IntraAlpha
Create free account Start free

Nasdaq, Inc. Common Stock NDAQ

i

Market dataready · fetched 2026-11-06T21:12:55.234Z

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 · 2026-11-06T21:00:02.468788383Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T21:12:54.569745+00:00

Share price$107.12
1D+1.6%
AH$104.69$105.49$106.30$107.10$107.905:30 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$0.35$1.58$2.80$4.03$5.25$100.92$104.12$107.32$110.53$113.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NDAQ spot · $107.12NDAQ PRICE$0.49$0.66$0.83$0.99$1.20$1.44$1.73$2.03$2.36$2.85$3.40$3.94$4.90$0.54$0.68$0.81$1.08$1.34$1.52$1.65$1.74$1.91$2.31$2.76$3.29$4.39
PutsCheap0.83×
CallsCheap0.85×
SkewBullish-3.14 pp
Implied moveBullish±$3.37
TiltBullish5.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.1129.9%4.2%103.3532.1%4.0%
25Δ110.3730.1%3.6%104.2730.3%3.3%
30Δ109.6629.8%3.1%105.1827.4%2.6%
35Δ108.9629.0%2.6%105.6429.6%2.4%
40Δ108.3929.0%2.3%106.1330.9%2.2%
45Δ107.8329.1%2.0%106.7229.4%1.8%
50Δ107.2929.7%1.8%107.2427.4%1.4%
55Δ106.7330.1%1.5%107.6824.8%1.1%
60Δ106.1630.3%1.3%108.1523.2%0.8%
65Δ105.4831.7%1.1%108.6824.2%0.7%
70Δ104.7533.1%1.0%109.2625.2%0.6%
75Δ104.0233.4%0.8%109.9226.1%0.5%
80Δ102.9136.1%0.6%111.1129.9%0.4%

20Δ

Calls
Pseudo strike
111.11
IV
29.9%
B/E move
4.2%
Puts
Pseudo strike
103.35
IV
32.1%
B/E move
4.0%

25Δ

Calls
Pseudo strike
110.37
IV
30.1%
B/E move
3.6%
Puts
Pseudo strike
104.27
IV
30.3%
B/E move
3.3%

30Δ

Calls
Pseudo strike
109.66
IV
29.8%
B/E move
3.1%
Puts
Pseudo strike
105.18
IV
27.4%
B/E move
2.6%

35Δ

Calls
Pseudo strike
108.96
IV
29.0%
B/E move
2.6%
Puts
Pseudo strike
105.64
IV
29.6%
B/E move
2.4%

40Δ

Calls
Pseudo strike
108.39
IV
29.0%
B/E move
2.3%
Puts
Pseudo strike
106.13
IV
30.9%
B/E move
2.2%

45Δ

Calls
Pseudo strike
107.83
IV
29.1%
B/E move
2.0%
Puts
Pseudo strike
106.72
IV
29.4%
B/E move
1.8%

50Δ

Calls
Pseudo strike
107.29
IV
29.7%
B/E move
1.8%
Puts
Pseudo strike
107.24
IV
27.4%
B/E move
1.4%

55Δ

Calls
Pseudo strike
106.73
IV
30.1%
B/E move
1.5%
Puts
Pseudo strike
107.68
IV
24.8%
B/E move
1.1%

60Δ

Calls
Pseudo strike
106.16
IV
30.3%
B/E move
1.3%
Puts
Pseudo strike
108.15
IV
23.2%
B/E move
0.8%

65Δ

Calls
Pseudo strike
105.48
IV
31.7%
B/E move
1.1%
Puts
Pseudo strike
108.68
IV
24.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
104.75
IV
33.1%
B/E move
1.0%
Puts
Pseudo strike
109.26
IV
25.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
104.02
IV
33.4%
B/E move
0.8%
Puts
Pseudo strike
109.92
IV
26.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
102.91
IV
36.1%
B/E move
0.6%
Puts
Pseudo strike
111.11
IV
29.9%
B/E move
0.4%

Options history

IV · four-Friday blend30.74%
Daily close
NDAQ20.7%36.2%51.7%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 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%