IntraAlpha
Create free account Start free

American Century U.S. Quality Growth ETF QGRO

i

Market dataready · fetched 2026-10-22T23:10:29.389Z

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 · 2026-10-22T22:30:00.003728474Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:10:27.704515+00:00

Share price$116.36
1D-0.1%
AH$115.75$116.09$116.43$116.76$117.105:30 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$0.52$2.07$3.62$5.17$6.72$108.81$112.51$116.21$119.91$123.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QGRO spot · $116.36QGRO PRICE$0.69$0.82$0.98$1.18$1.45$1.78$2.15$2.61$3.07$3.62$4.32$5.23$6.15$0.92$1.10$1.34$1.57$1.80$2.06$2.39$2.70$3.03$3.40$3.84$4.92$6.27
PutsExpensive1.29×
CallsExpensive1.35×
SkewBearish+0.92 pp
Implied moveBearish±$4.54
TiltBalanced1.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ122.4519.4%5.8%110.4524.5%5.9%
25Δ120.8217.3%4.5%112.1721.9%4.6%
30Δ119.7016.1%3.7%113.3820.7%3.7%
35Δ118.8215.5%3.1%114.4119.7%3.0%
40Δ118.1715.9%2.8%115.3218.6%2.4%
45Δ117.5216.3%2.5%116.1317.9%2.0%
50Δ116.8516.9%2.3%116.8717.7%1.6%
55Δ116.1317.7%2.1%117.5617.1%1.3%
60Δ115.3817.9%1.8%118.2416.6%1.0%
65Δ114.5618.4%1.6%118.9116.1%0.7%
70Δ113.6219.1%1.4%119.6015.8%0.5%
75Δ112.4920.2%1.2%120.8417.3%0.4%
80Δ111.3420.6%1.0%122.3419.0%0.3%

20Δ

Calls
Pseudo strike
122.45
IV
19.4%
B/E move
5.8%
Puts
Pseudo strike
110.45
IV
24.5%
B/E move
5.9%

25Δ

Calls
Pseudo strike
120.82
IV
17.3%
B/E move
4.5%
Puts
Pseudo strike
112.17
IV
21.9%
B/E move
4.6%

30Δ

Calls
Pseudo strike
119.70
IV
16.1%
B/E move
3.7%
Puts
Pseudo strike
113.38
IV
20.7%
B/E move
3.7%

35Δ

Calls
Pseudo strike
118.82
IV
15.5%
B/E move
3.1%
Puts
Pseudo strike
114.41
IV
19.7%
B/E move
3.0%

40Δ

Calls
Pseudo strike
118.17
IV
15.9%
B/E move
2.8%
Puts
Pseudo strike
115.32
IV
18.6%
B/E move
2.4%

45Δ

Calls
Pseudo strike
117.52
IV
16.3%
B/E move
2.5%
Puts
Pseudo strike
116.13
IV
17.9%
B/E move
2.0%

50Δ

Calls
Pseudo strike
116.85
IV
16.9%
B/E move
2.3%
Puts
Pseudo strike
116.87
IV
17.7%
B/E move
1.6%

55Δ

Calls
Pseudo strike
116.13
IV
17.7%
B/E move
2.1%
Puts
Pseudo strike
117.56
IV
17.1%
B/E move
1.3%

60Δ

Calls
Pseudo strike
115.38
IV
17.9%
B/E move
1.8%
Puts
Pseudo strike
118.24
IV
16.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
114.56
IV
18.4%
B/E move
1.6%
Puts
Pseudo strike
118.91
IV
16.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
113.62
IV
19.1%
B/E move
1.4%
Puts
Pseudo strike
119.60
IV
15.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
112.49
IV
20.2%
B/E move
1.2%
Puts
Pseudo strike
120.84
IV
17.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
111.34
IV
20.6%
B/E move
1.0%
Puts
Pseudo strike
122.34
IV
19.0%
B/E move
0.3%

Options history

No recorded observations