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HCM Defender 100 Index ETF QQH

i

Market dataready · fetched 2026-11-12T03:18:35.777Z

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 · 2026-11-12T01:00:00.072102631Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:18:35.354529+00:00

Share price$80.24
1D+0.3%
AH$79.91$80.12$80.34$80.56$80.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQQH
Sold putSold callAH

HCM Defender 100 Index ETF options

Live interpolated QQH call and put midpoint premiums by absolute delta.HCM Defender 100 Index ETF$0.41$1.46$2.52$3.57$4.62$75.22$77.80$80.38$82.96$85.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QQH spot · $80.24QQH PRICE$0.52$0.63$0.78$0.96$1.14$1.34$1.66$1.98$2.29$2.68$3.16$3.62$4.32$0.63$0.72$0.85$1.04$1.23$1.44$1.65$1.85$2.11$2.39$2.72$3.09$3.32
PutsExpensive1.13×
CallsExpensive1.17×
SkewBullish-2.34 pp
Implied moveBalanced±$3.31
TiltBullish4.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.6839.0%6.2%76.0443.8%6.0%
25Δ83.4635.0%4.8%77.3337.5%4.5%
30Δ82.6733.2%4.0%78.1734.4%3.6%
35Δ82.0932.8%3.5%78.7933.8%3.1%
40Δ81.5032.4%3.0%79.3633.2%2.6%
45Δ80.9232.2%2.5%79.9032.6%2.2%
50Δ80.3932.9%2.3%80.4031.6%1.8%
55Δ79.8533.7%2.0%80.8930.6%1.5%
60Δ79.3134.5%1.7%81.3730.0%1.2%
65Δ78.7235.4%1.4%81.8529.4%1.0%
70Δ78.0636.5%1.2%82.3529.0%0.8%
75Δ77.4036.3%1.0%82.8828.6%0.6%
80Δ76.5437.6%0.8%83.2526.5%0.4%

20Δ

Calls
Pseudo strike
84.68
IV
39.0%
B/E move
6.2%
Puts
Pseudo strike
76.04
IV
43.8%
B/E move
6.0%

25Δ

Calls
Pseudo strike
83.46
IV
35.0%
B/E move
4.8%
Puts
Pseudo strike
77.33
IV
37.5%
B/E move
4.5%

30Δ

Calls
Pseudo strike
82.67
IV
33.2%
B/E move
4.0%
Puts
Pseudo strike
78.17
IV
34.4%
B/E move
3.6%

35Δ

Calls
Pseudo strike
82.09
IV
32.8%
B/E move
3.5%
Puts
Pseudo strike
78.79
IV
33.8%
B/E move
3.1%

40Δ

Calls
Pseudo strike
81.50
IV
32.4%
B/E move
3.0%
Puts
Pseudo strike
79.36
IV
33.2%
B/E move
2.6%

45Δ

Calls
Pseudo strike
80.92
IV
32.2%
B/E move
2.5%
Puts
Pseudo strike
79.90
IV
32.6%
B/E move
2.2%

50Δ

Calls
Pseudo strike
80.39
IV
32.9%
B/E move
2.3%
Puts
Pseudo strike
80.40
IV
31.6%
B/E move
1.8%

55Δ

Calls
Pseudo strike
79.85
IV
33.7%
B/E move
2.0%
Puts
Pseudo strike
80.89
IV
30.6%
B/E move
1.5%

60Δ

Calls
Pseudo strike
79.31
IV
34.5%
B/E move
1.7%
Puts
Pseudo strike
81.37
IV
30.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
78.72
IV
35.4%
B/E move
1.4%
Puts
Pseudo strike
81.85
IV
29.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
78.06
IV
36.5%
B/E move
1.2%
Puts
Pseudo strike
82.35
IV
29.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
77.40
IV
36.3%
B/E move
1.0%
Puts
Pseudo strike
82.88
IV
28.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
76.54
IV
37.6%
B/E move
0.8%
Puts
Pseudo strike
83.25
IV
26.5%
B/E move
0.4%

Options history

IV · four-Friday blend29.14%
Daily EOD
QQH25.0%27.2%29.4%2026-10-19: 25.26%2026-10-20: 26.06%2026-10-21: 25.64%2026-10-22: 28.80%2026-10-23: 28.85%2026-10-26: 26.34%2026-10-27: 25.94%2026-10-28: 26.18%2026-10-29: 26.11%2026-10-30: 29.14%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.26%
26.06%
25.64%
28.80%
28.85%
26.34%
25.94%
26.18%
26.11%
29.14%