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VanEck Biotech ETF BBH

i

Market dataready · fetched 2026-10-22T08:04:08.049Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:00:00.304282529Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T08:04:05.575216+00:00

Share price$250.46
1D+0.9%
AH$247.92$248.87$249.81$250.76$251.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBBH
Sold putSold callAH

VanEck Biotech ETF options

Live interpolated BBH call and put midpoint premiums by absolute delta.VanEck Biotech ETF$1.99$6.27$10.55$14.83$19.12$225.65$237.55$249.46$261.36$273.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBH spot · $250.46BBH PRICE$2.45$2.55$3.10$3.88$4.75$5.59$6.37$7.27$9.00$10.74$12.78$14.94$17.51$2.45$2.93$3.76$4.65$5.43$6.18$7.07$7.97$9.42$11.62$13.66$15.59$17.88
PutsCheap0.91×
CallsFair1.00×
SkewNeutral+0.00 pp
Implied moveBearish±$13.44
TiltBearish3.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ272.8132.3%9.9%235.0129.6%7.1%
25Δ264.3724.9%6.6%239.3726.8%5.6%
30Δ260.9723.8%5.4%242.1826.6%4.8%
35Δ258.4423.8%4.7%244.7326.8%4.1%
40Δ256.2524.3%4.2%247.1825.8%3.5%
45Δ254.0724.2%3.7%249.6224.7%2.8%
50Δ251.8923.5%3.1%251.7423.9%2.3%
55Δ249.6923.0%2.6%253.8023.2%1.8%
60Δ247.3224.4%2.3%256.1523.4%1.5%
65Δ244.9525.8%2.1%258.9024.9%1.3%
70Δ242.1526.5%1.8%261.6125.4%1.0%
75Δ239.2427.1%1.5%264.3025.2%0.7%
80Δ235.9527.6%1.2%267.2624.8%0.4%

20Δ

Calls
Pseudo strike
272.81
IV
32.3%
B/E move
9.9%
Puts
Pseudo strike
235.01
IV
29.6%
B/E move
7.1%

25Δ

Calls
Pseudo strike
264.37
IV
24.9%
B/E move
6.6%
Puts
Pseudo strike
239.37
IV
26.8%
B/E move
5.6%

30Δ

Calls
Pseudo strike
260.97
IV
23.8%
B/E move
5.4%
Puts
Pseudo strike
242.18
IV
26.6%
B/E move
4.8%

35Δ

Calls
Pseudo strike
258.44
IV
23.8%
B/E move
4.7%
Puts
Pseudo strike
244.73
IV
26.8%
B/E move
4.1%

40Δ

Calls
Pseudo strike
256.25
IV
24.3%
B/E move
4.2%
Puts
Pseudo strike
247.18
IV
25.8%
B/E move
3.5%

45Δ

Calls
Pseudo strike
254.07
IV
24.2%
B/E move
3.7%
Puts
Pseudo strike
249.62
IV
24.7%
B/E move
2.8%

50Δ

Calls
Pseudo strike
251.89
IV
23.5%
B/E move
3.1%
Puts
Pseudo strike
251.74
IV
23.9%
B/E move
2.3%

55Δ

Calls
Pseudo strike
249.69
IV
23.0%
B/E move
2.6%
Puts
Pseudo strike
253.80
IV
23.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
247.32
IV
24.4%
B/E move
2.3%
Puts
Pseudo strike
256.15
IV
23.4%
B/E move
1.5%

65Δ

Calls
Pseudo strike
244.95
IV
25.8%
B/E move
2.1%
Puts
Pseudo strike
258.90
IV
24.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
242.15
IV
26.5%
B/E move
1.8%
Puts
Pseudo strike
261.61
IV
25.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
239.24
IV
27.1%
B/E move
1.5%
Puts
Pseudo strike
264.30
IV
25.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
235.95
IV
27.6%
B/E move
1.2%
Puts
Pseudo strike
267.26
IV
24.8%
B/E move
0.4%

Options history

No recorded observations