Invesco Exchange-Traded Fund Trust II Invesco NASDAQ Next Gen 100 ETF QQQJ
i
Market dataready · fetched 2026-11-12T03:10:58.892Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T21:00:00.245163507Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:10:58.422560+00:00
Invesco Exchange-Traded Fund Trust II Invesco NASDAQ Next Gen 100 ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 45.79 | 25.3% | 4.1% | 42.71 | 26.0% | 3.8% |
| 25Δ | 45.30 | 21.4% | 3.0% | 43.07 | 25.2% | 3.1% |
| 30Δ | 44.93 | 19.1% | 2.3% | 43.31 | 24.6% | 2.7% |
| 35Δ | 44.75 | 19.7% | 2.1% | 43.56 | 23.9% | 2.3% |
| 40Δ | 44.58 | 20.3% | 1.9% | 43.81 | 23.2% | 1.9% |
| 45Δ | 44.40 | 20.9% | 1.7% | 44.03 | 22.4% | 1.5% |
| 50Δ | 44.22 | 21.5% | 1.5% | 44.17 | 21.1% | 1.3% |
| 55Δ | 44.04 | 22.1% | 1.3% | 44.32 | 19.9% | 1.1% |
| 60Δ | 43.80 | 22.0% | 1.1% | 44.46 | 18.6% | 0.9% |
| 65Δ | 43.54 | 21.7% | 1.0% | 44.60 | 17.3% | 0.7% |
| 70Δ | 43.29 | 21.5% | 0.8% | 44.75 | 16.1% | 0.5% |
| 75Δ | 43.03 | 21.2% | 0.7% | 44.89 | 14.8% | 0.3% |
| 80Δ | 42.77 | 20.9% | 0.5% | |||
20Δ
- Pseudo strike
- 45.79
- IV
- 25.3%
- B/E move
- 4.1%
- Pseudo strike
- 42.71
- IV
- 26.0%
- B/E move
- 3.8%
25Δ
- Pseudo strike
- 45.30
- IV
- 21.4%
- B/E move
- 3.0%
- Pseudo strike
- 43.07
- IV
- 25.2%
- B/E move
- 3.1%
30Δ
- Pseudo strike
- 44.93
- IV
- 19.1%
- B/E move
- 2.3%
- Pseudo strike
- 43.31
- IV
- 24.6%
- B/E move
- 2.7%
35Δ
- Pseudo strike
- 44.75
- IV
- 19.7%
- B/E move
- 2.1%
- Pseudo strike
- 43.56
- IV
- 23.9%
- B/E move
- 2.3%
40Δ
- Pseudo strike
- 44.58
- IV
- 20.3%
- B/E move
- 1.9%
- Pseudo strike
- 43.81
- IV
- 23.2%
- B/E move
- 1.9%
45Δ
- Pseudo strike
- 44.40
- IV
- 20.9%
- B/E move
- 1.7%
- Pseudo strike
- 44.03
- IV
- 22.4%
- B/E move
- 1.5%
50Δ
- Pseudo strike
- 44.22
- IV
- 21.5%
- B/E move
- 1.5%
- Pseudo strike
- 44.17
- IV
- 21.1%
- B/E move
- 1.3%
55Δ
- Pseudo strike
- 44.04
- IV
- 22.1%
- B/E move
- 1.3%
- Pseudo strike
- 44.32
- IV
- 19.9%
- B/E move
- 1.1%
60Δ
- Pseudo strike
- 43.80
- IV
- 22.0%
- B/E move
- 1.1%
- Pseudo strike
- 44.46
- IV
- 18.6%
- B/E move
- 0.9%
65Δ
- Pseudo strike
- 43.54
- IV
- 21.7%
- B/E move
- 1.0%
- Pseudo strike
- 44.60
- IV
- 17.3%
- B/E move
- 0.7%
70Δ
- Pseudo strike
- 43.29
- IV
- 21.5%
- B/E move
- 0.8%
- Pseudo strike
- 44.75
- IV
- 16.1%
- B/E move
- 0.5%
75Δ
- Pseudo strike
- 43.03
- IV
- 21.2%
- B/E move
- 0.7%
- Pseudo strike
- 44.89
- IV
- 14.8%
- B/E move
- 0.3%
80Δ
- Pseudo strike
- 42.77
- IV
- 20.9%
- B/E move
- 0.5%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 17.96% | |
| 17.47% | |
| 18.46% | |
| 19.44% | |
| 18.95% | |
| 18.90% | |
| 17.77% | |
| 16.96% | |
| 16.94% | |
| 20.69% |