IntraAlpha
Create free account Start free

Northern Trust Quality Dividend Defensive ETF QDEF

i

Market datapartial · fetched 2026-10-22T21:11:20.916Z

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 · 2026-10-22T20:10:00.004051305Z

FundamentalsAlpha Vantage · unavailable

Share price$91.43
1D+0.2%
AH$90.91$91.04$91.18$91.31$91.445:30 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$0.58$1.22$1.86$2.50$3.14$86.56$88.86$91.16$93.46$95.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QDEF spot · $91.43QDEF PRICE$0.65$0.67$0.73$0.82$0.91$1.01$1.13$1.27$1.42$1.71$2.06$2.47$2.96$0.76$0.84$0.92$0.99$1.10$1.20$1.29$1.45$1.70$1.95$2.41
PutsExpensive2.01×
CallsExpensive1.66×
SkewBearish+2.11 pp
Implied moveBearish±$2.42
TiltBullish9.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ97.2023.3%7.0%86.5425.7%6.2%
25Δ95.0818.0%4.7%88.2521.4%4.4%
30Δ93.9515.3%3.6%89.3918.4%3.2%
35Δ93.2513.8%2.9%90.2416.0%2.4%
40Δ92.6912.7%2.4%90.8614.7%1.8%
45Δ92.2211.8%2.0%91.3313.5%1.4%
50Δ91.8111.1%1.6%91.7412.4%1.1%
55Δ91.4510.8%1.4%92.1511.7%0.8%
60Δ91.0910.4%1.2%92.5611.8%0.6%
65Δ90.6610.7%1.0%92.9611.9%0.5%
70Δ90.2211.3%0.9%93.5312.6%0.3%
75Δ89.7011.8%0.8%
80Δ89.1112.3%0.7%

20Δ

Calls
Pseudo strike
97.20
IV
23.3%
B/E move
7.0%
Puts
Pseudo strike
86.54
IV
25.7%
B/E move
6.2%

25Δ

Calls
Pseudo strike
95.08
IV
18.0%
B/E move
4.7%
Puts
Pseudo strike
88.25
IV
21.4%
B/E move
4.4%

30Δ

Calls
Pseudo strike
93.95
IV
15.3%
B/E move
3.6%
Puts
Pseudo strike
89.39
IV
18.4%
B/E move
3.2%

35Δ

Calls
Pseudo strike
93.25
IV
13.8%
B/E move
2.9%
Puts
Pseudo strike
90.24
IV
16.0%
B/E move
2.4%

40Δ

Calls
Pseudo strike
92.69
IV
12.7%
B/E move
2.4%
Puts
Pseudo strike
90.86
IV
14.7%
B/E move
1.8%

45Δ

Calls
Pseudo strike
92.22
IV
11.8%
B/E move
2.0%
Puts
Pseudo strike
91.33
IV
13.5%
B/E move
1.4%

50Δ

Calls
Pseudo strike
91.81
IV
11.1%
B/E move
1.6%
Puts
Pseudo strike
91.74
IV
12.4%
B/E move
1.1%

55Δ

Calls
Pseudo strike
91.45
IV
10.8%
B/E move
1.4%
Puts
Pseudo strike
92.15
IV
11.7%
B/E move
0.8%

60Δ

Calls
Pseudo strike
91.09
IV
10.4%
B/E move
1.2%
Puts
Pseudo strike
92.56
IV
11.8%
B/E move
0.6%

65Δ

Calls
Pseudo strike
90.66
IV
10.7%
B/E move
1.0%
Puts
Pseudo strike
92.96
IV
11.9%
B/E move
0.5%

70Δ

Calls
Pseudo strike
90.22
IV
11.3%
B/E move
0.9%
Puts
Pseudo strike
93.53
IV
12.6%
B/E move
0.3%

75Δ

Calls
Pseudo strike
89.70
IV
11.8%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
89.11
IV
12.3%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations