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Invesco QQQ Trust, Series 1 QQQ

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Market dataready · fetched 2026-11-07T02:26:27.449Z

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 · 2026-11-07T00:59:46.264851463Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T02:26:26.100749+00:00

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

Share price$657.50
1D-0.2%
AH$654$656$659$661$6635:30 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$1.96$10.13$18.29$26.46$34.63$616.19$639.58$662.97$686.37$709.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QQQ spot · $657.50QQQ PRICE$2.84$3.90$5.10$6.47$8.00$9.72$11.67$13.88$16.41$19.31$22.68$26.66$32.28$4.38$5.66$7.02$8.46$9.98$11.61$13.37$15.28$17.36$19.68$22.24$24.72$28.11
PutsFair1.02×
CallsExpensive1.06×
SkewBearish+2.85 pp
Implied moveBearish±$25.04
TiltBearish2.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ680.7228.5%4.0%627.6941.9%5.2%
25Δ676.7929.3%3.5%634.5640.5%4.3%
30Δ673.1230.1%3.2%640.4139.3%3.7%
35Δ669.5230.9%2.8%645.5938.3%3.1%
40Δ665.9631.6%2.5%650.3037.3%2.6%
45Δ662.3632.3%2.2%654.6636.5%2.2%
50Δ658.6833.0%2.0%658.7935.7%1.8%
55Δ654.8533.8%1.7%662.7835.0%1.5%
60Δ650.8034.6%1.5%666.7034.3%1.2%
65Δ646.4635.3%1.3%670.6433.7%1.0%
70Δ641.7436.2%1.1%674.6533.0%0.8%
75Δ636.4737.0%0.9%678.5031.8%0.6%
80Δ629.7538.9%0.7%683.0131.2%0.4%

20Δ

Calls
Pseudo strike
680.72
IV
28.5%
B/E move
4.0%
Puts
Pseudo strike
627.69
IV
41.9%
B/E move
5.2%

25Δ

Calls
Pseudo strike
676.79
IV
29.3%
B/E move
3.5%
Puts
Pseudo strike
634.56
IV
40.5%
B/E move
4.3%

30Δ

Calls
Pseudo strike
673.12
IV
30.1%
B/E move
3.2%
Puts
Pseudo strike
640.41
IV
39.3%
B/E move
3.7%

35Δ

Calls
Pseudo strike
669.52
IV
30.9%
B/E move
2.8%
Puts
Pseudo strike
645.59
IV
38.3%
B/E move
3.1%

40Δ

Calls
Pseudo strike
665.96
IV
31.6%
B/E move
2.5%
Puts
Pseudo strike
650.30
IV
37.3%
B/E move
2.6%

45Δ

Calls
Pseudo strike
662.36
IV
32.3%
B/E move
2.2%
Puts
Pseudo strike
654.66
IV
36.5%
B/E move
2.2%

50Δ

Calls
Pseudo strike
658.68
IV
33.0%
B/E move
2.0%
Puts
Pseudo strike
658.79
IV
35.7%
B/E move
1.8%

55Δ

Calls
Pseudo strike
654.85
IV
33.8%
B/E move
1.7%
Puts
Pseudo strike
662.78
IV
35.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
650.80
IV
34.6%
B/E move
1.5%
Puts
Pseudo strike
666.70
IV
34.3%
B/E move
1.2%

65Δ

Calls
Pseudo strike
646.46
IV
35.3%
B/E move
1.3%
Puts
Pseudo strike
670.64
IV
33.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
641.74
IV
36.2%
B/E move
1.1%
Puts
Pseudo strike
674.65
IV
33.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
636.47
IV
37.0%
B/E move
0.9%
Puts
Pseudo strike
678.50
IV
31.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
629.75
IV
38.9%
B/E move
0.7%
Puts
Pseudo strike
683.01
IV
31.2%
B/E move
0.4%

Options history

IV · four-Friday blend31.75%
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%2026-11-06: 31.75%Aug 10Sep 22Nov 6
61 observations2026-08-10 — 2026-11-06
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%
31.75%

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