IntraAlpha
Create free account Start free

First Trust NASDAQ-100-Technology Sector Index Fund QTEC

i

Market datapartial · fetched 2026-10-22T23:10:33.619Z

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 · 2026-10-22T20:00:00.626419379Z

FundamentalsAlpha Vantage · unavailable

Share price$299.41
1D-1.6%
AH$297$299$302$304$3065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQTEC
Sold putSold callAH

First Trust NASDAQ-100-Technology Sector Index Fund options

Live interpolated QTEC call and put midpoint premiums by absolute delta.First Trust NASDAQ-100-Technology Sector Index Fund$2.02$9.32$16.63$23.94$31.25$261.00$283.52$306.03$328.55$351.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QTEC spot · $299.41QTEC PRICE$2.81$3.77$4.80$6.02$7.36$8.81$10.60$12.75$15.21$17.62$20.90$24.60$29.14$4.13$5.36$6.56$7.90$9.46$10.95$12.47$14.08$16.18$18.23$20.62$23.92$26.36
PutsExpensive1.12×
CallsExpensive1.39×
SkewBearish+1.09 pp
Implied moveBearish±$23.07
TiltBearish3.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ324.5131.0%9.3%274.0741.4%9.8%
25Δ320.0131.3%8.1%280.0440.2%8.3%
30Δ315.8031.2%7.1%285.3938.5%6.9%
35Δ312.0931.6%6.2%289.9937.4%5.8%
40Δ308.5632.0%5.5%294.1036.9%4.9%
45Δ305.0932.5%4.8%298.0235.9%4.1%
50Δ301.6433.2%4.3%301.7434.7%3.4%
55Δ298.0334.4%3.8%305.3233.7%2.7%
60Δ294.2535.7%3.4%308.9433.3%2.2%
65Δ290.2936.1%2.8%312.4332.5%1.7%
70Δ285.7537.4%2.4%316.1331.8%1.3%
75Δ280.7938.4%2.0%320.4732.0%1.0%
80Δ275.0739.7%1.6%324.0030.4%0.6%

20Δ

Calls
Pseudo strike
324.51
IV
31.0%
B/E move
9.3%
Puts
Pseudo strike
274.07
IV
41.4%
B/E move
9.8%

25Δ

Calls
Pseudo strike
320.01
IV
31.3%
B/E move
8.1%
Puts
Pseudo strike
280.04
IV
40.2%
B/E move
8.3%

30Δ

Calls
Pseudo strike
315.80
IV
31.2%
B/E move
7.1%
Puts
Pseudo strike
285.39
IV
38.5%
B/E move
6.9%

35Δ

Calls
Pseudo strike
312.09
IV
31.6%
B/E move
6.2%
Puts
Pseudo strike
289.99
IV
37.4%
B/E move
5.8%

40Δ

Calls
Pseudo strike
308.56
IV
32.0%
B/E move
5.5%
Puts
Pseudo strike
294.10
IV
36.9%
B/E move
4.9%

45Δ

Calls
Pseudo strike
305.09
IV
32.5%
B/E move
4.8%
Puts
Pseudo strike
298.02
IV
35.9%
B/E move
4.1%

50Δ

Calls
Pseudo strike
301.64
IV
33.2%
B/E move
4.3%
Puts
Pseudo strike
301.74
IV
34.7%
B/E move
3.4%

55Δ

Calls
Pseudo strike
298.03
IV
34.4%
B/E move
3.8%
Puts
Pseudo strike
305.32
IV
33.7%
B/E move
2.7%

60Δ

Calls
Pseudo strike
294.25
IV
35.7%
B/E move
3.4%
Puts
Pseudo strike
308.94
IV
33.3%
B/E move
2.2%

65Δ

Calls
Pseudo strike
290.29
IV
36.1%
B/E move
2.8%
Puts
Pseudo strike
312.43
IV
32.5%
B/E move
1.7%

70Δ

Calls
Pseudo strike
285.75
IV
37.4%
B/E move
2.4%
Puts
Pseudo strike
316.13
IV
31.8%
B/E move
1.3%

75Δ

Calls
Pseudo strike
280.79
IV
38.4%
B/E move
2.0%
Puts
Pseudo strike
320.47
IV
32.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
275.07
IV
39.7%
B/E move
1.6%
Puts
Pseudo strike
324.00
IV
30.4%
B/E move
0.6%

Options history

No recorded observations