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Invesco QQQ Trust, Series 1 QQQ

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Market dataready · fetched 2026-10-15T20:37:02.863Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:36:59.785077177Z

FundamentalsAlpha Vantage · ready

Share price$727.80
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$0.62$2.73$4.84$6.96$9.07$714.76$720.63$726.50$732.37$738.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $727.80OPTION PRICELive QQQ spot · $727.80QQQ PRICE$0.85$1.15$1.49$1.87$2.29$2.76$3.29$3.86$4.52$5.28$6.09$7.09$8.46$1.02$1.33$1.67$2.05$2.45$2.87$3.34$3.85$4.41$5.02$5.71$6.61$7.46
PutsFair1.04×
CallsFair1.00×
SkewNeutral+0.21 pp
Implied moveBalanced±$6.63
TiltBalanced1.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ734.4020.1%1.0%720.3523.8%1.2%
25Δ733.1820.4%0.9%721.9723.3%1.0%
30Δ732.0620.7%0.8%723.3622.9%0.8%
35Δ731.0020.9%0.7%724.6022.7%0.7%
40Δ729.9821.2%0.6%725.7722.4%0.6%
45Δ728.9521.5%0.5%726.8722.0%0.5%
50Δ727.9221.8%0.5%727.9221.8%0.4%
55Δ726.8721.9%0.4%728.9621.6%0.4%
60Δ725.7822.2%0.3%729.9821.3%0.3%
65Δ724.6322.5%0.3%731.0221.1%0.2%
70Δ723.4322.5%0.2%732.0920.8%0.2%
75Δ722.0922.8%0.2%733.3120.9%0.2%
80Δ720.4323.5%0.1%734.4820.3%0.1%

20Δ

Calls
Pseudo strike
734.40
IV
20.1%
B/E move
1.0%
Puts
Pseudo strike
720.35
IV
23.8%
B/E move
1.2%

25Δ

Calls
Pseudo strike
733.18
IV
20.4%
B/E move
0.9%
Puts
Pseudo strike
721.97
IV
23.3%
B/E move
1.0%

30Δ

Calls
Pseudo strike
732.06
IV
20.7%
B/E move
0.8%
Puts
Pseudo strike
723.36
IV
22.9%
B/E move
0.8%

35Δ

Calls
Pseudo strike
731.00
IV
20.9%
B/E move
0.7%
Puts
Pseudo strike
724.60
IV
22.7%
B/E move
0.7%

40Δ

Calls
Pseudo strike
729.98
IV
21.2%
B/E move
0.6%
Puts
Pseudo strike
725.77
IV
22.4%
B/E move
0.6%

45Δ

Calls
Pseudo strike
728.95
IV
21.5%
B/E move
0.5%
Puts
Pseudo strike
726.87
IV
22.0%
B/E move
0.5%

50Δ

Calls
Pseudo strike
727.92
IV
21.8%
B/E move
0.5%
Puts
Pseudo strike
727.92
IV
21.8%
B/E move
0.4%

55Δ

Calls
Pseudo strike
726.87
IV
21.9%
B/E move
0.4%
Puts
Pseudo strike
728.96
IV
21.6%
B/E move
0.4%

60Δ

Calls
Pseudo strike
725.78
IV
22.2%
B/E move
0.3%
Puts
Pseudo strike
729.98
IV
21.3%
B/E move
0.3%

65Δ

Calls
Pseudo strike
724.63
IV
22.5%
B/E move
0.3%
Puts
Pseudo strike
731.02
IV
21.1%
B/E move
0.2%

70Δ

Calls
Pseudo strike
723.43
IV
22.5%
B/E move
0.2%
Puts
Pseudo strike
732.09
IV
20.8%
B/E move
0.2%

75Δ

Calls
Pseudo strike
722.09
IV
22.8%
B/E move
0.2%
Puts
Pseudo strike
733.31
IV
20.9%
B/E move
0.2%

80Δ

Calls
Pseudo strike
720.43
IV
23.5%
B/E move
0.1%
Puts
Pseudo strike
734.48
IV
20.3%
B/E move
0.1%