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iShares Trust iShares Nasdaq-100 ex Top 30 ETF QNXT

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Market datapartial · fetched 2026-10-22T23:58:14.129Z

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 · 2026-10-22T20:00:00.445043109Z

FundamentalsAlpha Vantage · unavailable

Share price$30.99
1D+0.7%
AH$30.88$30.94$31.00$31.06$31.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQNXT
Sold putSold callAH

iShares Trust iShares Nasdaq-100 ex Top 30 ETF options

Live interpolated QNXT call and put midpoint premiums by absolute delta.iShares Trust iShares Nasdaq-100 ex Top 30 ETF$0.42$0.91$1.41$1.90$2.39$27.85$29.44$31.02$32.60$34.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QNXT spot · $30.99QNXT PRICE$0.47$0.49$0.54$0.59$0.66$0.74$0.82$0.94$1.10$1.27$1.44$1.82$2.25$0.52$0.59$0.64$0.70$0.76$0.83$0.91$1.00$1.09$1.18$1.33$1.70$2.07
PutsExpensive2.46×
CallsExpensive2.56×
SkewBullish-0.82 pp
Implied moveBearish±$1.73
TiltBalanced0.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.6152.4%16.5%27.8850.2%11.7%
25Δ33.7739.8%10.5%28.8642.8%8.7%
30Δ32.8834.2%7.8%29.5637.1%6.7%
35Δ32.3030.6%6.2%30.1232.5%5.0%
40Δ31.8528.0%4.9%30.4929.7%4.1%
45Δ31.5326.4%4.1%30.8626.9%3.1%
50Δ31.2024.8%3.4%31.1425.0%2.4%
55Δ30.9023.8%2.7%31.3723.6%2.0%
60Δ30.6223.9%2.4%31.6022.2%1.5%
65Δ30.3424.0%2.0%31.8220.9%1.1%
70Δ30.0624.1%1.7%32.0920.1%0.7%
75Δ29.6126.1%1.4%32.5221.8%0.6%
80Δ29.1128.6%1.2%32.9423.4%0.4%

20Δ

Calls
Pseudo strike
35.61
IV
52.4%
B/E move
16.5%
Puts
Pseudo strike
27.88
IV
50.2%
B/E move
11.7%

25Δ

Calls
Pseudo strike
33.77
IV
39.8%
B/E move
10.5%
Puts
Pseudo strike
28.86
IV
42.8%
B/E move
8.7%

30Δ

Calls
Pseudo strike
32.88
IV
34.2%
B/E move
7.8%
Puts
Pseudo strike
29.56
IV
37.1%
B/E move
6.7%

35Δ

Calls
Pseudo strike
32.30
IV
30.6%
B/E move
6.2%
Puts
Pseudo strike
30.12
IV
32.5%
B/E move
5.0%

40Δ

Calls
Pseudo strike
31.85
IV
28.0%
B/E move
4.9%
Puts
Pseudo strike
30.49
IV
29.7%
B/E move
4.1%

45Δ

Calls
Pseudo strike
31.53
IV
26.4%
B/E move
4.1%
Puts
Pseudo strike
30.86
IV
26.9%
B/E move
3.1%

50Δ

Calls
Pseudo strike
31.20
IV
24.8%
B/E move
3.4%
Puts
Pseudo strike
31.14
IV
25.0%
B/E move
2.4%

55Δ

Calls
Pseudo strike
30.90
IV
23.8%
B/E move
2.7%
Puts
Pseudo strike
31.37
IV
23.6%
B/E move
2.0%

60Δ

Calls
Pseudo strike
30.62
IV
23.9%
B/E move
2.4%
Puts
Pseudo strike
31.60
IV
22.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
30.34
IV
24.0%
B/E move
2.0%
Puts
Pseudo strike
31.82
IV
20.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
30.06
IV
24.1%
B/E move
1.7%
Puts
Pseudo strike
32.09
IV
20.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
29.61
IV
26.1%
B/E move
1.4%
Puts
Pseudo strike
32.52
IV
21.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
29.11
IV
28.6%
B/E move
1.2%
Puts
Pseudo strike
32.94
IV
23.4%
B/E move
0.4%

Options history

No recorded observations