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Northern Trust Quality Dividend Defensive ETF QDEF

i

Market dataready · fetched 2026-11-12T01:26:22.854Z

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 · 2026-11-12T01:00:00.059117635Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:26:22.507646+00:00

Share price$90.61
1D+0.7%
AH$89.91$90.12$90.34$90.55$90.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQDEF
Sold putSold callAH

Northern Trust Quality Dividend Defensive ETF options

Live interpolated QDEF call and put midpoint premiums by absolute delta.Northern Trust Quality Dividend Defensive ETF$0.56$1.38$2.21$3.03$3.85$86.85$88.62$90.39$92.16$93.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive QDEF spot · $90.61QDEF PRICE$0.65$0.65$0.66$0.68$0.73$0.77$0.83$0.88$0.93$0.99$1.07$1.20$1.33$0.65$0.69$0.74$0.77$0.81$0.88$0.95$1.03$1.22$1.41$1.60$3.62
Puts——
CallsFair0.99×
Skew——
Implied moveBearish±$1.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.1442.7%6.8%86.1940.5%5.6%
25Δ93.9131.8%4.4%87.7832.4%3.9%
30Δ92.7025.3%3.0%88.7827.1%2.8%
35Δ91.9321.0%2.2%89.4623.2%2.1%
40Δ91.4818.7%1.8%90.0419.8%1.5%
45Δ91.0416.4%1.3%90.3618.4%1.2%
50Δ90.8015.2%1.1%90.6916.9%1.0%
55Δ90.5814.0%0.9%91.0115.5%0.7%
60Δ90.3612.8%0.8%91.3015.4%0.6%
65Δ90.1411.6%0.6%91.5915.4%0.5%
70Δ89.9310.6%0.4%91.8815.3%0.4%
75Δ89.7210.1%0.3%
80Δ89.519.5%0.3%93.9225.7%0.3%

20Δ

Calls
Pseudo strike
96.14
IV
42.7%
B/E move
6.8%
Puts
Pseudo strike
86.19
IV
40.5%
B/E move
5.6%

25Δ

Calls
Pseudo strike
93.91
IV
31.8%
B/E move
4.4%
Puts
Pseudo strike
87.78
IV
32.4%
B/E move
3.9%

30Δ

Calls
Pseudo strike
92.70
IV
25.3%
B/E move
3.0%
Puts
Pseudo strike
88.78
IV
27.1%
B/E move
2.8%

35Δ

Calls
Pseudo strike
91.93
IV
21.0%
B/E move
2.2%
Puts
Pseudo strike
89.46
IV
23.2%
B/E move
2.1%

40Δ

Calls
Pseudo strike
91.48
IV
18.7%
B/E move
1.8%
Puts
Pseudo strike
90.04
IV
19.8%
B/E move
1.5%

45Δ

Calls
Pseudo strike
91.04
IV
16.4%
B/E move
1.3%
Puts
Pseudo strike
90.36
IV
18.4%
B/E move
1.2%

50Δ

Calls
Pseudo strike
90.80
IV
15.2%
B/E move
1.1%
Puts
Pseudo strike
90.69
IV
16.9%
B/E move
1.0%

55Δ

Calls
Pseudo strike
90.58
IV
14.0%
B/E move
0.9%
Puts
Pseudo strike
91.01
IV
15.5%
B/E move
0.7%

60Δ

Calls
Pseudo strike
90.36
IV
12.8%
B/E move
0.8%
Puts
Pseudo strike
91.30
IV
15.4%
B/E move
0.6%

65Δ

Calls
Pseudo strike
90.14
IV
11.6%
B/E move
0.6%
Puts
Pseudo strike
91.59
IV
15.4%
B/E move
0.5%

70Δ

Calls
Pseudo strike
89.93
IV
10.6%
B/E move
0.4%
Puts
Pseudo strike
91.88
IV
15.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
89.72
IV
10.1%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
89.51
IV
9.5%
B/E move
0.3%
Puts
Pseudo strike
93.92
IV
25.7%
B/E move
0.3%

Options history

IV · four-Friday blend13.59%
Daily EOD
QDEF11.8%24.8%37.8%2026-10-19: 31.14%2026-10-20: 33.17%2026-10-21: 32.52%2026-10-22: 33.03%2026-10-23: 18.08%2026-10-26: 33.78%2026-10-27: 22.90%2026-10-28: 34.03%2026-10-29: 35.99%2026-10-30: 13.59%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.14%
33.17%
32.52%
33.03%
18.08%
33.78%
22.90%
34.03%
35.99%
13.59%