Delayed derived options structure
TAPE·PIN
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tape 2026-09-18 · published 2026-09-20T14:49:11.657872-04:00

QQQ implied volatility from the delayed gamma snapshot: ATM 16.18%.

This is snapshot IV, not a full surface and not historical IV rank from a long window.

fieldvalue
ATM IV16.18
25-delta put IV19.23
25-delta call IV14.68
25-delta skew4.55
snapshot date2026-09-19