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Nasdaq Inc NDAQ

FINANCIAL SERVICES · FINANCIAL DATA & STOCK EXCHANGES
i

Market dataready · fetched 2026-10-21T16:59:20.096Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:59:16.071218825Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:19.734039+00:00

Share price$96.10
1D+1.8%
$94.24$94.86$95.47$96.08$96.705:30 AM6:30 AM9:00 AM1:00 PMNDAQ
Sold putSold call

Nasdaq Inc options

Live interpolated NDAQ call and put midpoint premiums by absolute delta.Nasdaq Inc$0.35$1.88$3.41$4.93$6.46$90.06$93.07$96.08$99.09$102.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NDAQ spot · $96.10NDAQ PRICE$0.52$0.69$0.87$1.06$1.29$1.52$1.76$2.06$2.41$2.87$3.34$3.83$4.51$0.57$0.76$0.94$1.12$1.31$1.56$1.82$2.13$2.49$2.88$3.33$4.29$6.02
PutsExpensive3.41×
CallsExpensive1.82×
SkewBearish+0.58 pp
Implied moveBalanced±$3.58
TiltBearish4.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.3366.5%4.9%92.1170.5%4.7%
25Δ99.4966.3%4.2%92.9469.9%4.1%
30Δ98.7465.8%3.7%93.7367.6%3.4%
35Δ98.0465.2%3.1%94.4465.1%2.9%
40Δ97.4265.1%2.7%95.0963.0%2.4%
45Δ96.8264.8%2.3%95.6662.4%2.1%
50Δ96.2363.6%2.0%96.2362.1%1.8%
55Δ95.6563.8%1.7%96.7862.2%1.5%
60Δ95.0664.9%1.4%97.3762.6%1.3%
65Δ94.4166.7%1.2%97.9763.0%1.1%
70Δ93.7367.9%1.0%98.6262.9%0.8%
75Δ93.0367.9%0.8%99.6970.0%0.7%
80Δ92.1769.2%0.6%101.4983.9%0.7%

20Δ

Calls
Pseudo strike
100.33
IV
66.5%
B/E move
4.9%
Puts
Pseudo strike
92.11
IV
70.5%
B/E move
4.7%

25Δ

Calls
Pseudo strike
99.49
IV
66.3%
B/E move
4.2%
Puts
Pseudo strike
92.94
IV
69.9%
B/E move
4.1%

30Δ

Calls
Pseudo strike
98.74
IV
65.8%
B/E move
3.7%
Puts
Pseudo strike
93.73
IV
67.6%
B/E move
3.4%

35Δ

Calls
Pseudo strike
98.04
IV
65.2%
B/E move
3.1%
Puts
Pseudo strike
94.44
IV
65.1%
B/E move
2.9%

40Δ

Calls
Pseudo strike
97.42
IV
65.1%
B/E move
2.7%
Puts
Pseudo strike
95.09
IV
63.0%
B/E move
2.4%

45Δ

Calls
Pseudo strike
96.82
IV
64.8%
B/E move
2.3%
Puts
Pseudo strike
95.66
IV
62.4%
B/E move
2.1%

50Δ

Calls
Pseudo strike
96.23
IV
63.6%
B/E move
2.0%
Puts
Pseudo strike
96.23
IV
62.1%
B/E move
1.8%

55Δ

Calls
Pseudo strike
95.65
IV
63.8%
B/E move
1.7%
Puts
Pseudo strike
96.78
IV
62.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
95.06
IV
64.9%
B/E move
1.4%
Puts
Pseudo strike
97.37
IV
62.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
94.41
IV
66.7%
B/E move
1.2%
Puts
Pseudo strike
97.97
IV
63.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
93.73
IV
67.9%
B/E move
1.0%
Puts
Pseudo strike
98.62
IV
62.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
93.03
IV
67.9%
B/E move
0.8%
Puts
Pseudo strike
99.69
IV
70.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
92.17
IV
69.2%
B/E move
0.6%
Puts
Pseudo strike
101.49
IV
83.9%
B/E move
0.7%

Options history

NDAQ35.7936.4537.122026-10-19: 37.03%2026-10-20: 35.88%Oct 19Oct 20
Table
DateIV
37.03%
35.88%