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Hashdex Nasdaq CME Crypto Index ETF Shares of Beneficial Interest NCIQ

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Market datapartial · fetched 2026-10-22T16:40:19.998Z

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 · 2026-10-22T15:56:58.141310817Z

FundamentalsAlpha Vantage · unavailable

Share price$20.33
1D+0.0%
$20.29$20.31$20.34$20.36$20.385:30 AM6:30 AM9:00 AM1:00 PMNCIQ
Sold putSold call

Hashdex Nasdaq CME Crypto Index ETF Shares of Beneficial Interest options

Live interpolated NCIQ call and put midpoint premiums by absolute delta.Hashdex Nasdaq CME Crypto Index ETF Shares of Beneficial Interest$0.24$0.88$1.51$2.14$2.77$14.52$17.50$20.48$23.46$26.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NCIQ spot · $20.32NCIQ PRICE$0.31$0.35$0.83$1.76$2.45$2.45$2.12$1.56$1.18$1.44$1.70$2.07$2.59$1.31$2.45$2.45$2.45$1.08$0.85$0.99$1.12$1.31$1.63$1.94$2.26$2.58
PutsExpensive2.02×
CallsExpensive2.09×
SkewBullish-5.54 pp
Implied moveBullish±$3.11
TiltBearish3.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.8655.6%18.9%16.63139.8%24.7%
25Δ22.6245.8%13.0%16.25207.9%32.1%
30Δ23.5578.8%20.0%17.58175.3%25.5%
35Δ26.67155.1%39.8%18.92142.8%19.0%
40Δ27.69200.5%48.3%19.8160.6%7.9%
45Δ23.97161.3%30.0%20.2240.5%4.7%
50Δ22.25121.7%19.9%20.5039.7%4.0%
55Δ20.9976.2%10.9%20.7938.9%3.3%
60Δ19.9241.0%3.8%21.1038.8%2.6%
65Δ19.5742.9%3.3%21.5040.8%2.2%
70Δ19.2144.7%2.9%21.9042.8%1.8%
75Δ18.7548.0%2.4%22.3042.7%1.4%
80Δ18.1653.1%2.1%22.7141.9%0.9%

20Δ

Calls
Pseudo strike
23.86
IV
55.6%
B/E move
18.9%
Puts
Pseudo strike
16.63
IV
139.8%
B/E move
24.7%

25Δ

Calls
Pseudo strike
22.62
IV
45.8%
B/E move
13.0%
Puts
Pseudo strike
16.25
IV
207.9%
B/E move
32.1%

30Δ

Calls
Pseudo strike
23.55
IV
78.8%
B/E move
20.0%
Puts
Pseudo strike
17.58
IV
175.3%
B/E move
25.5%

35Δ

Calls
Pseudo strike
26.67
IV
155.1%
B/E move
39.8%
Puts
Pseudo strike
18.92
IV
142.8%
B/E move
19.0%

40Δ

Calls
Pseudo strike
27.69
IV
200.5%
B/E move
48.3%
Puts
Pseudo strike
19.81
IV
60.6%
B/E move
7.9%

45Δ

Calls
Pseudo strike
23.97
IV
161.3%
B/E move
30.0%
Puts
Pseudo strike
20.22
IV
40.5%
B/E move
4.7%

50Δ

Calls
Pseudo strike
22.25
IV
121.7%
B/E move
19.9%
Puts
Pseudo strike
20.50
IV
39.7%
B/E move
4.0%

55Δ

Calls
Pseudo strike
20.99
IV
76.2%
B/E move
10.9%
Puts
Pseudo strike
20.79
IV
38.9%
B/E move
3.3%

60Δ

Calls
Pseudo strike
19.92
IV
41.0%
B/E move
3.8%
Puts
Pseudo strike
21.10
IV
38.8%
B/E move
2.6%

65Δ

Calls
Pseudo strike
19.57
IV
42.9%
B/E move
3.3%
Puts
Pseudo strike
21.50
IV
40.8%
B/E move
2.2%

70Δ

Calls
Pseudo strike
19.21
IV
44.7%
B/E move
2.9%
Puts
Pseudo strike
21.90
IV
42.8%
B/E move
1.8%

75Δ

Calls
Pseudo strike
18.75
IV
48.0%
B/E move
2.4%
Puts
Pseudo strike
22.30
IV
42.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
18.16
IV
53.1%
B/E move
2.1%
Puts
Pseudo strike
22.71
IV
41.9%
B/E move
0.9%

Options history

No recorded observations