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Northern Trust International Quality Dividend ETF IQDF

i

Market dataready · fetched 2026-11-04T00:15:31.282Z

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 · 2026-11-03T23:30:00.004009327Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:15:30.831074+00:00

Share price$33.56
1D-0.7%
AH$33.51$33.58$33.65$33.72$33.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIQDF
Sold putSold callAH

Northern Trust International Quality Dividend ETF options

Live interpolated IQDF call and put midpoint premiums by absolute delta.Northern Trust International Quality Dividend ETF$0.54$0.83$1.12$1.41$1.70$32.16$33.25$34.34$35.42$36.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IQDF spot · $33.56IQDF PRICE$0.57$0.57$0.59$0.62$0.67$0.73$0.79$0.86$0.92$0.98$1.17$1.39$1.61$0.57$0.58$0.61$0.65$0.69$0.73$0.78$0.82
Puts——
CallsExpensive2.79×
Skew——
Implied moveBalanced±$1.57
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.2277.2%18.6%30.1166.8%12.0%
25Δ36.8256.9%11.4%31.3651.9%8.3%
30Δ35.6045.2%7.8%32.1542.8%6.0%
35Δ34.8638.2%5.7%32.6737.2%4.6%
40Δ34.4234.6%4.6%33.0932.6%3.5%
45Δ33.9930.9%3.4%33.3429.8%2.8%
50Δ33.7628.9%2.9%33.6027.0%2.2%
55Δ33.5326.9%2.4%33.8524.1%1.6%
60Δ33.2924.8%1.9%
65Δ33.0622.8%1.4%
70Δ32.7822.7%1.2%
75Δ32.5023.2%1.0%
80Δ32.2123.7%0.8%

20Δ

Calls
Pseudo strike
39.22
IV
77.2%
B/E move
18.6%
Puts
Pseudo strike
30.11
IV
66.8%
B/E move
12.0%

25Δ

Calls
Pseudo strike
36.82
IV
56.9%
B/E move
11.4%
Puts
Pseudo strike
31.36
IV
51.9%
B/E move
8.3%

30Δ

Calls
Pseudo strike
35.60
IV
45.2%
B/E move
7.8%
Puts
Pseudo strike
32.15
IV
42.8%
B/E move
6.0%

35Δ

Calls
Pseudo strike
34.86
IV
38.2%
B/E move
5.7%
Puts
Pseudo strike
32.67
IV
37.2%
B/E move
4.6%

40Δ

Calls
Pseudo strike
34.42
IV
34.6%
B/E move
4.6%
Puts
Pseudo strike
33.09
IV
32.6%
B/E move
3.5%

45Δ

Calls
Pseudo strike
33.99
IV
30.9%
B/E move
3.4%
Puts
Pseudo strike
33.34
IV
29.8%
B/E move
2.8%

50Δ

Calls
Pseudo strike
33.76
IV
28.9%
B/E move
2.9%
Puts
Pseudo strike
33.60
IV
27.0%
B/E move
2.2%

55Δ

Calls
Pseudo strike
33.53
IV
26.9%
B/E move
2.4%
Puts
Pseudo strike
33.85
IV
24.1%
B/E move
1.6%

60Δ

Calls
Pseudo strike
33.29
IV
24.8%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
33.06
IV
22.8%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
32.78
IV
22.7%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
32.50
IV
23.2%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
32.21
IV
23.7%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend21.54%
Daily close
IQDF17.4%30.8%44.2%2026-08-05: 22.30%2026-08-06: 22.24%2026-08-07: 22.28%2026-08-10: 23.45%2026-08-11: 22.57%2026-08-12: 23.43%2026-08-13: 24.25%2026-08-14: 24.69%2026-08-17: 27.67%2026-08-18: 28.90%2026-08-19: 32.12%2026-08-20: 38.60%2026-08-21: 20.62%2026-08-24: 21.02%2026-08-25: 20.79%2026-08-26: 20.66%2026-08-27: 21.15%2026-08-28: 20.31%2026-08-31: 21.56%2026-09-01: 21.45%2026-09-02: 22.03%2026-09-03: 22.04%2026-09-04: 21.87%2026-09-08: 23.63%2026-09-09: 24.21%2026-09-10: 25.46%2026-09-11: 25.51%2026-09-14: 28.86%2026-09-15: 31.75%2026-09-16: 32.54%2026-09-17: 42.33%2026-09-18: 19.35%2026-09-21: 19.28%2026-09-22: 19.29%2026-09-23: 19.45%2026-09-24: 19.89%2026-09-25: 19.62%2026-09-28: 19.82%2026-09-29: 21.05%2026-09-30: 20.83%2026-10-01: 21.65%2026-10-02: 21.66%2026-10-05: 22.45%2026-10-06: 22.45%2026-10-07: 23.31%2026-10-08: 23.50%2026-10-09: 24.56%2026-10-12: 27.64%2026-10-13: 29.09%2026-10-14: 31.18%2026-10-15: 37.81%2026-10-16: 19.52%2026-10-19: 20.22%2026-10-20: 19.99%2026-10-21: 20.28%2026-10-22: 21.01%2026-10-23: 21.27%2026-10-26: 21.01%2026-10-27: 21.09%2026-10-28: 20.92%2026-10-29: 21.12%2026-10-30: 21.54%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
22.30%
22.24%
22.28%
23.45%
22.57%
23.43%
24.25%
24.69%
27.67%
28.90%
32.12%
38.60%
20.62%
21.02%
20.79%
20.66%
21.15%
20.31%
21.56%
21.45%
22.03%
22.04%
21.87%
23.63%
24.21%
25.46%
25.51%
28.86%
31.75%
32.54%
42.33%
19.35%
19.28%
19.29%
19.45%
19.89%
19.62%
19.82%
21.05%
20.83%
21.65%
21.66%
22.45%
22.45%
23.31%
23.50%
24.56%
27.64%
29.09%
31.18%
37.81%
19.52%
20.22%
19.99%
20.28%
21.01%
21.27%
21.01%
21.09%
20.92%
21.12%
21.54%