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SPDR Series Trust State Street SPDR Portfolio Nasdaq 100 ETF QNDX

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Market dataready · fetched 2026-10-21T17:02:04.924Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:02:01.278156132Z

FundamentalsState Street · ready · as of 2026-10-20 · fetched 2026-10-21T17:02:04.373291+00:00

Share price$24.62
1D+0.5%
$24.38$24.45$24.52$24.58$24.655:30 AM6:30 AM9:00 AM1:00 PMQNDX
Sold putSold call

SPDR Series Trust State Street SPDR Portfolio Nasdaq 100 ETF options

Live interpolated QNDX call and put midpoint premiums by absolute delta.SPDR Series Trust State Street SPDR Portfolio Nasdaq 100 ETF$0.06$0.25$0.45$0.64$0.83$23.79$24.38$24.97$25.56$26.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QNDX spot · $24.62QNDX PRICE$0.10$0.10$0.37$0.36$0.35$0.33$0.32$0.31$0.08$0.15$0.21$0.28$0.35$0.41$0.48$0.56$0.67$0.78
PutsExpensive1.26×
CallsExpensive2.75×
SkewBullish-36.94 pp
Implied moveBullish±$0.60
TiltBearish27.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.4549.3%3.8%
25Δ25.1437.6%2.5%
30Δ25.93113.1%6.8%
35Δ25.6999.0%5.8%24.5117.9%0.8%
40Δ25.4484.8%4.7%24.5821.4%0.8%
45Δ25.1970.7%3.7%24.6524.9%0.7%
50Δ24.9556.6%2.6%24.7328.3%0.7%
55Δ24.7042.5%1.6%24.8031.8%0.7%
60Δ24.8835.3%0.6%
65Δ24.9538.7%0.6%
70Δ25.0441.2%0.6%
75Δ25.1841.4%0.4%
80Δ25.3241.6%0.3%

20Δ

Calls
Pseudo strike
25.45
IV
49.3%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
25.14
IV
37.6%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
25.93
IV
113.1%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
25.69
IV
99.0%
B/E move
5.8%
Puts
Pseudo strike
24.51
IV
17.9%
B/E move
0.8%

40Δ

Calls
Pseudo strike
25.44
IV
84.8%
B/E move
4.7%
Puts
Pseudo strike
24.58
IV
21.4%
B/E move
0.8%

45Δ

Calls
Pseudo strike
25.19
IV
70.7%
B/E move
3.7%
Puts
Pseudo strike
24.65
IV
24.9%
B/E move
0.7%

50Δ

Calls
Pseudo strike
24.95
IV
56.6%
B/E move
2.6%
Puts
Pseudo strike
24.73
IV
28.3%
B/E move
0.7%

55Δ

Calls
Pseudo strike
24.70
IV
42.5%
B/E move
1.6%
Puts
Pseudo strike
24.80
IV
31.8%
B/E move
0.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.88
IV
35.3%
B/E move
0.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.95
IV
38.7%
B/E move
0.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.04
IV
41.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.18
IV
41.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.32
IV
41.6%
B/E move
0.3%

Options history

QNDX24.7325.7026.672026-10-19: 24.87%2026-10-20: 26.54%Oct 19Oct 20
Table
DateIV
24.87%
26.54%