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SPDR Series Trust State Street SPDR Portfolio Nasdaq 100 ETF QNDX

i

Market dataready · fetched 2026-11-08T02:17:52.160Z

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 · 2026-11-06T22:56:01.920787691Z

FundamentalsState Street · ready · as of 2026-11-05 · fetched 2026-11-08T02:17:51.705050+00:00

Share price$22.28
1D-0.2%
AH$22.15$22.23$22.31$22.40$22.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQNDX
Sold putSold callAH

SPDR Series Trust State Street SPDR Portfolio Nasdaq 100 ETF options

Live interpolated QNDX call and put midpoint premiums by absolute delta.SPDR Series Trust State Street SPDR Portfolio Nasdaq 100 ETF$0.29$0.60$0.92$1.23$1.54$20.79$21.60$22.42$23.24$24.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive QNDX spot · $22.28QNDX PRICE$0.38$0.38$0.38$0.34$0.45$0.56$0.67$0.85$1.02$1.23$1.45$0.33$0.35$0.38$0.44$0.50$0.56$0.64$0.73$0.82$0.90$0.99
Puts——
Calls——
Skew——
Implied moveBearish±$0.95
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ24.3695.4%11.0%
30Δ23.5173.7%7.2%21.5158.7%4.9%
35Δ23.0159.2%5.0%21.7652.1%3.9%
40Δ22.0145.8%2.9%
45Δ22.4234.4%2.1%22.1644.1%2.5%
50Δ22.2838.1%2.0%22.3242.5%2.1%
55Δ22.1441.7%1.9%22.4740.9%1.7%
60Δ22.0045.4%1.8%22.6239.9%1.4%
65Δ21.7848.8%1.6%22.7639.0%1.1%
70Δ21.5652.3%1.4%22.9038.1%0.9%
75Δ21.3054.6%1.1%23.0436.6%0.6%
80Δ21.0356.5%0.9%23.1633.9%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
24.36
IV
95.4%
B/E move
11.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
23.51
IV
73.7%
B/E move
7.2%
Puts
Pseudo strike
21.51
IV
58.7%
B/E move
4.9%

35Δ

Calls
Pseudo strike
23.01
IV
59.2%
B/E move
5.0%
Puts
Pseudo strike
21.76
IV
52.1%
B/E move
3.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.01
IV
45.8%
B/E move
2.9%

45Δ

Calls
Pseudo strike
22.42
IV
34.4%
B/E move
2.1%
Puts
Pseudo strike
22.16
IV
44.1%
B/E move
2.5%

50Δ

Calls
Pseudo strike
22.28
IV
38.1%
B/E move
2.0%
Puts
Pseudo strike
22.32
IV
42.5%
B/E move
2.1%

55Δ

Calls
Pseudo strike
22.14
IV
41.7%
B/E move
1.9%
Puts
Pseudo strike
22.47
IV
40.9%
B/E move
1.7%

60Δ

Calls
Pseudo strike
22.00
IV
45.4%
B/E move
1.8%
Puts
Pseudo strike
22.62
IV
39.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
21.78
IV
48.8%
B/E move
1.6%
Puts
Pseudo strike
22.76
IV
39.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
21.56
IV
52.3%
B/E move
1.4%
Puts
Pseudo strike
22.90
IV
38.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
21.30
IV
54.6%
B/E move
1.1%
Puts
Pseudo strike
23.04
IV
36.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
21.03
IV
56.5%
B/E move
0.9%
Puts
Pseudo strike
23.16
IV
33.9%
B/E move
0.5%

Options history

IV · four-Friday blend31.04%
Daily close
QNDX17.0%40.3%63.6%2026-08-10: 34.92%2026-08-11: 60.35%2026-08-12: 30.28%2026-08-13: 49.72%2026-08-14: 29.48%2026-08-17: 50.62%2026-08-18: 45.40%2026-08-19: 48.21%2026-08-20: 41.50%2026-08-21: 31.06%2026-08-24: 34.88%2026-08-25: 52.56%2026-08-26: 35.81%2026-08-28: 20.21%2026-08-31: 25.48%2026-09-01: 25.85%2026-09-02: 29.31%2026-09-03: 32.55%2026-09-04: 22.37%2026-09-10: 36.59%2026-09-14: 23.96%2026-09-15: 34.90%2026-09-16: 33.19%2026-09-21: 24.40%2026-09-22: 23.73%2026-09-24: 37.21%2026-09-25: 22.26%2026-09-28: 24.70%2026-09-30: 27.04%2026-10-01: 35.39%2026-10-02: 21.68%2026-10-06: 24.84%2026-10-07: 23.86%2026-10-12: 26.96%2026-10-13: 26.90%2026-10-15: 40.54%2026-10-16: 28.08%2026-10-19: 25.05%2026-10-20: 26.49%2026-10-21: 29.42%2026-10-22: 45.99%2026-10-23: 28.24%2026-10-26: 26.68%2026-10-27: 27.78%2026-10-28: 28.94%2026-10-29: 34.28%2026-10-30: 31.04%Aug 10Sep 21Oct 30
47 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
34.92%
60.35%
30.28%
49.72%
29.48%
50.62%
45.40%
48.21%
41.50%
31.06%
34.88%
52.56%
35.81%
20.21%
25.48%
25.85%
29.31%
32.55%
22.37%
36.59%
23.96%
34.90%
33.19%
24.40%
23.73%
37.21%
22.26%
24.70%
27.04%
35.39%
21.68%
24.84%
23.86%
26.96%
26.90%
40.54%
28.08%
25.05%
26.49%
29.42%
45.99%
28.24%
26.68%
27.78%
28.94%
34.28%
31.04%