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First Trust Exchange-Traded Fund II First Trust NASDAQ Cybersecurity ETF CIBR

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Market datapartial · fetched 2026-10-22T04:22:45.774Z

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 · 2026-10-21T23:57:48.401451935Z

FundamentalsAlpha Vantage · unavailable

Share price$102.60
1D+2.7%
AH$100.36$101.24$102.12$102.99$103.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCIBR
Sold putSold callAH

First Trust Exchange-Traded Fund II First Trust NASDAQ Cybersecurity ETF options

Live interpolated CIBR call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund II First Trust NASDAQ Cybersecurity ETF$0.76$3.32$5.89$8.45$11.02$88.84$95.70$102.55$109.40$116.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CIBR spot · $102.60CIBR PRICE$1.03$1.34$1.76$2.18$2.60$3.11$3.79$4.47$5.15$6.01$7.25$8.49$10.28$1.11$1.46$1.81$2.16$2.71$3.26$3.81$4.36$5.19$6.33$7.47$8.60$9.74
PutsCheap0.80×
CallsCheap0.92×
SkewBullish-4.30 pp
Implied moveBalanced±$7.60
TiltBalanced0.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.0733.0%10.2%95.5632.5%7.9%
25Δ109.9532.5%8.5%97.0231.8%6.9%
30Δ108.5932.6%7.6%98.4831.0%5.8%
35Δ107.2432.7%6.6%99.9530.2%4.7%
40Δ105.8832.8%5.7%101.0730.2%4.1%
45Δ104.5633.0%4.9%102.1930.2%3.6%
50Δ103.3233.5%4.4%103.3030.2%3.0%
55Δ102.0834.1%3.8%104.4130.2%2.5%
60Δ100.8334.6%3.3%105.7030.0%2.0%
65Δ99.4535.4%2.8%107.1829.7%1.7%
70Δ97.8036.6%2.4%108.6629.4%1.4%
75Δ96.1437.9%2.0%110.1429.0%1.0%
80Δ93.9840.4%1.6%111.6228.7%0.7%

20Δ

Calls
Pseudo strike
112.07
IV
33.0%
B/E move
10.2%
Puts
Pseudo strike
95.56
IV
32.5%
B/E move
7.9%

25Δ

Calls
Pseudo strike
109.95
IV
32.5%
B/E move
8.5%
Puts
Pseudo strike
97.02
IV
31.8%
B/E move
6.9%

30Δ

Calls
Pseudo strike
108.59
IV
32.6%
B/E move
7.6%
Puts
Pseudo strike
98.48
IV
31.0%
B/E move
5.8%

35Δ

Calls
Pseudo strike
107.24
IV
32.7%
B/E move
6.6%
Puts
Pseudo strike
99.95
IV
30.2%
B/E move
4.7%

40Δ

Calls
Pseudo strike
105.88
IV
32.8%
B/E move
5.7%
Puts
Pseudo strike
101.07
IV
30.2%
B/E move
4.1%

45Δ

Calls
Pseudo strike
104.56
IV
33.0%
B/E move
4.9%
Puts
Pseudo strike
102.19
IV
30.2%
B/E move
3.6%

50Δ

Calls
Pseudo strike
103.32
IV
33.5%
B/E move
4.4%
Puts
Pseudo strike
103.30
IV
30.2%
B/E move
3.0%

55Δ

Calls
Pseudo strike
102.08
IV
34.1%
B/E move
3.8%
Puts
Pseudo strike
104.41
IV
30.2%
B/E move
2.5%

60Δ

Calls
Pseudo strike
100.83
IV
34.6%
B/E move
3.3%
Puts
Pseudo strike
105.70
IV
30.0%
B/E move
2.0%

65Δ

Calls
Pseudo strike
99.45
IV
35.4%
B/E move
2.8%
Puts
Pseudo strike
107.18
IV
29.7%
B/E move
1.7%

70Δ

Calls
Pseudo strike
97.80
IV
36.6%
B/E move
2.4%
Puts
Pseudo strike
108.66
IV
29.4%
B/E move
1.4%

75Δ

Calls
Pseudo strike
96.14
IV
37.9%
B/E move
2.0%
Puts
Pseudo strike
110.14
IV
29.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
93.98
IV
40.4%
B/E move
1.6%
Puts
Pseudo strike
111.62
IV
28.7%
B/E move
0.7%

Options history

No recorded observations