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Nasdaq Inc NDAQ

FINANCIAL SERVICES · FINANCIAL DATA & STOCK EXCHANGES
i

Market dataready · fetched 2026-10-21T17:52:24.292Z

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

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 · 2026-10-21T17:52:23.408477969Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:55.146047+00:00

Share price$95.91
1D+1.6%
$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$0.38$1.60$2.81$4.03$5.24$90.02$92.94$95.87$98.80$101.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NDAQ spot · $95.91NDAQ PRICE$0.51$0.64$0.83$1.02$1.22$1.46$1.71$2.02$2.34$2.74$3.23$3.96$4.89$0.59$0.77$0.92$1.11$1.35$1.59$1.84$2.17$2.53$2.92$3.36$3.86$4.83
PutsExpensive3.60×
CallsExpensive1.79×
SkewBearish+0.92 pp
Implied moveBearish±$3.56
TiltBearish2.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.1066.2%4.9%91.7972.9%4.9%
25Δ99.0662.1%4.0%92.7170.6%4.1%
30Δ98.4062.5%3.5%93.5666.7%3.4%
35Δ97.7762.6%3.0%94.2864.4%2.9%
40Δ97.1662.0%2.6%94.8864.7%2.5%
45Δ96.5862.0%2.2%95.4664.0%2.1%
50Δ96.0362.2%1.9%96.0363.1%1.8%
55Δ95.4762.6%1.6%96.6163.4%1.5%
60Δ94.9063.1%1.4%97.1963.7%1.3%
65Δ94.2963.9%1.2%97.8163.8%1.1%
70Δ93.6065.6%1.0%98.4463.5%0.9%
75Δ92.7270.3%0.8%99.1363.4%0.7%
80Δ91.6675.4%0.7%100.2368.2%0.5%

20Δ

Calls
Pseudo strike
100.10
IV
66.2%
B/E move
4.9%
Puts
Pseudo strike
91.79
IV
72.9%
B/E move
4.9%

25Δ

Calls
Pseudo strike
99.06
IV
62.1%
B/E move
4.0%
Puts
Pseudo strike
92.71
IV
70.6%
B/E move
4.1%

30Δ

Calls
Pseudo strike
98.40
IV
62.5%
B/E move
3.5%
Puts
Pseudo strike
93.56
IV
66.7%
B/E move
3.4%

35Δ

Calls
Pseudo strike
97.77
IV
62.6%
B/E move
3.0%
Puts
Pseudo strike
94.28
IV
64.4%
B/E move
2.9%

40Δ

Calls
Pseudo strike
97.16
IV
62.0%
B/E move
2.6%
Puts
Pseudo strike
94.88
IV
64.7%
B/E move
2.5%

45Δ

Calls
Pseudo strike
96.58
IV
62.0%
B/E move
2.2%
Puts
Pseudo strike
95.46
IV
64.0%
B/E move
2.1%

50Δ

Calls
Pseudo strike
96.03
IV
62.2%
B/E move
1.9%
Puts
Pseudo strike
96.03
IV
63.1%
B/E move
1.8%

55Δ

Calls
Pseudo strike
95.47
IV
62.6%
B/E move
1.6%
Puts
Pseudo strike
96.61
IV
63.4%
B/E move
1.5%

60Δ

Calls
Pseudo strike
94.90
IV
63.1%
B/E move
1.4%
Puts
Pseudo strike
97.19
IV
63.7%
B/E move
1.3%

65Δ

Calls
Pseudo strike
94.29
IV
63.9%
B/E move
1.2%
Puts
Pseudo strike
97.81
IV
63.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
93.60
IV
65.6%
B/E move
1.0%
Puts
Pseudo strike
98.44
IV
63.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
92.72
IV
70.3%
B/E move
0.8%
Puts
Pseudo strike
99.13
IV
63.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
91.66
IV
75.4%
B/E move
0.7%
Puts
Pseudo strike
100.23
IV
68.2%
B/E move
0.5%

Options history

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