iShares Trust iShares Nasdaq Top 30 Stocks ETF QTOP
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Market dataready · fetched 2026-11-12T14:57:21.042Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T14:57:12.922886904Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:57:19.416184+00:00
iShares Trust iShares Nasdaq Top 30 Stocks ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 32.09 | 57.2% | 10.2% | |||
| 25Δ | 32.83 | 51.7% | 8.3% | |||
| 30Δ | 33.56 | 46.2% | 6.4% | |||
| 35Δ | 34.30 | 40.7% | 4.5% | |||
| 40Δ | 35.95 | 33.4% | 2.9% | |||
| 45Δ | 35.74 | 32.0% | 2.5% | |||
| 50Δ | 35.53 | 30.5% | 2.1% | |||
| 55Δ | 35.32 | 29.1% | 1.7% | |||
| 60Δ | 35.12 | 27.7% | 1.4% | |||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 32.09
- IV
- 57.2%
- B/E move
- 10.2%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 32.83
- IV
- 51.7%
- B/E move
- 8.3%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 33.56
- IV
- 46.2%
- B/E move
- 6.4%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 34.30
- IV
- 40.7%
- B/E move
- 4.5%
40Δ
- Pseudo strike
- 35.95
- IV
- 33.4%
- B/E move
- 2.9%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 35.74
- IV
- 32.0%
- B/E move
- 2.5%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 35.53
- IV
- 30.5%
- B/E move
- 2.1%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 35.32
- IV
- 29.1%
- B/E move
- 1.7%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 35.12
- IV
- 27.7%
- B/E move
- 1.4%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 21.33% | |
| 21.90% | |
| 21.30% | |
| 23.83% | |
| 23.72% | |
| 23.00% | |
| 21.97% | |
| 21.61% | |
| 22.11% | |
| 24.62% |