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Nasdaq, Inc. Common Stock NDAQ

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Market dataready · fetched 2026-11-10T22:29:01.348Z

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 · 2026-11-10T21:23:40.665847138Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-10T22:29:00.923757+00:00

Share price$110.02
1D+1.3%
AH$107.61$108.32$109.03$109.74$110.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNDAQ
Sold putSold callAH

Nasdaq, Inc. Common Stock options

Live interpolated NDAQ call and put midpoint premiums by absolute delta.Nasdaq, Inc. Common Stock$0.27$1.21$2.15$3.09$4.03$105.69$108.04$110.39$112.73$115.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NDAQ spot · $110.02NDAQ PRICE$0.37$0.38$0.50$0.63$0.75$0.86$0.97$1.07$1.16$1.25$1.34$1.60$2.00$0.46$0.46$0.62$0.79$0.92$1.04$1.21$1.53$1.85$2.17$2.49$3.03$3.76
PutsExpensive1.23×
CallsCheap0.57×
SkewBearish+9.24 pp
Implied moveBearish±$2.18
TiltBearish22.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ113.0134.1%3.1%106.7241.0%3.4%
25Δ111.7424.5%1.9%108.1229.6%2.1%
30Δ111.4325.6%1.7%108.4931.1%2.0%
35Δ111.1226.7%1.6%108.8632.5%1.8%
40Δ110.7826.5%1.4%109.2732.0%1.5%
45Δ110.4425.6%1.2%109.6930.3%1.2%
50Δ110.0924.7%0.9%110.1129.5%1.0%
55Δ109.8223.4%0.8%110.5431.6%0.9%
60Δ109.5821.9%0.7%110.9733.6%0.8%
65Δ109.3420.5%0.5%111.4333.9%0.7%
70Δ109.1019.0%0.4%111.9033.9%0.5%
75Δ108.7419.3%0.3%112.5735.6%0.4%
80Δ108.2920.8%0.2%113.4038.1%0.3%

20Δ

Calls
Pseudo strike
113.01
IV
34.1%
B/E move
3.1%
Puts
Pseudo strike
106.72
IV
41.0%
B/E move
3.4%

25Δ

Calls
Pseudo strike
111.74
IV
24.5%
B/E move
1.9%
Puts
Pseudo strike
108.12
IV
29.6%
B/E move
2.1%

30Δ

Calls
Pseudo strike
111.43
IV
25.6%
B/E move
1.7%
Puts
Pseudo strike
108.49
IV
31.1%
B/E move
2.0%

35Δ

Calls
Pseudo strike
111.12
IV
26.7%
B/E move
1.6%
Puts
Pseudo strike
108.86
IV
32.5%
B/E move
1.8%

40Δ

Calls
Pseudo strike
110.78
IV
26.5%
B/E move
1.4%
Puts
Pseudo strike
109.27
IV
32.0%
B/E move
1.5%

45Δ

Calls
Pseudo strike
110.44
IV
25.6%
B/E move
1.2%
Puts
Pseudo strike
109.69
IV
30.3%
B/E move
1.2%

50Δ

Calls
Pseudo strike
110.09
IV
24.7%
B/E move
0.9%
Puts
Pseudo strike
110.11
IV
29.5%
B/E move
1.0%

55Δ

Calls
Pseudo strike
109.82
IV
23.4%
B/E move
0.8%
Puts
Pseudo strike
110.54
IV
31.6%
B/E move
0.9%

60Δ

Calls
Pseudo strike
109.58
IV
21.9%
B/E move
0.7%
Puts
Pseudo strike
110.97
IV
33.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
109.34
IV
20.5%
B/E move
0.5%
Puts
Pseudo strike
111.43
IV
33.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
109.10
IV
19.0%
B/E move
0.4%
Puts
Pseudo strike
111.90
IV
33.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
108.74
IV
19.3%
B/E move
0.3%
Puts
Pseudo strike
112.57
IV
35.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
108.29
IV
20.8%
B/E move
0.2%
Puts
Pseudo strike
113.40
IV
38.1%
B/E move
0.3%

Options history

IV · four-Friday blend30.74%
Daily close
NDAQ20.7%36.2%51.7%2026-08-12: 29.08%2026-08-13: 30.24%2026-08-14: 24.48%2026-08-17: 26.25%2026-08-18: 28.09%2026-08-19: 34.38%2026-08-20: 49.58%2026-08-21: 24.31%2026-08-24: 27.01%2026-08-25: 25.46%2026-08-26: 25.71%2026-08-27: 25.72%2026-08-28: 24.11%2026-08-31: 22.82%2026-09-01: 25.73%2026-09-02: 25.84%2026-09-03: 27.81%2026-09-04: 24.72%2026-09-08: 26.03%2026-09-09: 28.46%2026-09-10: 31.14%2026-09-11: 26.74%2026-09-14: 27.72%2026-09-15: 29.42%2026-09-16: 28.74%2026-09-17: 28.23%2026-09-18: 25.79%2026-09-21: 25.24%2026-09-22: 27.94%2026-09-23: 27.61%2026-09-24: 27.34%2026-09-25: 26.32%2026-09-28: 27.63%2026-09-29: 28.30%2026-09-30: 28.98%2026-10-01: 28.14%2026-10-02: 27.09%2026-10-05: 29.10%2026-10-06: 28.14%2026-10-07: 30.45%2026-10-08: 31.05%2026-10-09: 28.95%2026-10-12: 30.85%2026-10-13: 31.88%2026-10-14: 32.83%2026-10-15: 33.73%2026-10-16: 33.38%2026-10-19: 36.99%2026-10-20: 36.33%2026-10-21: 40.39%2026-10-22: 31.53%2026-10-23: 29.98%2026-10-26: 28.72%2026-10-27: 29.70%2026-10-28: 28.66%2026-10-29: 28.72%2026-10-30: 30.74%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
29.08%
30.24%
24.48%
26.25%
28.09%
34.38%
49.58%
24.31%
27.01%
25.46%
25.71%
25.72%
24.11%
22.82%
25.73%
25.84%
27.81%
24.72%
26.03%
28.46%
31.14%
26.74%
27.72%
29.42%
28.74%
28.23%
25.79%
25.24%
27.94%
27.61%
27.34%
26.32%
27.63%
28.30%
28.98%
28.14%
27.09%
29.10%
28.14%
30.45%
31.05%
28.95%
30.85%
31.88%
32.83%
33.73%
33.38%
36.99%
36.33%
40.39%
31.53%
29.98%
28.72%
29.70%
28.66%
28.72%
30.74%