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NYLIM Hedge Multi-Strategy Tracker ETF QAI

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Market datapartial · fetched 2026-10-23T02:57:25.901Z

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 · 2026-10-23T00:00:00.176507351Z

FundamentalsAlpha Vantage · unavailable

Share price$35.65
1D-0.2%
AH$35.56$35.60$35.64$35.69$35.735:30 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$0.52$2.42$4.33$6.23$8.14$24.53$28.23$31.93$35.63$39.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QAI spot · $35.65QAI PRICE$0.72$0.72$0.73$0.75$0.80$0.87$0.95$1.03$1.14$1.43$1.73$2.45$2.45$2.45$2.45$2.45$3.87$7.59
PutsExpensive7.29×
CallsExpensive2.12×
SkewBearish+74.35 pp
Implied moveBearish±$4.66
TiltBearish37.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ29.78134.2%23.3%
30Δ38.2440.5%9.3%31.94108.5%17.3%
35Δ37.2532.6%6.5%33.4990.1%12.9%
40Δ36.6627.4%4.9%34.6575.9%9.7%
45Δ36.1923.2%3.6%35.5064.9%7.3%
50Δ35.8720.7%2.8%36.9978.4%7.1%
55Δ35.6419.5%2.4%39.84126.1%9.5%
60Δ35.4218.4%2.0%
65Δ35.1917.2%1.6%
70Δ34.9516.2%1.2%
75Δ34.5816.1%1.0%
80Δ34.2016.0%0.8%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.78
IV
134.2%
B/E move
23.3%

30Δ

Calls
Pseudo strike
38.24
IV
40.5%
B/E move
9.3%
Puts
Pseudo strike
31.94
IV
108.5%
B/E move
17.3%

35Δ

Calls
Pseudo strike
37.25
IV
32.6%
B/E move
6.5%
Puts
Pseudo strike
33.49
IV
90.1%
B/E move
12.9%

40Δ

Calls
Pseudo strike
36.66
IV
27.4%
B/E move
4.9%
Puts
Pseudo strike
34.65
IV
75.9%
B/E move
9.7%

45Δ

Calls
Pseudo strike
36.19
IV
23.2%
B/E move
3.6%
Puts
Pseudo strike
35.50
IV
64.9%
B/E move
7.3%

50Δ

Calls
Pseudo strike
35.87
IV
20.7%
B/E move
2.8%
Puts
Pseudo strike
36.99
IV
78.4%
B/E move
7.1%

55Δ

Calls
Pseudo strike
35.64
IV
19.5%
B/E move
2.4%
Puts
Pseudo strike
39.84
IV
126.1%
B/E move
9.5%

60Δ

Calls
Pseudo strike
35.42
IV
18.4%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
35.19
IV
17.2%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
34.95
IV
16.2%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
34.58
IV
16.1%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
34.20
IV
16.0%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations