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Hashdex Nasdaq CME Crypto Index ETF Shares of Beneficial Interest NCIQ

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Market dataready · fetched 2026-11-03T23:44:39.402Z

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 · 2026-11-03T21:00:00.443430358Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T23:44:37.854550+00:00

Share price$19.43
1D+0.5%
AH$19.24$19.30$19.36$19.41$19.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNCIQ
Sold putSold callAH

Hashdex Nasdaq CME Crypto Index ETF Shares of Beneficial Interest options

Live interpolated NCIQ call and put midpoint premiums by absolute delta.Hashdex Nasdaq CME Crypto Index ETF Shares of Beneficial Interest$0.21$0.78$1.35$1.92$2.49$16.87$18.07$19.27$20.46$21.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NCIQ spot · $19.43NCIQ PRICE$0.27$0.31$0.34$0.36$0.42$0.52$0.62$0.71$0.81$0.96$1.19$1.42$1.66$0.33$0.38$0.44$0.49$0.57$0.70$0.84$0.97$1.13$1.39$1.64$1.93$2.33
PutsExpensive1.08×
CallsExpensive1.53×
SkewBearish+7.66 pp
Implied moveBearish±$1.45
TiltBearish15.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.0162.7%14.7%17.3966.9%12.2%
25Δ21.2253.8%10.8%18.0457.5%9.1%
30Δ20.6846.3%8.2%18.4052.5%7.5%
35Δ20.2439.5%6.1%18.7647.6%5.9%
40Δ19.9135.9%4.7%19.0944.5%4.7%
45Δ19.7236.2%4.1%19.3344.9%4.1%
50Δ19.5236.5%3.6%19.5745.2%3.6%
55Δ19.3236.8%3.1%19.8145.6%3.0%
60Δ19.1337.1%2.6%20.0746.2%2.5%
65Δ18.9038.1%2.2%20.4047.7%2.1%
70Δ18.6140.3%1.9%20.7449.3%1.7%
75Δ18.3142.5%1.6%21.0950.7%1.4%
80Δ18.0244.8%1.3%21.5651.7%1.0%

20Δ

Calls
Pseudo strike
22.01
IV
62.7%
B/E move
14.7%
Puts
Pseudo strike
17.39
IV
66.9%
B/E move
12.2%

25Δ

Calls
Pseudo strike
21.22
IV
53.8%
B/E move
10.8%
Puts
Pseudo strike
18.04
IV
57.5%
B/E move
9.1%

30Δ

Calls
Pseudo strike
20.68
IV
46.3%
B/E move
8.2%
Puts
Pseudo strike
18.40
IV
52.5%
B/E move
7.5%

35Δ

Calls
Pseudo strike
20.24
IV
39.5%
B/E move
6.1%
Puts
Pseudo strike
18.76
IV
47.6%
B/E move
5.9%

40Δ

Calls
Pseudo strike
19.91
IV
35.9%
B/E move
4.7%
Puts
Pseudo strike
19.09
IV
44.5%
B/E move
4.7%

45Δ

Calls
Pseudo strike
19.72
IV
36.2%
B/E move
4.1%
Puts
Pseudo strike
19.33
IV
44.9%
B/E move
4.1%

50Δ

Calls
Pseudo strike
19.52
IV
36.5%
B/E move
3.6%
Puts
Pseudo strike
19.57
IV
45.2%
B/E move
3.6%

55Δ

Calls
Pseudo strike
19.32
IV
36.8%
B/E move
3.1%
Puts
Pseudo strike
19.81
IV
45.6%
B/E move
3.0%

60Δ

Calls
Pseudo strike
19.13
IV
37.1%
B/E move
2.6%
Puts
Pseudo strike
20.07
IV
46.2%
B/E move
2.5%

65Δ

Calls
Pseudo strike
18.90
IV
38.1%
B/E move
2.2%
Puts
Pseudo strike
20.40
IV
47.7%
B/E move
2.1%

70Δ

Calls
Pseudo strike
18.61
IV
40.3%
B/E move
1.9%
Puts
Pseudo strike
20.74
IV
49.3%
B/E move
1.7%

75Δ

Calls
Pseudo strike
18.31
IV
42.5%
B/E move
1.6%
Puts
Pseudo strike
21.09
IV
50.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
18.02
IV
44.8%
B/E move
1.3%
Puts
Pseudo strike
21.56
IV
51.7%
B/E move
1.0%

Options history

IV · four-Friday blend41.23%
Daily EOD
NCIQ37.9%39.7%41.5%2026-10-19: 38.19%2026-10-20: 38.38%2026-10-21: 38.62%2026-10-22: 40.75%2026-10-23: 40.20%2026-10-26: 39.82%2026-10-27: 38.75%2026-10-28: 38.54%2026-10-29: 39.07%2026-10-30: 41.23%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.19%
38.38%
38.62%
40.75%
40.20%
39.82%
38.75%
38.54%
39.07%
41.23%