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American Century U.S. Quality Value ETF VALQ

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Market datapartial · fetched 2026-10-23T03:14:09.690Z

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 · 2026-10-23T00:00:00.098882874Z

FundamentalsAlpha Vantage · unavailable

Share price$72.97
1D+1.1%
AH$72.02$72.27$72.51$72.76$73.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVALQ
Sold putSold callAH

American Century U.S. Quality Value ETF options

Live interpolated VALQ call and put midpoint premiums by absolute delta.American Century U.S. Quality Value ETF$0.77$1.24$1.71$2.18$2.65$67.66$69.98$72.31$74.64$76.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VALQ spot · $72.97VALQ PRICE$0.82$0.89$0.97$1.06$1.15$1.26$1.43$1.60$1.82$2.17$2.51$0.84$0.95$1.03$1.11$1.20$1.30$1.43$1.58$1.76$2.17
PutsExpensive2.70×
CallsExpensive1.15×
SkewBearish+6.42 pp
Implied moveBearish±$2.58
TiltBullish8.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.7035.2%8.4%
25Δ69.4329.8%6.1%
30Δ75.7721.7%5.0%70.6925.5%4.5%
35Δ74.8819.1%3.8%71.5922.3%3.4%
40Δ74.2417.2%3.1%72.2720.0%2.6%
45Δ73.7415.7%2.5%72.8318.2%2.0%
50Δ73.3314.5%2.1%73.2717.0%1.5%
55Δ72.9313.5%1.7%73.6716.0%1.2%
60Δ72.5913.2%1.4%74.0815.4%0.9%
65Δ72.2412.8%1.2%74.6016.2%0.7%
70Δ71.8712.6%1.0%
75Δ71.4312.9%0.9%
80Δ70.9813.2%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.70
IV
35.2%
B/E move
8.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.43
IV
29.8%
B/E move
6.1%

30Δ

Calls
Pseudo strike
75.77
IV
21.7%
B/E move
5.0%
Puts
Pseudo strike
70.69
IV
25.5%
B/E move
4.5%

35Δ

Calls
Pseudo strike
74.88
IV
19.1%
B/E move
3.8%
Puts
Pseudo strike
71.59
IV
22.3%
B/E move
3.4%

40Δ

Calls
Pseudo strike
74.24
IV
17.2%
B/E move
3.1%
Puts
Pseudo strike
72.27
IV
20.0%
B/E move
2.6%

45Δ

Calls
Pseudo strike
73.74
IV
15.7%
B/E move
2.5%
Puts
Pseudo strike
72.83
IV
18.2%
B/E move
2.0%

50Δ

Calls
Pseudo strike
73.33
IV
14.5%
B/E move
2.1%
Puts
Pseudo strike
73.27
IV
17.0%
B/E move
1.5%

55Δ

Calls
Pseudo strike
72.93
IV
13.5%
B/E move
1.7%
Puts
Pseudo strike
73.67
IV
16.0%
B/E move
1.2%

60Δ

Calls
Pseudo strike
72.59
IV
13.2%
B/E move
1.4%
Puts
Pseudo strike
74.08
IV
15.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
72.24
IV
12.8%
B/E move
1.2%
Puts
Pseudo strike
74.60
IV
16.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
71.87
IV
12.6%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
71.43
IV
12.9%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
70.98
IV
13.2%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations