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

i

Market dataready · fetched 2026-11-13T02:49:17.114Z

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: 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 data

PriceAlpaca · sip · 2026-11-13T00:57:18.860151656Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:49:16.432362+00:00

Share price$284.50
1D+1.1%
AH$280$281$283$285$2865:30 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$0.66$4.41$8.16$11.91$15.65$261.06$271.23$281.40$291.57$301.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QQQM spot · $284.50QQQM PRICE$1.07$1.43$1.79$2.32$2.86$3.40$3.95$4.77$5.60$6.42$7.38$8.58$9.79$1.69$2.19$2.73$3.27$3.95$4.63$5.32$6.26$7.20$8.13$9.76$11.40$14.57
PutsFair0.98×
CallsCheap0.74×
SkewBearish+8.21 pp
Implied moveBearish±$9.27
TiltBearish15.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ292.8921.6%3.3%272.8134.9%4.7%
25Δ291.4222.1%2.9%275.5533.9%3.9%
30Δ289.9722.7%2.6%277.7233.0%3.3%
35Δ288.7123.0%2.3%279.8832.1%2.8%
40Δ287.4523.3%2.0%281.6231.6%2.4%
45Δ286.1923.6%1.8%283.3331.2%2.0%
50Δ284.9224.0%1.5%285.0430.8%1.7%
55Δ283.5724.2%1.4%286.6830.5%1.4%
60Δ282.2224.5%1.2%288.3330.3%1.2%
65Δ280.8724.8%1.0%289.9730.1%0.9%
70Δ279.4224.9%0.8%292.0930.7%0.8%
75Δ277.7924.8%0.7%294.2231.3%0.6%
80Δ276.1724.6%0.5%297.7734.3%0.5%

20Δ

Calls
Pseudo strike
292.89
IV
21.6%
B/E move
3.3%
Puts
Pseudo strike
272.81
IV
34.9%
B/E move
4.7%

25Δ

Calls
Pseudo strike
291.42
IV
22.1%
B/E move
2.9%
Puts
Pseudo strike
275.55
IV
33.9%
B/E move
3.9%

30Δ

Calls
Pseudo strike
289.97
IV
22.7%
B/E move
2.6%
Puts
Pseudo strike
277.72
IV
33.0%
B/E move
3.3%

35Δ

Calls
Pseudo strike
288.71
IV
23.0%
B/E move
2.3%
Puts
Pseudo strike
279.88
IV
32.1%
B/E move
2.8%

40Δ

Calls
Pseudo strike
287.45
IV
23.3%
B/E move
2.0%
Puts
Pseudo strike
281.62
IV
31.6%
B/E move
2.4%

45Δ

Calls
Pseudo strike
286.19
IV
23.6%
B/E move
1.8%
Puts
Pseudo strike
283.33
IV
31.2%
B/E move
2.0%

50Δ

Calls
Pseudo strike
284.92
IV
24.0%
B/E move
1.5%
Puts
Pseudo strike
285.04
IV
30.8%
B/E move
1.7%

55Δ

Calls
Pseudo strike
283.57
IV
24.2%
B/E move
1.4%
Puts
Pseudo strike
286.68
IV
30.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
282.22
IV
24.5%
B/E move
1.2%
Puts
Pseudo strike
288.33
IV
30.3%
B/E move
1.2%

65Δ

Calls
Pseudo strike
280.87
IV
24.8%
B/E move
1.0%
Puts
Pseudo strike
289.97
IV
30.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
279.42
IV
24.9%
B/E move
0.8%
Puts
Pseudo strike
292.09
IV
30.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
277.79
IV
24.8%
B/E move
0.7%
Puts
Pseudo strike
294.22
IV
31.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
276.17
IV
24.6%
B/E move
0.5%
Puts
Pseudo strike
297.77
IV
34.3%
B/E move
0.5%

Options history

IV · four-Friday blend24.27%
Daily EOD
QQQM20.7%22.6%24.5%2026-10-19: 21.09%2026-10-20: 21.19%2026-10-21: 21.02%2026-10-22: 23.46%2026-10-23: 23.57%2026-10-26: 22.45%2026-10-27: 21.65%2026-10-28: 20.98%2026-10-29: 21.23%2026-10-30: 24.27%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.09%
21.19%
21.02%
23.46%
23.57%
22.45%
21.65%
20.98%
21.23%
24.27%