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SPDR Series Trust State Street SPDR Portfolio Nasdaq 100 ETF QNDX

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Market dataready · fetched 2026-10-21T17:52:59.896Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

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 · 2026-10-21T17:50:11.658386745Z

FundamentalsState Street · ready · as of 2026-10-20 · fetched 2026-10-21T17:49:03.264751+00:00

Share price$24.62
1D+0.5%
$24.38$24.45$24.52$24.59$24.665:30 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$0.87$1.81$2.74$3.67$4.60$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEQNDX PRICE$3.81$0.97$1.35$1.72$2.09$2.47$2.84$3.21$3.59$3.96$4.33
PutsExpensive1.08×
CallsFair0.96×
SkewBearish+3.80 pp
Implied move——
TiltBearish74.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.4126.3%17.0%
25Δ22.1926.5%15.3%
30Δ22.9726.7%13.7%
35Δ23.7626.9%12.0%
40Δ24.5427.0%10.3%
45Δ25.3227.2%8.7%
50Δ26.1027.4%7.0%
55Δ26.8827.6%5.4%
60Δ27.6627.8%3.7%
65Δ28.4528.0%2.1%
70Δ
75Δ
80Δ21.9823.3%4.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.41
IV
26.3%
B/E move
17.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.19
IV
26.5%
B/E move
15.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.97
IV
26.7%
B/E move
13.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.76
IV
26.9%
B/E move
12.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.54
IV
27.0%
B/E move
10.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.32
IV
27.2%
B/E move
8.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.10
IV
27.4%
B/E move
7.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.88
IV
27.6%
B/E move
5.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.66
IV
27.8%
B/E move
3.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.45
IV
28.0%
B/E move
2.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
21.98
IV
23.3%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

Options history

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