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American Century U.S. Quality Growth ETF QGRO

i

Market dataready · fetched 2026-11-13T18:53:16.786Z

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 · 2026-11-13T18:51:58.551561114Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:53:16.339956+00:00

Share price$113.95
1D-1.2%
$112.99$113.61$114.24$114.87$115.495:30 AM6:30 AM9:00 AM1:00 PMQGRO
Sold putSold call

American Century U.S. Quality Growth ETF options

Live interpolated QGRO call and put midpoint premiums by absolute delta.American Century U.S. Quality Growth ETF$0.67$1.39$2.12$2.84$3.56$108.69$111.45$114.20$116.95$119.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive QGRO spot · $113.95QGRO PRICE$0.75$0.84$0.93$1.02$1.12$1.21$1.30$1.39$1.48$1.57$1.89$2.28$2.60$0.75$0.79$0.92$1.06$1.21$1.36$1.52$1.75$1.98$2.41$2.85$3.35
Puts——
CallsExpensive1.07×
Skew——
Implied moveBearish±$2.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ122.1949.5%7.9%108.8541.1%5.1%
25Δ121.2045.9%7.1%110.6433.0%3.6%
30Δ120.2142.3%6.3%111.5230.0%2.9%
35Δ119.2238.7%5.5%112.1728.3%2.5%
40Δ118.2335.0%4.7%112.8326.7%2.0%
45Δ117.2431.4%3.9%113.4825.0%1.6%
50Δ116.2527.8%3.2%114.0923.6%1.2%
55Δ115.2624.2%2.4%114.5523.2%1.0%
60Δ114.2720.6%1.6%115.0122.8%0.8%
65Δ113.2817.0%0.8%115.5823.7%0.7%
70Δ112.6516.7%0.5%116.1624.5%0.6%
75Δ112.1717.7%0.4%116.8125.0%0.4%
80Δ111.7517.4%0.4%

20Δ

Calls
Pseudo strike
122.19
IV
49.5%
B/E move
7.9%
Puts
Pseudo strike
108.85
IV
41.1%
B/E move
5.1%

25Δ

Calls
Pseudo strike
121.20
IV
45.9%
B/E move
7.1%
Puts
Pseudo strike
110.64
IV
33.0%
B/E move
3.6%

30Δ

Calls
Pseudo strike
120.21
IV
42.3%
B/E move
6.3%
Puts
Pseudo strike
111.52
IV
30.0%
B/E move
2.9%

35Δ

Calls
Pseudo strike
119.22
IV
38.7%
B/E move
5.5%
Puts
Pseudo strike
112.17
IV
28.3%
B/E move
2.5%

40Δ

Calls
Pseudo strike
118.23
IV
35.0%
B/E move
4.7%
Puts
Pseudo strike
112.83
IV
26.7%
B/E move
2.0%

45Δ

Calls
Pseudo strike
117.24
IV
31.4%
B/E move
3.9%
Puts
Pseudo strike
113.48
IV
25.0%
B/E move
1.6%

50Δ

Calls
Pseudo strike
116.25
IV
27.8%
B/E move
3.2%
Puts
Pseudo strike
114.09
IV
23.6%
B/E move
1.2%

55Δ

Calls
Pseudo strike
115.26
IV
24.2%
B/E move
2.4%
Puts
Pseudo strike
114.55
IV
23.2%
B/E move
1.0%

60Δ

Calls
Pseudo strike
114.27
IV
20.6%
B/E move
1.6%
Puts
Pseudo strike
115.01
IV
22.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
113.28
IV
17.0%
B/E move
0.8%
Puts
Pseudo strike
115.58
IV
23.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
112.65
IV
16.7%
B/E move
0.5%
Puts
Pseudo strike
116.16
IV
24.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
112.17
IV
17.7%
B/E move
0.4%
Puts
Pseudo strike
116.81
IV
25.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
111.75
IV
17.4%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.63%
Daily EOD
QGRO16.8%21.3%25.8%2026-10-19: 25.17%2026-10-20: 23.84%2026-10-21: 23.75%2026-10-22: 19.76%2026-10-23: 20.89%2026-10-26: 21.12%2026-10-27: 17.42%2026-10-28: 23.41%2026-10-29: 20.26%2026-10-30: 18.63%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.17%
23.84%
23.75%
19.76%
20.89%
21.12%
17.42%
23.41%
20.26%
18.63%