IntraAlpha
Create free account Start free

Invesco Exchange-Traded Fund Trust II Invesco NASDAQ 100 ETF QQQM

i

Market datapartial · fetched 2026-10-22T23:24:10.578Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:22:06.773093047Z

FundamentalsAlpha Vantage · unavailable

Share price$289.50
1D-1.5%
AH$289$290$292$293$2955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQQQM
Sold putSold callAH

Invesco Exchange-Traded Fund Trust II Invesco NASDAQ 100 ETF options

Live interpolated QQQM call and put midpoint premiums by absolute delta.Invesco Exchange-Traded Fund Trust II Invesco NASDAQ 100 ETF$1.30$7.59$13.89$20.18$26.48$263.98$277.85$291.72$305.59$319.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QQQM spot · $289.50QQQM PRICE$1.98$2.71$3.54$4.48$5.53$6.76$8.17$9.82$11.66$14.04$16.79$20.14$24.66$2.90$3.69$4.50$5.40$6.31$7.23$8.24$9.37$10.57$11.92$13.34$15.08$16.99
PutsExpensive1.33×
CallsExpensive1.52×
SkewBullish-2.05 pp
Implied moveBalanced±$16.41
TiltBullish6.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ306.7422.1%6.6%271.0530.5%7.4%
25Δ303.8322.6%5.9%275.6629.1%6.1%
30Δ301.2723.3%5.3%279.5327.8%5.0%
35Δ298.7423.9%4.7%282.7626.9%4.2%
40Δ296.2424.5%4.2%285.7726.0%3.5%
45Δ293.7125.2%3.8%288.4825.0%2.9%
50Δ291.1426.1%3.4%291.0524.2%2.3%
55Δ288.4027.0%3.0%293.4423.5%1.9%
60Δ285.5227.9%2.7%295.8122.9%1.5%
65Δ282.2029.1%2.3%298.1322.3%1.1%
70Δ278.5430.5%2.0%300.4821.8%0.8%
75Δ274.2932.1%1.7%302.9721.2%0.6%
80Δ268.9434.2%1.4%305.6020.7%0.3%

20Δ

Calls
Pseudo strike
306.74
IV
22.1%
B/E move
6.6%
Puts
Pseudo strike
271.05
IV
30.5%
B/E move
7.4%

25Δ

Calls
Pseudo strike
303.83
IV
22.6%
B/E move
5.9%
Puts
Pseudo strike
275.66
IV
29.1%
B/E move
6.1%

30Δ

Calls
Pseudo strike
301.27
IV
23.3%
B/E move
5.3%
Puts
Pseudo strike
279.53
IV
27.8%
B/E move
5.0%

35Δ

Calls
Pseudo strike
298.74
IV
23.9%
B/E move
4.7%
Puts
Pseudo strike
282.76
IV
26.9%
B/E move
4.2%

40Δ

Calls
Pseudo strike
296.24
IV
24.5%
B/E move
4.2%
Puts
Pseudo strike
285.77
IV
26.0%
B/E move
3.5%

45Δ

Calls
Pseudo strike
293.71
IV
25.2%
B/E move
3.8%
Puts
Pseudo strike
288.48
IV
25.0%
B/E move
2.9%

50Δ

Calls
Pseudo strike
291.14
IV
26.1%
B/E move
3.4%
Puts
Pseudo strike
291.05
IV
24.2%
B/E move
2.3%

55Δ

Calls
Pseudo strike
288.40
IV
27.0%
B/E move
3.0%
Puts
Pseudo strike
293.44
IV
23.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
285.52
IV
27.9%
B/E move
2.7%
Puts
Pseudo strike
295.81
IV
22.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
282.20
IV
29.1%
B/E move
2.3%
Puts
Pseudo strike
298.13
IV
22.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
278.54
IV
30.5%
B/E move
2.0%
Puts
Pseudo strike
300.48
IV
21.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
274.29
IV
32.1%
B/E move
1.7%
Puts
Pseudo strike
302.97
IV
21.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
268.94
IV
34.2%
B/E move
1.4%
Puts
Pseudo strike
305.60
IV
20.7%
B/E move
0.3%

Options history

No recorded observations