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Invesco QQQ Trust, Series 1 QQQ

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Market dataready · fetched 2026-10-16T00:18:31.975Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:46.068870176Z

FundamentalsAlpha Vantage · ready

Share price$724.33
1D+0.8%
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$2.78$18.85$34.92$50.99$67.06$670.59$699.87$729.15$758.44$787.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QQQ spot · $724.33QQQ PRICE$4.52$6.18$8.10$10.30$12.83$15.74$19.14$23.15$27.93$33.75$40.73$49.58$62.43$6.29$7.96$9.67$11.45$13.31$15.24$17.28$19.45$21.77$24.21$26.97$29.84$32.75
PutsExpensive1.09×
CallsExpensive1.49×
SkewBullish-4.25 pp
Implied moveBullish±$36.42
TiltBullish14.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ764.3618.3%6.2%684.5723.9%6.4%
25Δ757.9518.8%5.5%694.8922.6%5.2%
30Δ752.0219.3%4.9%703.4021.5%4.2%
35Δ746.3019.9%4.5%710.7220.6%3.5%
40Δ740.6620.5%4.0%717.1719.8%2.8%
45Δ734.8821.2%3.6%722.9919.0%2.3%
50Δ728.8922.0%3.3%728.3518.4%1.8%
55Δ722.4722.9%2.9%733.3817.7%1.4%
60Δ715.4324.0%2.6%738.1917.1%1.1%
65Δ707.4725.3%2.3%742.8216.5%0.8%
70Δ698.3726.6%2.0%747.4516.0%0.5%
75Δ687.4728.4%1.8%752.0115.3%0.3%
80Δ672.8031.2%1.5%756.3914.5%0.1%

20Δ

Calls
Pseudo strike
764.36
IV
18.3%
B/E move
6.2%
Puts
Pseudo strike
684.57
IV
23.9%
B/E move
6.4%

25Δ

Calls
Pseudo strike
757.95
IV
18.8%
B/E move
5.5%
Puts
Pseudo strike
694.89
IV
22.6%
B/E move
5.2%

30Δ

Calls
Pseudo strike
752.02
IV
19.3%
B/E move
4.9%
Puts
Pseudo strike
703.40
IV
21.5%
B/E move
4.2%

35Δ

Calls
Pseudo strike
746.30
IV
19.9%
B/E move
4.5%
Puts
Pseudo strike
710.72
IV
20.6%
B/E move
3.5%

40Δ

Calls
Pseudo strike
740.66
IV
20.5%
B/E move
4.0%
Puts
Pseudo strike
717.17
IV
19.8%
B/E move
2.8%

45Δ

Calls
Pseudo strike
734.88
IV
21.2%
B/E move
3.6%
Puts
Pseudo strike
722.99
IV
19.0%
B/E move
2.3%

50Δ

Calls
Pseudo strike
728.89
IV
22.0%
B/E move
3.3%
Puts
Pseudo strike
728.35
IV
18.4%
B/E move
1.8%

55Δ

Calls
Pseudo strike
722.47
IV
22.9%
B/E move
2.9%
Puts
Pseudo strike
733.38
IV
17.7%
B/E move
1.4%

60Δ

Calls
Pseudo strike
715.43
IV
24.0%
B/E move
2.6%
Puts
Pseudo strike
738.19
IV
17.1%
B/E move
1.1%

65Δ

Calls
Pseudo strike
707.47
IV
25.3%
B/E move
2.3%
Puts
Pseudo strike
742.82
IV
16.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
698.37
IV
26.6%
B/E move
2.0%
Puts
Pseudo strike
747.45
IV
16.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
687.47
IV
28.4%
B/E move
1.8%
Puts
Pseudo strike
752.01
IV
15.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
672.80
IV
31.2%
B/E move
1.5%
Puts
Pseudo strike
756.39
IV
14.5%
B/E move
0.1%