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Barron's 400 ETF BFOR

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Market datapartial · fetched 2026-11-12T14:55:18.967Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T14:30:00.20474671Z

FundamentalsAlpha Vantage · unavailable

Share price$23.36
1D+0.0%
$23.35$23.35$23.36$23.37$23.375:30 AM6:30 AM9:00 AM1:00 PMBFOR
Sold putSold call

Barron's 400 ETF options

Live interpolated BFOR call and put midpoint premiums by absolute delta.Barron's 400 ETF$0.62$0.80$0.97$1.15$1.32$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBFOR PRICE$0.64$0.73$0.82$0.91$1.00$1.09$1.18$1.27
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.50110.6%32.1%
25Δ17.52100.1%28.1%
30Δ18.5589.6%24.1%
35Δ19.5779.1%20.1%
40Δ20.6068.6%16.1%
45Δ21.6358.1%12.1%
50Δ22.6547.6%8.1%
55Δ23.6837.1%4.1%
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.50
IV
110.6%
B/E move
32.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.52
IV
100.1%
B/E move
28.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.55
IV
89.6%
B/E move
24.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.57
IV
79.1%
B/E move
20.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.60
IV
68.6%
B/E move
16.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.63
IV
58.1%
B/E move
12.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.65
IV
47.6%
B/E move
8.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.68
IV
37.1%
B/E move
4.1%

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend22.42%
Daily close
BFOR18.7%24.3%29.9%2026-08-17: 27.26%2026-08-21: 19.69%2026-08-24: 19.89%2026-08-25: 19.45%2026-08-26: 19.94%2026-08-27: 19.92%2026-08-28: 19.86%2026-08-31: 20.15%2026-09-01: 20.61%2026-09-02: 20.07%2026-09-03: 20.37%2026-09-04: 20.39%2026-09-08: 22.04%2026-09-09: 22.56%2026-09-10: 24.27%2026-09-11: 24.82%2026-09-14: 28.03%2026-09-15: 29.08%2026-09-18: 20.21%2026-09-21: 19.69%2026-09-22: 19.61%2026-09-24: 20.12%2026-09-25: 20.62%2026-09-28: 20.81%2026-09-29: 20.86%2026-09-30: 20.99%2026-10-01: 21.37%2026-10-02: 21.49%2026-10-05: 21.93%2026-10-06: 22.60%2026-10-07: 23.20%2026-10-08: 23.40%2026-10-09: 23.82%2026-10-12: 26.84%2026-10-13: 28.46%2026-10-16: 20.47%2026-10-19: 21.08%2026-10-20: 20.50%2026-10-21: 21.17%2026-10-22: 21.42%2026-10-23: 21.83%2026-10-26: 22.11%2026-10-27: 22.34%2026-10-28: 22.12%2026-10-29: 21.77%2026-10-30: 22.42%Aug 17Sep 25Oct 30
46 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
27.26%
19.69%
19.89%
19.45%
19.94%
19.92%
19.86%
20.15%
20.61%
20.07%
20.37%
20.39%
22.04%
22.56%
24.27%
24.82%
28.03%
29.08%
20.21%
19.69%
19.61%
20.12%
20.62%
20.81%
20.86%
20.99%
21.37%
21.49%
21.93%
22.60%
23.20%
23.40%
23.82%
26.84%
28.46%
20.47%
21.08%
20.50%
21.17%
21.42%
21.83%
22.11%
22.34%
22.12%
21.77%
22.42%