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American Century U.S. Quality Value ETF VALQ

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Market dataready · fetched 2026-10-23T04:07:11.427Z

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 · ready · fetched 2026-10-23T04:07:10.071451+00:00

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$1.72$2.20$2.68$67.64$69.98$72.32$74.65$76.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VALQ spot · $72.97VALQ PRICE$0.82$0.89$0.97$1.06$1.15$1.26$1.43$1.61$1.84$2.18$2.54$0.84$0.95$1.03$1.11$1.20$1.30$1.43$1.57$1.75$2.15
PutsExpensive2.70×
CallsExpensive1.16×
SkewBearish+6.36 pp
Implied moveBearish±$2.58
TiltBullish8.3% 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%71.5922.4%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%73.6616.2%1.2%
60Δ72.5813.3%1.4%74.0715.6%0.9%
65Δ72.2313.0%1.2%74.5916.4%0.7%
70Δ71.8512.9%1.0%
75Δ71.4113.2%0.9%
80Δ70.9513.6%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
22.4%
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
73.66
IV
16.2%
B/E move
1.2%

60Δ

Calls
Pseudo strike
72.58
IV
13.3%
B/E move
1.4%
Puts
Pseudo strike
74.07
IV
15.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
72.23
IV
13.0%
B/E move
1.2%
Puts
Pseudo strike
74.59
IV
16.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
71.85
IV
12.9%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
71.41
IV
13.2%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
70.95
IV
13.6%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations