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iShares Trust iShares Nasdaq 100 ETF IQQ

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Market dataready · fetched 2026-11-07T02:22:49.438Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:59:17.035211137Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T02:22:48.996219+00:00

Share price$22.24
1D-0.0%
AH$22.14$22.22$22.29$22.37$22.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIQQ
Sold putSold callAH

iShares Trust iShares Nasdaq 100 ETF options

Live interpolated IQQ call and put midpoint premiums by absolute delta.iShares Trust iShares Nasdaq 100 ETF$0.06$0.40$0.74$1.08$1.42$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEIQQ PRICE$0.10$0.17$0.24$0.32$0.40$0.48$0.54$0.60$0.68$0.83$0.98$1.15$1.32$0.21$0.22$0.84$0.90$0.96$1.02$1.08$1.14
Puts——
CallsExpensive1.16×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.0729.4%4.2%
25Δ22.9132.3%3.8%
30Δ22.8136.3%3.6%21.6836.4%3.5%
35Δ22.7040.4%3.5%21.9030.8%2.5%
40Δ22.6044.5%3.4%
45Δ22.4948.3%3.3%
50Δ22.3246.0%2.8%
55Δ22.1443.7%2.3%22.5355.6%2.5%
60Δ21.9642.3%1.8%22.6651.9%2.1%
65Δ21.7644.4%1.6%22.7948.1%1.8%
70Δ21.5546.5%1.3%22.9344.3%1.5%
75Δ21.3347.1%1.1%23.0640.6%1.2%
80Δ21.1047.1%0.8%23.1936.8%0.8%

20Δ

Calls
Pseudo strike
23.07
IV
29.4%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
22.91
IV
32.3%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
22.81
IV
36.3%
B/E move
3.6%
Puts
Pseudo strike
21.68
IV
36.4%
B/E move
3.5%

35Δ

Calls
Pseudo strike
22.70
IV
40.4%
B/E move
3.5%
Puts
Pseudo strike
21.90
IV
30.8%
B/E move
2.5%

40Δ

Calls
Pseudo strike
22.60
IV
44.5%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
22.49
IV
48.3%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
22.32
IV
46.0%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
22.14
IV
43.7%
B/E move
2.3%
Puts
Pseudo strike
22.53
IV
55.6%
B/E move
2.5%

60Δ

Calls
Pseudo strike
21.96
IV
42.3%
B/E move
1.8%
Puts
Pseudo strike
22.66
IV
51.9%
B/E move
2.1%

65Δ

Calls
Pseudo strike
21.76
IV
44.4%
B/E move
1.6%
Puts
Pseudo strike
22.79
IV
48.1%
B/E move
1.8%

70Δ

Calls
Pseudo strike
21.55
IV
46.5%
B/E move
1.3%
Puts
Pseudo strike
22.93
IV
44.3%
B/E move
1.5%

75Δ

Calls
Pseudo strike
21.33
IV
47.1%
B/E move
1.1%
Puts
Pseudo strike
23.06
IV
40.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
21.10
IV
47.1%
B/E move
0.8%
Puts
Pseudo strike
23.19
IV
36.8%
B/E move
0.8%

Options history

IV · four-Friday blend29.03%
Daily close
IQQ15.4%28.9%42.4%2026-08-14: 19.09%2026-08-19: 26.48%2026-08-20: 23.59%2026-08-21: 17.96%2026-08-24: 19.43%2026-08-25: 22.86%2026-08-26: 25.65%2026-08-28: 17.26%2026-09-01: 21.15%2026-09-02: 17.25%2026-09-04: 21.65%2026-09-09: 25.35%2026-09-10: 28.82%2026-09-14: 19.11%2026-09-16: 24.28%2026-09-18: 18.16%2026-09-21: 23.43%2026-09-22: 24.01%2026-09-24: 29.11%2026-09-25: 23.51%2026-09-28: 21.23%2026-09-29: 21.89%2026-09-30: 25.99%2026-10-01: 31.70%2026-10-06: 21.64%2026-10-08: 37.19%2026-10-13: 27.62%2026-10-16: 25.24%2026-10-19: 26.27%2026-10-20: 26.16%2026-10-21: 30.60%2026-10-22: 40.53%2026-10-23: 28.81%2026-10-26: 27.05%2026-10-27: 27.72%2026-10-28: 27.51%2026-10-29: 37.65%2026-10-30: 29.03%Aug 14Sep 24Oct 30
38 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
19.09%
26.48%
23.59%
17.96%
19.43%
22.86%
25.65%
17.26%
21.15%
17.25%
21.65%
25.35%
28.82%
19.11%
24.28%
18.16%
23.43%
24.01%
29.11%
23.51%
21.23%
21.89%
25.99%
31.70%
21.64%
37.19%
27.62%
25.24%
26.27%
26.16%
30.60%
40.53%
28.81%
27.05%
27.72%
27.51%
37.65%
29.03%