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Barron's 400 ETF BFOR

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Market datapartial · fetched 2026-10-23T04:11:16.424Z

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 · 2026-10-23T00:00:00.114201542Z

FundamentalsAlpha Vantage · unavailable

Share price$23.44
1D+0.1%
AH$23.29$23.33$23.37$23.42$23.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBFOR
Sold putSold callAH

Barron's 400 ETF options

Live interpolated BFOR call and put midpoint premiums by absolute delta.Barron's 400 ETF$0.32$0.63$0.94$1.25$1.56$21.29$22.35$23.41$24.47$25.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BFOR spot · $23.44BFOR PRICE$0.35$0.35$0.37$0.40$0.44$0.47$0.53$0.59$0.65$0.71$0.81$0.97$1.14$0.35$0.38$0.43$0.46$0.51$0.56$0.62$0.67$0.83$0.99$1.15$1.31$1.47
PutsExpensive2.12×
CallsExpensive2.18×
SkewBearish+1.00 pp
Implied moveBearish±$1.15
TiltBearish11.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.8851.5%16.2%21.3045.5%10.6%
25Δ25.5038.4%10.3%22.0536.9%7.5%
30Δ24.8131.6%7.4%22.5232.5%5.8%
35Δ24.4628.5%6.1%22.8728.7%4.4%
40Δ24.1125.3%4.7%23.1226.2%3.5%
45Δ23.7522.1%3.4%23.3324.5%2.9%
50Δ23.5921.1%2.9%23.5322.8%2.2%
55Δ23.4320.1%2.5%23.7421.2%1.6%
60Δ23.2719.2%2.0%23.9521.2%1.3%
65Δ23.1118.2%1.6%24.1721.3%1.1%
70Δ22.9317.9%1.3%24.3921.4%0.8%
75Δ22.7318.8%1.1%24.6121.5%0.6%
80Δ22.5119.3%0.9%24.8321.6%0.4%

20Δ

Calls
Pseudo strike
26.88
IV
51.5%
B/E move
16.2%
Puts
Pseudo strike
21.30
IV
45.5%
B/E move
10.6%

25Δ

Calls
Pseudo strike
25.50
IV
38.4%
B/E move
10.3%
Puts
Pseudo strike
22.05
IV
36.9%
B/E move
7.5%

30Δ

Calls
Pseudo strike
24.81
IV
31.6%
B/E move
7.4%
Puts
Pseudo strike
22.52
IV
32.5%
B/E move
5.8%

35Δ

Calls
Pseudo strike
24.46
IV
28.5%
B/E move
6.1%
Puts
Pseudo strike
22.87
IV
28.7%
B/E move
4.4%

40Δ

Calls
Pseudo strike
24.11
IV
25.3%
B/E move
4.7%
Puts
Pseudo strike
23.12
IV
26.2%
B/E move
3.5%

45Δ

Calls
Pseudo strike
23.75
IV
22.1%
B/E move
3.4%
Puts
Pseudo strike
23.33
IV
24.5%
B/E move
2.9%

50Δ

Calls
Pseudo strike
23.59
IV
21.1%
B/E move
2.9%
Puts
Pseudo strike
23.53
IV
22.8%
B/E move
2.2%

55Δ

Calls
Pseudo strike
23.43
IV
20.1%
B/E move
2.5%
Puts
Pseudo strike
23.74
IV
21.2%
B/E move
1.6%

60Δ

Calls
Pseudo strike
23.27
IV
19.2%
B/E move
2.0%
Puts
Pseudo strike
23.95
IV
21.2%
B/E move
1.3%

65Δ

Calls
Pseudo strike
23.11
IV
18.2%
B/E move
1.6%
Puts
Pseudo strike
24.17
IV
21.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
22.93
IV
17.9%
B/E move
1.3%
Puts
Pseudo strike
24.39
IV
21.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
22.73
IV
18.8%
B/E move
1.1%
Puts
Pseudo strike
24.61
IV
21.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
22.51
IV
19.3%
B/E move
0.9%
Puts
Pseudo strike
24.83
IV
21.6%
B/E move
0.4%

Options history

BFOR20.8922.9224.942026-10-20: 24.66%2026-10-21: 21.17%Oct 20Oct 21
Table
DateIV
24.66%
21.17%