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First Trust Nasdaq-100 Select Equal Weight ETF QQEW

i

Market dataready · fetched 2026-11-12T03:17:15.576Z

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: 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 data

PriceAlpaca · sip · 2026-11-11T21:00:00.232834803Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:17:15.268774+00:00

Share price$151.09
1D+1.0%
AH$148.98$149.75$150.53$151.31$152.085:30 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$1.06$2.60$4.15$5.70$7.24$-0.15$0.17$0.50$0.83$1.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEQQEW PRICE$1.23$1.26$1.37$1.47$1.68$1.77$1.91$2.17$2.57$3.00$3.44$3.90$6.80$1.35$1.46$1.62$1.80$1.94$2.20$2.65$3.02$3.41$3.72$3.99
Puts——
CallsCheap0.70×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ161.6148.7%7.8%142.1450.0%6.8%
25Δ157.5337.3%5.1%145.2540.7%4.8%
30Δ155.3931.6%3.8%147.1835.4%3.7%
35Δ153.8927.4%2.8%148.5631.6%2.9%
40Δ152.9125.5%2.3%149.6828.1%2.2%
45Δ152.0122.5%1.8%150.5726.6%1.8%
50Δ151.3520.6%1.4%
55Δ150.7119.9%1.2%
60Δ150.0820.5%1.0%152.5420.2%0.8%
65Δ149.4220.8%0.9%153.1620.0%0.6%
70Δ148.7520.7%0.7%153.7719.6%0.5%
75Δ148.0720.5%0.6%154.2918.5%0.3%
80Δ145.2831.3%0.7%154.7717.2%0.2%

20Δ

Calls
Pseudo strike
161.61
IV
48.7%
B/E move
7.8%
Puts
Pseudo strike
142.14
IV
50.0%
B/E move
6.8%

25Δ

Calls
Pseudo strike
157.53
IV
37.3%
B/E move
5.1%
Puts
Pseudo strike
145.25
IV
40.7%
B/E move
4.8%

30Δ

Calls
Pseudo strike
155.39
IV
31.6%
B/E move
3.8%
Puts
Pseudo strike
147.18
IV
35.4%
B/E move
3.7%

35Δ

Calls
Pseudo strike
153.89
IV
27.4%
B/E move
2.8%
Puts
Pseudo strike
148.56
IV
31.6%
B/E move
2.9%

40Δ

Calls
Pseudo strike
152.91
IV
25.5%
B/E move
2.3%
Puts
Pseudo strike
149.68
IV
28.1%
B/E move
2.2%

45Δ

Calls
Pseudo strike
152.01
IV
22.5%
B/E move
1.8%
Puts
Pseudo strike
150.57
IV
26.6%
B/E move
1.8%

50Δ

Calls
Pseudo strike
151.35
IV
20.6%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
150.71
IV
19.9%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
150.08
IV
20.5%
B/E move
1.0%
Puts
Pseudo strike
152.54
IV
20.2%
B/E move
0.8%

65Δ

Calls
Pseudo strike
149.42
IV
20.8%
B/E move
0.9%
Puts
Pseudo strike
153.16
IV
20.0%
B/E move
0.6%

70Δ

Calls
Pseudo strike
148.75
IV
20.7%
B/E move
0.7%
Puts
Pseudo strike
153.77
IV
19.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
148.07
IV
20.5%
B/E move
0.6%
Puts
Pseudo strike
154.29
IV
18.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
145.28
IV
31.3%
B/E move
0.7%
Puts
Pseudo strike
154.77
IV
17.2%
B/E move
0.2%

Options history

IV · four-Friday blend24.52%
Daily EOD
QQEW19.7%30.3%40.8%2026-10-19: 21.19%2026-10-20: 37.87%2026-10-21: 33.58%2026-10-22: 28.35%2026-10-23: 22.77%2026-10-26: 23.33%2026-10-27: 39.38%2026-10-28: 34.37%2026-10-29: 35.88%2026-10-30: 24.52%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.19%
37.87%
33.58%
28.35%
22.77%
23.33%
39.38%
34.37%
35.88%
24.52%