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Invesco QQQ Trust, Series 1 QQQ

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Market dataready · fetched 2026-11-06T20:56:00.340Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T20:55:58.567448047Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T20:55:58.633205+00:00

NewsAlpha Vantage · collected 2026-11-06T06:24:31.557589+00:00

Share price$655.91
1D-0.3%
$654$656$659$661$6635:30 AM6:30 AM9:00 AM1:00 PMQQQ
Sold putSold call

Invesco QQQ Trust, Series 1 options

Live interpolated QQQ call and put midpoint premiums by absolute delta.Invesco QQQ Trust, Series 1$1.95$10.99$20.02$29.05$38.08$615.18$638.85$662.52$686.20$709.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive QQQ spot · $655.91QQQ PRICE$2.93$4.04$5.31$6.74$8.38$10.22$12.33$14.74$17.51$20.74$24.57$29.15$35.48$4.37$5.63$6.97$8.36$9.83$11.38$13.04$14.83$16.72$18.80$21.04$22.83
Puts——
CallsExpensive1.13×
Skew——
Implied moveBearish±$25.37
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ679.8129.4%4.1%626.0741.9%5.2%
25Δ675.8630.4%3.7%633.0040.4%4.4%
30Δ672.1031.4%3.3%638.8739.1%3.7%
35Δ668.4032.3%2.9%644.0638.0%3.1%
40Δ664.7233.2%2.6%648.7436.9%2.6%
45Δ660.9834.1%2.3%653.0535.8%2.2%
50Δ657.1035.1%2.1%657.0934.9%1.8%
55Δ653.0336.1%1.8%660.9634.0%1.5%
60Δ648.7037.1%1.6%664.7033.1%1.2%
65Δ643.9938.2%1.3%668.4032.3%1.0%
70Δ638.7639.4%1.1%672.0831.3%0.7%
75Δ632.8340.7%0.9%675.2529.5%0.5%
80Δ625.3243.0%0.7%

20Δ

Calls
Pseudo strike
679.81
IV
29.4%
B/E move
4.1%
Puts
Pseudo strike
626.07
IV
41.9%
B/E move
5.2%

25Δ

Calls
Pseudo strike
675.86
IV
30.4%
B/E move
3.7%
Puts
Pseudo strike
633.00
IV
40.4%
B/E move
4.4%

30Δ

Calls
Pseudo strike
672.10
IV
31.4%
B/E move
3.3%
Puts
Pseudo strike
638.87
IV
39.1%
B/E move
3.7%

35Δ

Calls
Pseudo strike
668.40
IV
32.3%
B/E move
2.9%
Puts
Pseudo strike
644.06
IV
38.0%
B/E move
3.1%

40Δ

Calls
Pseudo strike
664.72
IV
33.2%
B/E move
2.6%
Puts
Pseudo strike
648.74
IV
36.9%
B/E move
2.6%

45Δ

Calls
Pseudo strike
660.98
IV
34.1%
B/E move
2.3%
Puts
Pseudo strike
653.05
IV
35.8%
B/E move
2.2%

50Δ

Calls
Pseudo strike
657.10
IV
35.1%
B/E move
2.1%
Puts
Pseudo strike
657.09
IV
34.9%
B/E move
1.8%

55Δ

Calls
Pseudo strike
653.03
IV
36.1%
B/E move
1.8%
Puts
Pseudo strike
660.96
IV
34.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
648.70
IV
37.1%
B/E move
1.6%
Puts
Pseudo strike
664.70
IV
33.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
643.99
IV
38.2%
B/E move
1.3%
Puts
Pseudo strike
668.40
IV
32.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
638.76
IV
39.4%
B/E move
1.1%
Puts
Pseudo strike
672.08
IV
31.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
632.83
IV
40.7%
B/E move
0.9%
Puts
Pseudo strike
675.25
IV
29.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
625.32
IV
43.0%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend32.81%
Daily close
QQQ13.8%24.0%34.2%2026-08-10: 19.91%2026-08-11: 19.16%2026-08-12: 17.42%2026-08-13: 17.26%2026-08-14: 16.75%2026-08-17: 17.43%2026-08-18: 19.08%2026-08-19: 18.57%2026-08-20: 20.05%2026-08-21: 18.16%2026-08-24: 19.82%2026-08-25: 19.15%2026-08-26: 19.27%2026-08-27: 17.11%2026-08-28: 15.71%2026-08-31: 16.15%2026-09-01: 18.23%2026-09-02: 17.07%2026-09-03: 16.17%2026-09-04: 15.65%2026-09-08: 18.44%2026-09-09: 19.58%2026-09-10: 22.12%2026-09-11: 16.77%2026-09-14: 18.95%2026-09-15: 20.13%2026-09-16: 19.89%2026-09-17: 16.40%2026-09-18: 15.20%2026-09-21: 17.18%2026-09-22: 16.78%2026-09-23: 17.72%2026-09-24: 17.87%2026-09-25: 17.19%2026-09-28: 18.91%2026-09-29: 19.18%2026-09-30: 19.56%2026-10-01: 19.52%2026-10-02: 16.97%2026-10-05: 17.36%2026-10-06: 16.55%2026-10-07: 16.14%2026-10-08: 17.74%2026-10-09: 16.29%2026-10-12: 17.16%2026-10-13: 18.07%2026-10-14: 20.78%2026-10-15: 20.10%2026-10-16: 23.19%2026-10-19: 22.85%2026-10-20: 23.30%2026-10-21: 22.81%2026-10-22: 29.28%2026-10-23: 26.11%2026-10-26: 25.05%2026-10-27: 23.63%2026-10-28: 22.70%2026-10-29: 22.50%2026-10-30: 27.46%2026-11-03: 32.81%Aug 10Sep 21Nov 3
60 observations2026-08-10 — 2026-11-03
Table
DateIV (%)
19.91%
19.16%
17.42%
17.26%
16.75%
17.43%
19.08%
18.57%
20.05%
18.16%
19.82%
19.15%
19.27%
17.11%
15.71%
16.15%
18.23%
17.07%
16.17%
15.65%
18.44%
19.58%
22.12%
16.77%
18.95%
20.13%
19.89%
16.40%
15.20%
17.18%
16.78%
17.72%
17.87%
17.19%
18.91%
19.18%
19.56%
19.52%
16.97%
17.36%
16.55%
16.14%
17.74%
16.29%
17.16%
18.07%
20.78%
20.10%
23.19%
22.85%
23.30%
22.81%
29.28%
26.11%
25.05%
23.63%
22.70%
22.50%
27.46%
32.81%

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