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NYLIM Hedge Multi-Strategy Tracker ETF QAI

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Market dataready · fetched 2026-11-12T03:55:39.655Z

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: 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 · 2026-11-12T01:00:00.122448422Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:55:39.321169+00:00

Share price$35.85
1D+0.3%
AH$35.73$35.77$35.81$35.86$35.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQAI
Sold putSold callAH

NYLIM Hedge Multi-Strategy Tracker ETF options

Live interpolated QAI call and put midpoint premiums by absolute delta.NYLIM Hedge Multi-Strategy Tracker ETF$0.38$3.53$6.68$9.83$12.98$35.00$35.41$35.81$36.21$36.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive QAI spot · $35.85QAI PRICE$0.72$0.72$0.72$0.72$0.72$0.75$0.83$0.92$1.01$1.10$2.45$2.45$2.45$2.45$2.45$12.07
Puts——
Calls——
Skew——
Implied moveBearish±$3.20
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ40.0194.2%13.6%
30Δ38.3673.3%9.0%32.05196.2%17.4%
35Δ37.3759.0%6.3%33.60162.9%13.1%
40Δ36.7649.0%4.5%34.76137.2%9.9%
45Δ36.3341.2%3.4%35.62117.3%7.5%
50Δ35.9534.9%2.4%36.27101.2%5.7%
55Δ35.7433.3%2.0%
60Δ35.5331.7%1.7%44.37288.2%9.9%
65Δ35.3230.2%1.4%
70Δ35.1228.6%1.0%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
40.01
IV
94.2%
B/E move
13.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
38.36
IV
73.3%
B/E move
9.0%
Puts
Pseudo strike
32.05
IV
196.2%
B/E move
17.4%

35Δ

Calls
Pseudo strike
37.37
IV
59.0%
B/E move
6.3%
Puts
Pseudo strike
33.60
IV
162.9%
B/E move
13.1%

40Δ

Calls
Pseudo strike
36.76
IV
49.0%
B/E move
4.5%
Puts
Pseudo strike
34.76
IV
137.2%
B/E move
9.9%

45Δ

Calls
Pseudo strike
36.33
IV
41.2%
B/E move
3.4%
Puts
Pseudo strike
35.62
IV
117.3%
B/E move
7.5%

50Δ

Calls
Pseudo strike
35.95
IV
34.9%
B/E move
2.4%
Puts
Pseudo strike
36.27
IV
101.2%
B/E move
5.7%

55Δ

Calls
Pseudo strike
35.74
IV
33.3%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
35.53
IV
31.7%
B/E move
1.7%
Puts
Pseudo strike
44.37
IV
288.2%
B/E move
9.9%

65Δ

Calls
Pseudo strike
35.32
IV
30.2%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
35.12
IV
28.6%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend46.22%
Daily EOD
QAI42.8%67.8%92.9%2026-10-19: 77.25%2026-10-20: 77.91%2026-10-21: 51.88%2026-10-22: 84.42%2026-10-23: 85.13%2026-10-26: 88.86%2026-10-27: 89.47%2026-10-28: 84.22%2026-10-29: 85.46%2026-10-30: 46.22%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
77.25%
77.91%
51.88%
84.42%
85.13%
88.86%
89.47%
84.22%
85.46%
46.22%