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

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Market datapartial · fetched 2026-10-22T15:51:46.556Z

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 · 2026-10-22T15:51:45.964851075Z

FundamentalsAlpha Vantage · unavailable

Share price$291.67
1D-0.7%
$290.79$291.72$292.66$293.59$294.525:30 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$1.27$6.98$12.69$18.40$24.11$266.06$279.35$292.65$305.94$319.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QQQM spot · $291.67QQQM PRICE$1.89$2.54$3.37$4.21$5.26$6.34$7.72$9.20$11.01$12.94$15.68$18.73$22.46$2.86$3.66$4.52$5.40$6.33$7.29$8.35$9.47$10.76$12.10$13.69$15.42$17.99
PutsExpensive1.31×
CallsExpensive1.42×
SkewNeutral-0.00 pp
Implied moveBearish±$16.06
TiltBalanced1.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ308.0320.8%6.3%273.4029.9%7.2%
25Δ305.2421.3%5.5%277.8728.6%6.0%
30Δ302.8121.9%5.0%281.6227.7%5.0%
35Δ300.4022.4%4.4%285.0126.7%4.1%
40Δ298.0323.0%4.0%287.9025.8%3.5%
45Δ295.6723.5%3.5%290.6925.0%2.8%
50Δ293.1924.3%3.2%293.2124.3%2.3%
55Δ290.6825.1%2.8%295.6923.6%1.9%
60Δ287.9025.9%2.5%298.0723.1%1.5%
65Δ285.0226.7%2.2%300.4622.6%1.1%
70Δ281.4628.1%1.9%302.9122.1%0.8%
75Δ277.5629.3%1.6%305.4621.6%0.6%
80Δ272.9930.6%1.3%308.6821.6%0.3%

20Δ

Calls
Pseudo strike
308.03
IV
20.8%
B/E move
6.3%
Puts
Pseudo strike
273.40
IV
29.9%
B/E move
7.2%

25Δ

Calls
Pseudo strike
305.24
IV
21.3%
B/E move
5.5%
Puts
Pseudo strike
277.87
IV
28.6%
B/E move
6.0%

30Δ

Calls
Pseudo strike
302.81
IV
21.9%
B/E move
5.0%
Puts
Pseudo strike
281.62
IV
27.7%
B/E move
5.0%

35Δ

Calls
Pseudo strike
300.40
IV
22.4%
B/E move
4.4%
Puts
Pseudo strike
285.01
IV
26.7%
B/E move
4.1%

40Δ

Calls
Pseudo strike
298.03
IV
23.0%
B/E move
4.0%
Puts
Pseudo strike
287.90
IV
25.8%
B/E move
3.5%

45Δ

Calls
Pseudo strike
295.67
IV
23.5%
B/E move
3.5%
Puts
Pseudo strike
290.69
IV
25.0%
B/E move
2.8%

50Δ

Calls
Pseudo strike
293.19
IV
24.3%
B/E move
3.2%
Puts
Pseudo strike
293.21
IV
24.3%
B/E move
2.3%

55Δ

Calls
Pseudo strike
290.68
IV
25.1%
B/E move
2.8%
Puts
Pseudo strike
295.69
IV
23.6%
B/E move
1.9%

60Δ

Calls
Pseudo strike
287.90
IV
25.9%
B/E move
2.5%
Puts
Pseudo strike
298.07
IV
23.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
285.02
IV
26.7%
B/E move
2.2%
Puts
Pseudo strike
300.46
IV
22.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
281.46
IV
28.1%
B/E move
1.9%
Puts
Pseudo strike
302.91
IV
22.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
277.56
IV
29.3%
B/E move
1.6%
Puts
Pseudo strike
305.46
IV
21.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
272.99
IV
30.6%
B/E move
1.3%
Puts
Pseudo strike
308.68
IV
21.6%
B/E move
0.3%

Options history

No recorded observations