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Nasdaq, Inc. Common Stock NDAQ

FINANCIAL SERVICES · FINANCIAL DATA & STOCK EXCHANGES
i

Market dataready · fetched 2026-11-03T22:06:01.699Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-03T21:55:23.533627174Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T22:06:00.933576+00:00

Share price$107.38
1D+0.2%
AH$106.00$106.68$107.36$108.04$108.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNDAQ
Sold putSold callAH

Nasdaq, Inc. Common Stock options

Live interpolated NDAQ call and put midpoint premiums by absolute delta.Nasdaq, Inc. Common Stock$0.15$1.69$3.22$4.76$6.30$102.35$104.50$106.66$108.81$110.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NDAQ spot · $107.38NDAQ PRICE$0.32$0.41$0.52$0.65$0.79$0.92$1.05$1.17$1.37$1.61$1.85$2.02$2.18$0.47$0.60$0.79$0.99$1.19$1.39$1.56$1.72$2.28$2.84$3.28$3.94$5.85
PutsExpensive1.43×
CallsFair0.95×
SkewBearish+16.33 pp
Implied moveBearish±$2.61
TiltBearish28.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ109.9129.4%2.6%104.0942.1%3.5%
25Δ109.3728.5%2.2%104.8540.4%2.9%
30Δ108.8927.9%1.9%105.4141.1%2.6%
35Δ108.5328.3%1.7%105.9242.2%2.3%
40Δ108.1628.6%1.5%106.4541.9%2.0%
45Δ107.8128.2%1.3%106.9941.3%1.7%
50Δ107.4727.2%1.1%107.4639.3%1.4%
55Δ107.1426.3%0.9%107.9337.3%1.1%
60Δ106.7926.2%0.7%108.5741.7%1.0%
65Δ106.4326.6%0.6%109.2345.4%0.9%
70Δ106.0727.0%0.5%109.8745.6%0.7%
75Δ105.7925.5%0.4%110.6847.2%0.6%
80Δ105.5323.5%0.3%112.6460.1%0.6%

20Δ

Calls
Pseudo strike
109.91
IV
29.4%
B/E move
2.6%
Puts
Pseudo strike
104.09
IV
42.1%
B/E move
3.5%

25Δ

Calls
Pseudo strike
109.37
IV
28.5%
B/E move
2.2%
Puts
Pseudo strike
104.85
IV
40.4%
B/E move
2.9%

30Δ

Calls
Pseudo strike
108.89
IV
27.9%
B/E move
1.9%
Puts
Pseudo strike
105.41
IV
41.1%
B/E move
2.6%

35Δ

Calls
Pseudo strike
108.53
IV
28.3%
B/E move
1.7%
Puts
Pseudo strike
105.92
IV
42.2%
B/E move
2.3%

40Δ

Calls
Pseudo strike
108.16
IV
28.6%
B/E move
1.5%
Puts
Pseudo strike
106.45
IV
41.9%
B/E move
2.0%

45Δ

Calls
Pseudo strike
107.81
IV
28.2%
B/E move
1.3%
Puts
Pseudo strike
106.99
IV
41.3%
B/E move
1.7%

50Δ

Calls
Pseudo strike
107.47
IV
27.2%
B/E move
1.1%
Puts
Pseudo strike
107.46
IV
39.3%
B/E move
1.4%

55Δ

Calls
Pseudo strike
107.14
IV
26.3%
B/E move
0.9%
Puts
Pseudo strike
107.93
IV
37.3%
B/E move
1.1%

60Δ

Calls
Pseudo strike
106.79
IV
26.2%
B/E move
0.7%
Puts
Pseudo strike
108.57
IV
41.7%
B/E move
1.0%

65Δ

Calls
Pseudo strike
106.43
IV
26.6%
B/E move
0.6%
Puts
Pseudo strike
109.23
IV
45.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
106.07
IV
27.0%
B/E move
0.5%
Puts
Pseudo strike
109.87
IV
45.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
105.79
IV
25.5%
B/E move
0.4%
Puts
Pseudo strike
110.68
IV
47.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
105.53
IV
23.5%
B/E move
0.3%
Puts
Pseudo strike
112.64
IV
60.1%
B/E move
0.6%

Options history

IV · four-Friday blend30.74%
Daily close
NDAQ20.7%36.2%51.7%2026-08-05: 30.88%2026-08-06: 32.07%2026-08-07: 27.78%2026-08-10: 28.02%2026-08-11: 28.20%2026-08-12: 29.08%2026-08-13: 30.24%2026-08-14: 24.48%2026-08-17: 26.25%2026-08-18: 28.09%2026-08-19: 34.38%2026-08-20: 49.58%2026-08-21: 24.31%2026-08-24: 27.01%2026-08-25: 25.46%2026-08-26: 25.71%2026-08-27: 25.72%2026-08-28: 24.11%2026-08-31: 22.82%2026-09-01: 25.73%2026-09-02: 25.84%2026-09-03: 27.81%2026-09-04: 24.72%2026-09-08: 26.03%2026-09-09: 28.46%2026-09-10: 31.14%2026-09-11: 26.74%2026-09-14: 27.72%2026-09-15: 29.42%2026-09-16: 28.74%2026-09-17: 28.23%2026-09-18: 25.79%2026-09-21: 25.24%2026-09-22: 27.94%2026-09-23: 27.61%2026-09-24: 27.34%2026-09-25: 26.32%2026-09-28: 27.63%2026-09-29: 28.30%2026-09-30: 28.98%2026-10-01: 28.14%2026-10-02: 27.09%2026-10-05: 29.10%2026-10-06: 28.14%2026-10-07: 30.45%2026-10-08: 31.05%2026-10-09: 28.95%2026-10-12: 30.85%2026-10-13: 31.88%2026-10-14: 32.83%2026-10-15: 33.73%2026-10-16: 33.38%2026-10-19: 36.99%2026-10-20: 36.33%2026-10-21: 40.39%2026-10-22: 31.53%2026-10-23: 29.98%2026-10-26: 28.72%2026-10-27: 29.70%2026-10-28: 28.66%2026-10-29: 28.72%2026-10-30: 30.74%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
30.88%
32.07%
27.78%
28.02%
28.20%
29.08%
30.24%
24.48%
26.25%
28.09%
34.38%
49.58%
24.31%
27.01%
25.46%
25.71%
25.72%
24.11%
22.82%
25.73%
25.84%
27.81%
24.72%
26.03%
28.46%
31.14%
26.74%
27.72%
29.42%
28.74%
28.23%
25.79%
25.24%
27.94%
27.61%
27.34%
26.32%
27.63%
28.30%
28.98%
28.14%
27.09%
29.10%
28.14%
30.45%
31.05%
28.95%
30.85%
31.88%
32.83%
33.73%
33.38%
36.99%
36.33%
40.39%
31.53%
29.98%
28.72%
29.70%
28.66%
28.72%
30.74%