IntraAlpha
Create free account Start free

American Century U.S. Quality Growth ETF QGRO

i

Market dataready · fetched 2026-10-22T18:25:36.326Z

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 · 2026-10-22T18:23:33.644198416Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T18:25:34.656338+00:00

Share price$116.28
1D-0.1%
$115.75$116.09$116.43$116.76$117.105:30 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$0.69$2.21$3.72$5.24$6.76$108.23$112.16$116.10$120.03$123.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QGRO spot · $116.28QGRO PRICE$0.86$1.16$1.46$1.77$2.07$2.38$2.68$3.28$3.91$4.53$5.43$6.32$0.92$1.07$1.29$1.54$1.80$2.06$2.32
PutsExpensive1.38×
CallsExpensive1.43×
SkewBearish+1.13 pp
Implied moveBalanced±$4.69
TiltBullish53.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ109.8625.2%6.3%
25Δ120.8517.6%4.7%112.2321.2%4.4%
30Δ120.0517.7%4.2%113.4020.1%3.6%
35Δ119.2517.8%3.8%114.3419.3%3.0%
40Δ118.4517.9%3.4%115.1418.6%2.5%
45Δ117.6518.0%3.0%115.9417.9%2.1%
50Δ116.8518.0%2.5%116.7417.2%1.6%
55Δ116.0518.1%2.1%
60Δ115.1718.7%1.9%
65Δ114.2819.3%1.6%
70Δ113.3919.9%1.4%
75Δ112.2521.0%1.2%
80Δ111.1121.2%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
109.86
IV
25.2%
B/E move
6.3%

25Δ

Calls
Pseudo strike
120.85
IV
17.6%
B/E move
4.7%
Puts
Pseudo strike
112.23
IV
21.2%
B/E move
4.4%

30Δ

Calls
Pseudo strike
120.05
IV
17.7%
B/E move
4.2%
Puts
Pseudo strike
113.40
IV
20.1%
B/E move
3.6%

35Δ

Calls
Pseudo strike
119.25
IV
17.8%
B/E move
3.8%
Puts
Pseudo strike
114.34
IV
19.3%
B/E move
3.0%

40Δ

Calls
Pseudo strike
118.45
IV
17.9%
B/E move
3.4%
Puts
Pseudo strike
115.14
IV
18.6%
B/E move
2.5%

45Δ

Calls
Pseudo strike
117.65
IV
18.0%
B/E move
3.0%
Puts
Pseudo strike
115.94
IV
17.9%
B/E move
2.1%

50Δ

Calls
Pseudo strike
116.85
IV
18.0%
B/E move
2.5%
Puts
Pseudo strike
116.74
IV
17.2%
B/E move
1.6%

55Δ

Calls
Pseudo strike
116.05
IV
18.1%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
115.17
IV
18.7%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
114.28
IV
19.3%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
113.39
IV
19.9%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
112.25
IV
21.0%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
111.11
IV
21.2%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations