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First Trust Nasdaq-100 Select Equal Weight ETF QQEW

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Market dataready · fetched 2026-10-22T23:58:46.919Z

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 · 2026-10-22T20:00:00.370916275Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:58:45.461266+00:00

Share price$155.02
1D-0.9%
AH$154.35$154.95$155.56$156.16$156.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQQEW
Sold putSold callAH

First Trust Nasdaq-100 Select Equal Weight ETF options

Live interpolated QQEW call and put midpoint premiums by absolute delta.First Trust Nasdaq-100 Select Equal Weight ETF$1.67$3.61$5.55$7.49$9.43$142.56$149.23$155.89$162.56$169.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QQEW spot · $155.02QQEW PRICE$1.88$2.13$2.45$2.82$3.26$3.94$4.75$5.66$6.78$8.07$2.42$2.76$2.93$3.31$4.16$4.81$5.42$6.07$6.99$7.93$8.87
PutsExpensive1.14×
CallsExpensive1.51×
SkewBullish-2.81 pp
Implied moveBearish±$8.10
TiltBearish14.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ165.3530.2%7.9%
30Δ162.3026.8%6.1%149.6628.0%5.0%
35Δ160.1424.8%4.9%151.6325.7%4.0%
40Δ158.5023.6%4.1%153.3122.6%3.0%
45Δ157.1022.9%3.4%154.5921.5%2.4%
50Δ155.8423.5%3.1%155.8422.9%2.2%
55Δ154.5224.4%2.7%157.0822.7%1.8%
60Δ153.1125.2%2.4%158.2822.1%1.4%
65Δ151.5426.3%2.1%159.4521.4%1.1%
70Δ149.7827.3%1.8%160.7921.4%0.8%
75Δ162.1221.0%0.5%
80Δ163.4420.3%0.3%

20Δ

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

25Δ

Calls
Pseudo strike
165.35
IV
30.2%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
162.30
IV
26.8%
B/E move
6.1%
Puts
Pseudo strike
149.66
IV
28.0%
B/E move
5.0%

35Δ

Calls
Pseudo strike
160.14
IV
24.8%
B/E move
4.9%
Puts
Pseudo strike
151.63
IV
25.7%
B/E move
4.0%

40Δ

Calls
Pseudo strike
158.50
IV
23.6%
B/E move
4.1%
Puts
Pseudo strike
153.31
IV
22.6%
B/E move
3.0%

45Δ

Calls
Pseudo strike
157.10
IV
22.9%
B/E move
3.4%
Puts
Pseudo strike
154.59
IV
21.5%
B/E move
2.4%

50Δ

Calls
Pseudo strike
155.84
IV
23.5%
B/E move
3.1%
Puts
Pseudo strike
155.84
IV
22.9%
B/E move
2.2%

55Δ

Calls
Pseudo strike
154.52
IV
24.4%
B/E move
2.7%
Puts
Pseudo strike
157.08
IV
22.7%
B/E move
1.8%

60Δ

Calls
Pseudo strike
153.11
IV
25.2%
B/E move
2.4%
Puts
Pseudo strike
158.28
IV
22.1%
B/E move
1.4%

65Δ

Calls
Pseudo strike
151.54
IV
26.3%
B/E move
2.1%
Puts
Pseudo strike
159.45
IV
21.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
149.78
IV
27.3%
B/E move
1.8%
Puts
Pseudo strike
160.79
IV
21.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
162.12
IV
21.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
163.44
IV
20.3%
B/E move
0.3%

Options history

No recorded observations