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Northern Trust Quality Dividend ETF QDF

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Market datapartial · fetched 2026-10-22T14:46:28.424Z

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 · 2026-10-22T14:36:56.119653201Z

FundamentalsAlpha Vantage · unavailable

Share price$90.47
1D-0.5%
$90.43$90.56$90.70$90.83$90.975:30 AM6:30 AM9:00 AM1:00 PMQDF
Sold putSold call

Northern Trust Quality Dividend ETF options

Live interpolated QDF call and put midpoint premiums by absolute delta.Northern Trust Quality Dividend ETF$0.85$1.77$2.69$3.61$4.53$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEQDF PRICE$2.05$2.50$2.95$3.40$4.26$0.95$1.04$1.15$1.25$1.35$1.54$1.82$2.09$2.36$2.64$3.17
PutsExpensive1.29×
CallsExpensive1.73×
SkewBullish-2.57 pp
Implied move——
TiltBearish12.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ88.3619.1%3.4%
35Δ89.2216.8%2.5%
40Δ89.8715.4%1.9%
45Δ90.3514.2%1.5%
50Δ90.7913.0%1.1%
55Δ91.2312.5%0.9%
60Δ89.8315.1%1.6%91.6512.4%0.7%
65Δ89.2215.7%1.4%92.0812.3%0.5%
70Δ88.6116.2%1.2%92.5112.2%0.4%
75Δ88.0016.8%1.0%92.9412.1%0.2%
80Δ87.0118.3%0.9%93.5812.5%0.1%

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
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.36
IV
19.1%
B/E move
3.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
89.22
IV
16.8%
B/E move
2.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
89.87
IV
15.4%
B/E move
1.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.35
IV
14.2%
B/E move
1.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.79
IV
13.0%
B/E move
1.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
91.23
IV
12.5%
B/E move
0.9%

60Δ

Calls
Pseudo strike
89.83
IV
15.1%
B/E move
1.6%
Puts
Pseudo strike
91.65
IV
12.4%
B/E move
0.7%

65Δ

Calls
Pseudo strike
89.22
IV
15.7%
B/E move
1.4%
Puts
Pseudo strike
92.08
IV
12.3%
B/E move
0.5%

70Δ

Calls
Pseudo strike
88.61
IV
16.2%
B/E move
1.2%
Puts
Pseudo strike
92.51
IV
12.2%
B/E move
0.4%

75Δ

Calls
Pseudo strike
88.00
IV
16.8%
B/E move
1.0%
Puts
Pseudo strike
92.94
IV
12.1%
B/E move
0.2%

80Δ

Calls
Pseudo strike
87.01
IV
18.3%
B/E move
0.9%
Puts
Pseudo strike
93.58
IV
12.5%
B/E move
0.1%

Options history

No recorded observations