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

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Market datapartial · fetched 2026-10-23T19:40:07.555Z

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 · 2026-10-23T19:40:01.166288216Z

FundamentalsAlpha Vantage · unavailable

Share price$290.11
1D+0.2%
$288.89$289.66$290.43$291.20$291.975:30 AM6:30 AM9:00 AM1:00 PMQQQM
Sold putSold call

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$1.25$6.93$12.61$18.30$23.98$264.47$278.20$291.94$305.67$319.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QQQM spot · $290.11QQQM PRICE$1.86$2.56$3.33$4.23$5.24$6.36$7.68$9.15$10.93$13.01$15.38$18.49$22.34$2.88$3.66$4.46$5.35$6.26$7.19$8.26$9.40$10.69$12.07$13.70$15.58$18.14
PutsExpensive1.36×
CallsExpensive1.43×
SkewNeutral+0.04 pp
Implied moveBearish±$15.94
TiltBalanced1.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ306.3021.1%6.2%271.6730.9%7.3%
25Δ303.5721.6%5.5%276.3029.3%6.0%
30Δ301.1422.2%5.0%280.2228.0%4.9%
35Δ298.7722.9%4.4%283.4027.1%4.2%
40Δ296.4323.5%4.0%286.3626.2%3.5%
45Δ294.0524.1%3.6%289.0925.2%2.8%
50Δ291.6224.7%3.2%291.6224.6%2.3%
55Δ289.0825.5%2.8%294.0524.0%1.9%
60Δ286.3426.3%2.5%296.4523.5%1.5%
65Δ283.3427.3%2.2%298.8323.0%1.2%
70Δ280.0928.4%1.9%301.3422.6%0.9%
75Δ276.1629.6%1.6%303.9922.3%0.6%
80Δ271.5031.2%1.3%307.2222.3%0.4%

20Δ

Calls
Pseudo strike
306.30
IV
21.1%
B/E move
6.2%
Puts
Pseudo strike
271.67
IV
30.9%
B/E move
7.3%

25Δ

Calls
Pseudo strike
303.57
IV
21.6%
B/E move
5.5%
Puts
Pseudo strike
276.30
IV
29.3%
B/E move
6.0%

30Δ

Calls
Pseudo strike
301.14
IV
22.2%
B/E move
5.0%
Puts
Pseudo strike
280.22
IV
28.0%
B/E move
4.9%

35Δ

Calls
Pseudo strike
298.77
IV
22.9%
B/E move
4.4%
Puts
Pseudo strike
283.40
IV
27.1%
B/E move
4.2%

40Δ

Calls
Pseudo strike
296.43
IV
23.5%
B/E move
4.0%
Puts
Pseudo strike
286.36
IV
26.2%
B/E move
3.5%

45Δ

Calls
Pseudo strike
294.05
IV
24.1%
B/E move
3.6%
Puts
Pseudo strike
289.09
IV
25.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
291.62
IV
24.7%
B/E move
3.2%
Puts
Pseudo strike
291.62
IV
24.6%
B/E move
2.3%

55Δ

Calls
Pseudo strike
289.08
IV
25.5%
B/E move
2.8%
Puts
Pseudo strike
294.05
IV
24.0%
B/E move
1.9%

60Δ

Calls
Pseudo strike
286.34
IV
26.3%
B/E move
2.5%
Puts
Pseudo strike
296.45
IV
23.5%
B/E move
1.5%

65Δ

Calls
Pseudo strike
283.34
IV
27.3%
B/E move
2.2%
Puts
Pseudo strike
298.83
IV
23.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
280.09
IV
28.4%
B/E move
1.9%
Puts
Pseudo strike
301.34
IV
22.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
276.16
IV
29.6%
B/E move
1.6%
Puts
Pseudo strike
303.99
IV
22.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
271.50
IV
31.2%
B/E move
1.3%
Puts
Pseudo strike
307.22
IV
22.3%
B/E move
0.4%

Options history

No recorded observations