%18.7737.0%0.8%

20Δ

Calls
Pseudo strike
25.64
IV
138.7%
B/E move
54.5%
Puts
Pseudo strike
13.97
IV
101.1%
B/E move
21.5%

25Δ

Calls
Pseudo strike
21.50
IV
99.9%
B/E move
30.2%
Puts
Pseudo strike
15.05
IV
78.2%
B/E move
15.1%

30Δ

Calls
Pseudo strike
19.60
IV
76.7%
B/E move
19.0%
Puts
Pseudo strike
15.73
IV
64.7%
B/E move
11.3%

35Δ

Calls
Pseudo strike
18.57
IV
61.3%
B/E move
12.9%
Puts
Pseudo strike
16.21
IV
55.7%
B/E move
8.6%

40Δ

Calls
Pseudo strike
17.91
IV
50.6%
B/E move
9.1%
Puts
Pseudo strike
16.55
IV
49.7%
B/E move
6.9%

45Δ

Calls
Pseudo strike
17.57
IV
45.3%
B/E move
7.3%
Puts
Pseudo strike
16.90
IV
43.8%
B/E move
5.1%

50Δ

Calls
Pseudo strike
17.23
IV
40.0%
B/E move
5.5%
Puts
Pseudo strike
17.15
IV
40.7%
B/E move
4.1%

55Δ

Calls
Pseudo strike
16.96
IV
35.5%
B/E move
4.1%
Puts
Pseudo strike
17.36
IV
38.9%
B/E move
3.4%

60Δ

Calls
Pseudo strike
16.82
IV
33.0%
B/E move
3.6%
Puts
Pseudo strike
17.58
IV
37.0%
B/E move
2.7%

65Δ

Calls
Pseudo strike
16.68
IV
30.5%
B/E move
3.1%
Puts
Pseudo strike
17.79
IV
35.1%
B/E move
2.0%

70Δ

Calls
Pseudo strike
16.55
IV
28.1%
B/E move
2.6%
Puts
Pseudo strike
18.00
IV
33.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
16.41
IV
25.6%
B/E move
2.1%
Puts
Pseudo strike
18.39
IV
35.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
16.27
IV
23.1%
B/E move
1.6%
Puts
Pseudo strike
18.77
IV
37.0%
B/E move
0.8%

Options history

No recorded observations