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American Century U.S. Quality Growth ETF QGRO

i

Market dataready · fetched 2026-10-24T15:18:16.350Z

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 · 2026-10-24T00:00:00.073314927Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T15:18:16.626150+00:00

Share price$115.70
1D+0.1%
AH$115.25$115.51$115.77$116.03$116.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQGRO
Sold putSold callAH

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$0.48$2.27$4.06$5.85$7.65$108.11$111.96$115.81$119.66$123.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QGRO spot · $115.70QGRO PRICE$0.68$0.83$0.97$1.27$1.57$1.90$2.30$2.78$3.36$4.07$4.90$5.93$7.13$0.93$1.12$1.35$1.60$1.86$2.14$2.45$2.76$3.16$3.52$3.83$4.26$4.89
PutsExpensive1.30×
CallsExpensive1.54×
SkewBullish-0.71 pp
Implied moveBearish±$4.75
TiltBullish5.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ121.6519.7%5.7%109.7325.5%6.0%
25Δ120.1718.0%4.6%111.4423.0%4.6%
30Δ119.0016.6%3.7%112.6721.8%3.8%
35Δ118.3217.4%3.4%113.6920.9%3.1%
40Δ117.6217.9%3.0%114.6020.0%2.6%
45Δ116.9118.3%2.7%115.4219.4%2.1%
50Δ116.1818.8%2.4%116.1818.9%1.7%
55Δ115.4119.6%2.2%116.9018.2%1.3%
60Δ114.5720.5%1.9%117.6318.0%1.1%
65Δ113.6121.7%1.7%118.3017.4%0.8%
70Δ112.5422.7%1.5%118.9016.4%0.5%
75Δ111.2624.0%1.3%119.5715.8%0.3%
80Δ109.8025.1%1.1%120.4015.6%0.2%

20Δ

Calls
Pseudo strike
121.65
IV
19.7%
B/E move
5.7%
Puts
Pseudo strike
109.73
IV
25.5%
B/E move
6.0%

25Δ

Calls
Pseudo strike
120.17
IV
18.0%
B/E move
4.6%
Puts
Pseudo strike
111.44
IV
23.0%
B/E move
4.6%

30Δ

Calls
Pseudo strike
119.00
IV
16.6%
B/E move
3.7%
Puts
Pseudo strike
112.67
IV
21.8%
B/E move
3.8%

35Δ

Calls
Pseudo strike
118.32
IV
17.4%
B/E move
3.4%
Puts
Pseudo strike
113.69
IV
20.9%
B/E move
3.1%

40Δ

Calls
Pseudo strike
117.62
IV
17.9%
B/E move
3.0%
Puts
Pseudo strike
114.60
IV
20.0%
B/E move
2.6%

45Δ

Calls
Pseudo strike
116.91
IV
18.3%
B/E move
2.7%
Puts
Pseudo strike
115.42
IV
19.4%
B/E move
2.1%

50Δ

Calls
Pseudo strike
116.18
IV
18.8%
B/E move
2.4%
Puts
Pseudo strike
116.18
IV
18.9%
B/E move
1.7%

55Δ

Calls
Pseudo strike
115.41
IV
19.6%
B/E move
2.2%
Puts
Pseudo strike
116.90
IV
18.2%
B/E move
1.3%

60Δ

Calls
Pseudo strike
114.57
IV
20.5%
B/E move
1.9%
Puts
Pseudo strike
117.63
IV
18.0%
B/E move
1.1%

65Δ

Calls
Pseudo strike
113.61
IV
21.7%
B/E move
1.7%
Puts
Pseudo strike
118.30
IV
17.4%
B/E move
0.8%

70Δ

Calls
Pseudo strike
112.54
IV
22.7%
B/E move
1.5%
Puts
Pseudo strike
118.90
IV
16.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
111.26
IV
24.0%
B/E move
1.3%
Puts
Pseudo strike
119.57
IV
15.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
109.80
IV
25.1%
B/E move
1.1%
Puts
Pseudo strike
120.40
IV
15.6%
B/E move
0.2%

Options history

No recorded observations