AdvisorShares Q Dynamic Growth ETF QPX
i
Market dataready · fetched 2026-11-12T03:10:28.778Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.
History dataPriceAlpaca · sip · 2026-11-12T01:00:00.03651591Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:10:28.460757+00:00
AdvisorShares Q Dynamic Growth ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 51.54 | 72.2% | 11.9% | 43.03 | 65.2% | 8.8% |
| 25Δ | 49.49 | 53.7% | 7.5% | 44.32 | 50.4% | 6.0% |
| 30Δ | 48.36 | 41.9% | 5.1% | 45.13 | 41.6% | 4.3% |
| 35Δ | 47.73 | 35.9% | 3.8% | 45.63 | 36.2% | 3.3% |
| 40Δ | 47.31 | 32.3% | 3.0% | 46.06 | 31.6% | 2.5% |
| 45Δ | 46.94 | 29.3% | 2.3% | 46.31 | 29.3% | 2.1% |
| 50Δ | 46.70 | 27.7% | 2.0% | 46.56 | 26.9% | 1.7% |
| 55Δ | 46.47 | 26.1% | 1.6% | 46.81 | 24.6% | 1.2% |
| 60Δ | 46.24 | 24.5% | 1.3% | 47.07 | 22.8% | 0.9% |
| 65Δ | 46.00 | 22.9% | 1.0% | 47.37 | 22.7% | 0.8% |
| 70Δ | 45.77 | 22.3% | 0.8% | 47.67 | 22.5% | 0.6% |
| 75Δ | 45.54 | 21.7% | 0.7% | 47.96 | 22.4% | 0.5% |
| 80Δ | 45.31 | 21.1% | 0.5% | 48.26 | 22.2% | 0.3% |
20Δ
- Pseudo strike
- 51.54
- IV
- 72.2%
- B/E move
- 11.9%
- Pseudo strike
- 43.03
- IV
- 65.2%
- B/E move
- 8.8%
25Δ
- Pseudo strike
- 49.49
- IV
- 53.7%
- B/E move
- 7.5%
- Pseudo strike
- 44.32
- IV
- 50.4%
- B/E move
- 6.0%
30Δ
- Pseudo strike
- 48.36
- IV
- 41.9%
- B/E move
- 5.1%
- Pseudo strike
- 45.13
- IV
- 41.6%
- B/E move
- 4.3%
35Δ
- Pseudo strike
- 47.73
- IV
- 35.9%
- B/E move
- 3.8%
- Pseudo strike
- 45.63
- IV
- 36.2%
- B/E move
- 3.3%
40Δ
- Pseudo strike
- 47.31
- IV
- 32.3%
- B/E move
- 3.0%
- Pseudo strike
- 46.06
- IV
- 31.6%
- B/E move
- 2.5%
45Δ
- Pseudo strike
- 46.94
- IV
- 29.3%
- B/E move
- 2.3%
- Pseudo strike
- 46.31
- IV
- 29.3%
- B/E move
- 2.1%
50Δ
- Pseudo strike
- 46.70
- IV
- 27.7%
- B/E move
- 2.0%
- Pseudo strike
- 46.56
- IV
- 26.9%
- B/E move
- 1.7%
55Δ
- Pseudo strike
- 46.47
- IV
- 26.1%
- B/E move
- 1.6%
- Pseudo strike
- 46.81
- IV
- 24.6%
- B/E move
- 1.2%
60Δ
- Pseudo strike
- 46.24
- IV
- 24.5%
- B/E move
- 1.3%
- Pseudo strike
- 47.07
- IV
- 22.8%
- B/E move
- 0.9%
65Δ
- Pseudo strike
- 46.00
- IV
- 22.9%
- B/E move
- 1.0%
- Pseudo strike
- 47.37
- IV
- 22.7%
- B/E move
- 0.8%
70Δ
- Pseudo strike
- 45.77
- IV
- 22.3%
- B/E move
- 0.8%
- Pseudo strike
- 47.67
- IV
- 22.5%
- B/E move
- 0.6%
75Δ
- Pseudo strike
- 45.54
- IV
- 21.7%
- B/E move
- 0.7%
- Pseudo strike
- 47.96
- IV
- 22.4%
- B/E move
- 0.5%
80Δ
- Pseudo strike
- 45.31
- IV
- 21.1%
- B/E move
- 0.5%
- Pseudo strike
- 48.26
- IV
- 22.2%
- B/E move
- 0.3%
Options history
Table
| Date | IV (%) |
|---|---|
| 15.07% | |
| 14.86% | |
| 15.10% | |
| 16.21% | |
| 16.18% | |
| 16.05% | |
| 15.64% | |
| 15.96% | |
| 16.03% | |
| 16.63% |