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Invesco QQQ Trust, Series 1 QQQ

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Market dataready · fetched 2026-10-15T20:04:50.134Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:04:43.701745612Z

FundamentalsAlpha Vantage · ready

Share price$727.88
1D+1.1%
AH$715$719$722$726$7305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQQQ
Sold putSold callAH

Invesco QQQ Trust, Series 1 options

Live interpolated QQQ call and put midpoint premiums by absolute delta.Invesco QQQ Trust, Series 1$0.64$2.86$5.09$7.32$9.55$714.71$720.71$726.70$732.70$738.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $727.88OPTION PRICELive QQQ spot · $727.88QQQ PRICE$0.88$1.18$1.52$1.91$2.33$2.81$3.35$3.96$4.65$5.45$6.37$7.47$8.91$0.99$1.30$1.64$2.00$2.39$2.80$3.24$3.73$4.25$4.84$5.49$6.23$7.09
PutsFair1.03×
CallsFair1.04×
SkewBullish-1.14 pp
Implied moveBalanced±$6.58
TiltBullish5.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ734.6720.7%1.1%720.5923.2%1.1%
25Δ733.3920.9%0.9%722.1722.8%1.0%
30Δ732.2321.1%0.8%723.5322.4%0.8%
35Δ731.1521.4%0.7%724.7622.1%0.7%
40Δ730.0921.6%0.6%725.9021.8%0.6%
45Δ729.0521.9%0.5%726.9721.5%0.5%
50Δ728.0122.2%0.5%728.0021.1%0.4%
55Δ726.9322.5%0.4%729.0020.9%0.4%
60Δ725.8022.8%0.4%729.9920.6%0.3%
65Δ724.6023.2%0.3%730.9920.3%0.2%
70Δ723.3123.6%0.2%732.0020.0%0.2%
75Δ721.8624.0%0.2%733.0719.7%0.1%
80Δ720.1124.8%0.2%734.2319.3%0.1%

20Δ

Calls
Pseudo strike
734.67
IV
20.7%
B/E move
1.1%
Puts
Pseudo strike
720.59
IV
23.2%
B/E move
1.1%

25Δ

Calls
Pseudo strike
733.39
IV
20.9%
B/E move
0.9%
Puts
Pseudo strike
722.17
IV
22.8%
B/E move
1.0%

30Δ

Calls
Pseudo strike
732.23
IV
21.1%
B/E move
0.8%
Puts
Pseudo strike
723.53
IV
22.4%
B/E move
0.8%

35Δ

Calls
Pseudo strike
731.15
IV
21.4%
B/E move
0.7%
Puts
Pseudo strike
724.76
IV
22.1%
B/E move
0.7%

40Δ

Calls
Pseudo strike
730.09
IV
21.6%
B/E move
0.6%
Puts
Pseudo strike
725.90
IV
21.8%
B/E move
0.6%

45Δ

Calls
Pseudo strike
729.05
IV
21.9%
B/E move
0.5%
Puts
Pseudo strike
726.97
IV
21.5%
B/E move
0.5%

50Δ

Calls
Pseudo strike
728.01
IV
22.2%
B/E move
0.5%
Puts
Pseudo strike
728.00
IV
21.1%
B/E move
0.4%

55Δ

Calls
Pseudo strike
726.93
IV
22.5%
B/E move
0.4%
Puts
Pseudo strike
729.00
IV
20.9%
B/E move
0.4%

60Δ

Calls
Pseudo strike
725.80
IV
22.8%
B/E move
0.4%
Puts
Pseudo strike
729.99
IV
20.6%
B/E move
0.3%

65Δ

Calls
Pseudo strike
724.60
IV
23.2%
B/E move
0.3%
Puts
Pseudo strike
730.99
IV
20.3%
B/E move
0.2%

70Δ

Calls
Pseudo strike
723.31
IV
23.6%
B/E move
0.2%
Puts
Pseudo strike
732.00
IV
20.0%
B/E move
0.2%

75Δ

Calls
Pseudo strike
721.86
IV
24.0%
B/E move
0.2%
Puts
Pseudo strike
733.07
IV
19.7%
B/E move
0.1%

80Δ

Calls
Pseudo strike
720.11
IV
24.8%
B/E move
0.2%
Puts
Pseudo strike
734.23
IV
19.3%
B/E move
0.1%