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Northern Trust Quality Dividend ETF QDF

i

Market dataready · fetched 2026-11-12T00:50:40.777Z

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 · 2026-11-11T23:30:00.003886442Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:50:40.435182+00:00

Share price$90.75
1D+0.6%
AH$90.04$90.26$90.49$90.72$90.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQDF
Sold putSold callAH

Northern Trust Quality Dividend ETF options

Live interpolated QDF call and put midpoint premiums by absolute delta.Northern Trust Quality Dividend ETF$1.19$1.53$1.86$2.20$2.53$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEQDF PRICE$1.40$1.58$1.76$1.94$1.23$1.34$1.46$1.59$2.01$2.43
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ91.1818.3%0.9%
60Δ91.4617.3%0.7%
65Δ89.9916.3%0.7%91.7316.3%0.5%
70Δ89.7115.7%0.6%92.0215.3%0.4%
75Δ89.4215.0%0.5%92.5115.7%0.3%
80Δ89.1414.4%0.4%93.0116.1%0.2%

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
IV
B/E move

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
91.18
IV
18.3%
B/E move
0.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
91.46
IV
17.3%
B/E move
0.7%

65Δ

Calls
Pseudo strike
89.99
IV
16.3%
B/E move
0.7%
Puts
Pseudo strike
91.73
IV
16.3%
B/E move
0.5%

70Δ

Calls
Pseudo strike
89.71
IV
15.7%
B/E move
0.6%
Puts
Pseudo strike
92.02
IV
15.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
89.42
IV
15.0%
B/E move
0.5%
Puts
Pseudo strike
92.51
IV
15.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
89.14
IV
14.4%
B/E move
0.4%
Puts
Pseudo strike
93.01
IV
16.1%
B/E move
0.2%

Options history

IV · four-Friday blend15.87%
Daily EOD
QDF12.9%14.5%16.1%2026-10-19: 13.10%2026-10-20: 13.42%2026-10-21: 13.11%2026-10-22: 13.82%2026-10-23: 14.42%2026-10-26: 15.57%2026-10-27: 15.54%2026-10-28: 15.33%2026-10-29: 15.43%2026-10-30: 15.87%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
13.10%
13.42%
13.11%
13.82%
14.42%
15.57%
15.54%
15.33%
15.43%
15.87%