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Northern Trust Quality Dividend ETF QDF

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Market dataready · fetched 2026-10-22T16:44:25.289Z

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 · 2026-10-22T16:39:54.410001481Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T16:44:23.416793+00:00

Share price$90.82
1D-0.1%
$90.43$90.58$90.74$90.89$91.055:30 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$2.48$2.69$2.89$3.10$3.31$81.31$85.42$89.53$93.65$97.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QDF spot · $90.82QDF PRICE$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.68$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.53$2.89$3.25
PutsExpensive2.85×
CallsExpensive2.17×
SkewBearish+10.03 pp
Implied moveBalanced±$5.00
TiltBearish19.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.5478.3%17.4%
25Δ82.4859.9%11.9%
30Δ85.7047.6%8.4%
35Δ87.8938.9%6.0%
40Δ94.0336.2%6.3%89.4032.5%4.3%
45Δ92.5030.3%4.6%90.4927.5%3.1%
50Δ91.4325.7%3.4%91.3023.6%2.2%
55Δ90.6722.0%2.6%91.9420.2%1.5%
60Δ90.0718.8%1.9%92.3217.8%1.1%
65Δ89.7516.6%1.6%92.6715.5%0.7%
70Δ89.4614.5%1.3%93.0413.4%0.3%
75Δ89.1812.4%0.9%93.5213.1%0.2%
80Δ88.7711.2%0.7%94.0012.9%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.54
IV
78.3%
B/E move
17.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.48
IV
59.9%
B/E move
11.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
85.70
IV
47.6%
B/E move
8.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
87.89
IV
38.9%
B/E move
6.0%

40Δ

Calls
Pseudo strike
94.03
IV
36.2%
B/E move
6.3%
Puts
Pseudo strike
89.40
IV
32.5%
B/E move
4.3%

45Δ

Calls
Pseudo strike
92.50
IV
30.3%
B/E move
4.6%
Puts
Pseudo strike
90.49
IV
27.5%
B/E move
3.1%

50Δ

Calls
Pseudo strike
91.43
IV
25.7%
B/E move
3.4%
Puts
Pseudo strike
91.30
IV
23.6%
B/E move
2.2%

55Δ

Calls
Pseudo strike
90.67
IV
22.0%
B/E move
2.6%
Puts
Pseudo strike
91.94
IV
20.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
90.07
IV
18.8%
B/E move
1.9%
Puts
Pseudo strike
92.32
IV
17.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
89.75
IV
16.6%
B/E move
1.6%
Puts
Pseudo strike
92.67
IV
15.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
89.46
IV
14.5%
B/E move
1.3%
Puts
Pseudo strike
93.04
IV
13.4%
B/E move
0.3%

75Δ

Calls
Pseudo strike
89.18
IV
12.4%
B/E move
0.9%
Puts
Pseudo strike
93.52
IV
13.1%
B/E move
0.2%

80Δ

Calls
Pseudo strike
88.77
IV
11.2%
B/E move
0.7%
Puts
Pseudo strike
94.00
IV
12.9%
B/E move
0.1%

Options history

No recorded observations