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WEBs ETF Trust WEBs QQQ Defined Volatility ETF DVQQ

i

Market dataready · fetched 2026-11-07T15:23:22.066Z

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 · 2026-11-06T21:00:00.712956034Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T15:23:21.344818+00:00

Share price$28.66
1D+0.0%
AH$28.82$28.82$28.83$28.84$28.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDVQQ
Sold putSold callAH

WEBs ETF Trust WEBs QQQ Defined Volatility ETF options

Live interpolated DVQQ call and put midpoint premiums by absolute delta.WEBs ETF Trust WEBs QQQ Defined Volatility ETF$0.72$1.20$1.67$2.15$2.62$24.64$26.53$28.42$30.31$32.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DVQQ spot · $28.66DVQQ PRICE$0.78$0.79$0.84$0.91$1.03$1.14$1.25$1.37$1.54$1.75$1.97$2.48$0.81$0.86$0.93$0.98$1.03$1.12$1.21$1.29$1.38$1.46$1.55$1.67$1.87
PutsExpensive1.68×
Calls——
Skew——
Implied moveBearish±$2.35
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.32119.1%18.0%
25Δ33.53105.1%19.7%25.7796.8%13.1%
30Δ31.5882.3%12.9%26.7482.7%10.0%
35Δ30.5370.2%9.5%27.4471.7%7.7%
40Δ29.8363.0%7.3%28.0462.2%5.8%
45Δ29.3359.3%5.9%28.4357.3%4.7%
50Δ28.8855.8%4.8%28.8252.4%3.7%
55Δ28.5352.7%3.9%29.1348.3%2.9%
60Δ28.1749.7%3.1%29.3744.8%2.3%
65Δ27.8247.9%2.4%29.6141.3%1.8%
70Δ27.4847.4%2.0%29.8537.8%1.2%
75Δ27.1346.9%1.5%30.0934.8%0.8%
80Δ26.5351.4%1.2%30.3532.9%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.32
IV
119.1%
B/E move
18.0%

25Δ

Calls
Pseudo strike
33.53
IV
105.1%
B/E move
19.7%
Puts
Pseudo strike
25.77
IV
96.8%
B/E move
13.1%

30Δ

Calls
Pseudo strike
31.58
IV
82.3%
B/E move
12.9%
Puts
Pseudo strike
26.74
IV
82.7%
B/E move
10.0%

35Δ

Calls
Pseudo strike
30.53
IV
70.2%
B/E move
9.5%
Puts
Pseudo strike
27.44
IV
71.7%
B/E move
7.7%

40Δ

Calls
Pseudo strike
29.83
IV
63.0%
B/E move
7.3%
Puts
Pseudo strike
28.04
IV
62.2%
B/E move
5.8%

45Δ

Calls
Pseudo strike
29.33
IV
59.3%
B/E move
5.9%
Puts
Pseudo strike
28.43
IV
57.3%
B/E move
4.7%

50Δ

Calls
Pseudo strike
28.88
IV
55.8%
B/E move
4.8%
Puts
Pseudo strike
28.82
IV
52.4%
B/E move
3.7%

55Δ

Calls
Pseudo strike
28.53
IV
52.7%
B/E move
3.9%
Puts
Pseudo strike
29.13
IV
48.3%
B/E move
2.9%

60Δ

Calls
Pseudo strike
28.17
IV
49.7%
B/E move
3.1%
Puts
Pseudo strike
29.37
IV
44.8%
B/E move
2.3%

65Δ

Calls
Pseudo strike
27.82
IV
47.9%
B/E move
2.4%
Puts
Pseudo strike
29.61
IV
41.3%
B/E move
1.8%

70Δ

Calls
Pseudo strike
27.48
IV
47.4%
B/E move
2.0%
Puts
Pseudo strike
29.85
IV
37.8%
B/E move
1.2%

75Δ

Calls
Pseudo strike
27.13
IV
46.9%
B/E move
1.5%
Puts
Pseudo strike
30.09
IV
34.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
26.53
IV
51.4%
B/E move
1.2%
Puts
Pseudo strike
30.35
IV
32.9%
B/E move
0.6%

Options history

IV · four-Friday blend33.31%
Daily EOD
DVQQ26.7%65.6%104.5%2026-10-19: 77.61%2026-10-20: 79.15%2026-10-21: 86.12%2026-10-22: 72.72%2026-10-23: 32.02%2026-10-26: 99.14%2026-10-27: 83.04%2026-10-28: 84.76%2026-10-29: 52.43%2026-10-30: 33.31%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
77.61%
79.15%
86.12%
72.72%
32.02%
99.14%
83.04%
84.76%
52.43%
33.31%