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VanEck Biotech ETF BBH

i

Market dataready · fetched 2026-11-11T14:56:48.857Z

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 · 2026-11-11T14:31:01.692806413Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:56:48.368299+00:00

Share price$256.30
1D+0.0%
$256.17$256.24$256.30$256.37$256.435:30 AM6:30 AM9:00 AM1:00 PMBBH
Sold putSold call

VanEck Biotech ETF options

Live interpolated BBH call and put midpoint premiums by absolute delta.VanEck Biotech ETF$2.27$4.74$7.21$9.68$12.15$221.09$238.14$255.18$272.23$289.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BBH spot · $256.30BBH PRICE$2.54$2.80$3.16$3.89$4.61$5.33$6.27$7.26$8.26$9.70$11.44$2.79$2.95$3.10$3.25$3.40$3.71$4.36$5.01$5.67$6.62$7.88$9.15$10.84
PutsCheap0.51×
Calls——
Skew——
Implied moveBullish±$8.97
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ222.0588.1%14.5%
25Δ233.9666.3%9.9%
30Δ264.4034.3%4.1%245.8844.4%5.3%
35Δ261.9230.7%3.3%251.4034.0%3.2%
40Δ259.6728.0%2.5%253.5529.5%2.4%
45Δ258.2328.4%2.3%255.4226.3%1.8%
50Δ256.7828.8%2.0%256.7225.9%1.5%
55Δ255.3329.2%1.7%258.0325.6%1.3%
60Δ253.7829.3%1.5%259.3325.2%1.0%
65Δ252.2029.4%1.2%260.8125.3%0.8%
70Δ250.6329.4%1.0%262.4825.8%0.7%
75Δ248.6929.8%0.8%264.1526.3%0.5%
80Δ246.5230.5%0.6%266.2026.8%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
222.05
IV
88.1%
B/E move
14.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
233.96
IV
66.3%
B/E move
9.9%

30Δ

Calls
Pseudo strike
264.40
IV
34.3%
B/E move
4.1%
Puts
Pseudo strike
245.88
IV
44.4%
B/E move
5.3%

35Δ

Calls
Pseudo strike
261.92
IV
30.7%
B/E move
3.3%
Puts
Pseudo strike
251.40
IV
34.0%
B/E move
3.2%

40Δ

Calls
Pseudo strike
259.67
IV
28.0%
B/E move
2.5%
Puts
Pseudo strike
253.55
IV
29.5%
B/E move
2.4%

45Δ

Calls
Pseudo strike
258.23
IV
28.4%
B/E move
2.3%
Puts
Pseudo strike
255.42
IV
26.3%
B/E move
1.8%

50Δ

Calls
Pseudo strike
256.78
IV
28.8%
B/E move
2.0%
Puts
Pseudo strike
256.72
IV
25.9%
B/E move
1.5%

55Δ

Calls
Pseudo strike
255.33
IV
29.2%
B/E move
1.7%
Puts
Pseudo strike
258.03
IV
25.6%
B/E move
1.3%

60Δ

Calls
Pseudo strike
253.78
IV
29.3%
B/E move
1.5%
Puts
Pseudo strike
259.33
IV
25.2%
B/E move
1.0%

65Δ

Calls
Pseudo strike
252.20
IV
29.4%
B/E move
1.2%
Puts
Pseudo strike
260.81
IV
25.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
250.63
IV
29.4%
B/E move
1.0%
Puts
Pseudo strike
262.48
IV
25.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
248.69
IV
29.8%
B/E move
0.8%
Puts
Pseudo strike
264.15
IV
26.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
246.52
IV
30.5%
B/E move
0.6%
Puts
Pseudo strike
266.20
IV
26.8%
B/E move
0.4%

Options history

IV · four-Friday blend25.79%
Daily close
BBH20.3%25.7%31.1%2026-08-13: 21.82%2026-08-14: 21.02%2026-08-17: 22.90%2026-08-18: 22.78%2026-08-21: 23.42%2026-08-24: 23.58%2026-08-25: 23.47%2026-08-26: 22.83%2026-08-27: 22.56%2026-08-28: 22.27%2026-08-31: 21.94%2026-09-01: 22.04%2026-09-02: 21.69%2026-09-03: 22.24%2026-09-04: 22.02%2026-09-08: 22.35%2026-09-09: 22.61%2026-09-10: 22.73%2026-09-11: 22.22%2026-09-14: 22.89%2026-09-15: 23.33%2026-09-16: 25.12%2026-09-17: 30.32%2026-09-18: 21.83%2026-09-21: 22.21%2026-09-22: 21.55%2026-09-23: 21.79%2026-09-24: 22.42%2026-09-25: 22.24%2026-09-28: 22.89%2026-09-29: 22.62%2026-09-30: 22.63%2026-10-01: 22.46%2026-10-02: 22.16%2026-10-05: 22.78%2026-10-06: 23.71%2026-10-07: 23.89%2026-10-08: 24.53%2026-10-09: 24.19%2026-10-12: 25.49%2026-10-13: 25.27%2026-10-14: 26.51%2026-10-16: 23.59%2026-10-19: 23.60%2026-10-20: 23.59%2026-10-21: 24.09%2026-10-22: 25.52%2026-10-23: 25.51%2026-10-26: 25.69%2026-10-27: 25.46%2026-10-28: 25.78%2026-10-29: 25.06%2026-10-30: 25.79%Aug 13Sep 23Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
21.82%
21.02%
22.90%
22.78%
23.42%
23.58%
23.47%
22.83%
22.56%
22.27%
21.94%
22.04%
21.69%
22.24%
22.02%
22.35%
22.61%
22.73%
22.22%
22.89%
23.33%
25.12%
30.32%
21.83%
22.21%
21.55%
21.79%
22.42%
22.24%
22.89%
22.62%
22.63%
22.46%
22.16%
22.78%
23.71%
23.89%
24.53%
24.19%
25.49%
25.27%
26.51%
23.59%
23.60%
23.59%
24.09%
25.52%
25.51%
25.69%
25.46%
25.78%
25.06%
25.79%