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

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Market dataready · fetched 2026-11-11T14:48:35.469Z

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 · 2026-11-11T14:48:27.134304588Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:48:34.729523+00:00

Share price$96.56
1D-0.3%
$96.41$96.64$96.88$97.12$97.365:30 AM6:30 AM9:00 AM1:00 PMCIBR
Sold putSold call

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$0.58$2.42$4.27$6.11$7.95$83.17$89.81$96.44$103.08$109.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CIBR spot · $96.56CIBR PRICE$0.78$1.03$1.27$1.56$1.91$2.25$2.60$2.94$3.29$4.02$4.95$5.87$6.80$0.81$1.08$1.35$1.61$1.94$2.40$2.87$3.34$3.80$4.27$4.96$6.19$7.42
PutsCheap0.61×
CallsCheap0.65×
SkewBullish-1.47 pp
Implied moveBearish±$5.47
TiltBearish3.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ103.3446.0%7.8%91.1344.1%6.5%
25Δ102.0245.6%6.7%92.1743.6%5.7%
30Δ100.7045.1%5.6%93.2243.1%4.8%
35Δ99.6044.6%4.8%94.2642.7%4.0%
40Δ98.7344.0%4.2%95.2542.3%3.4%
45Δ97.8743.4%3.7%96.0842.3%3.0%
50Δ97.0142.9%3.2%96.9142.2%2.6%
55Δ96.1542.3%2.6%97.7442.2%2.2%
60Δ95.2841.7%2.1%98.5842.1%1.8%
65Δ94.2142.8%1.7%99.4142.1%1.5%
70Δ93.0444.7%1.5%100.4242.5%1.1%
75Δ91.8746.6%1.2%101.8744.1%0.9%
80Δ90.7048.5%1.0%103.3145.7%0.7%

20Δ

Calls
Pseudo strike
103.34
IV
46.0%
B/E move
7.8%
Puts
Pseudo strike
91.13
IV
44.1%
B/E move
6.5%

25Δ

Calls
Pseudo strike
102.02
IV
45.6%
B/E move
6.7%
Puts
Pseudo strike
92.17
IV
43.6%
B/E move
5.7%

30Δ

Calls
Pseudo strike
100.70
IV
45.1%
B/E move
5.6%
Puts
Pseudo strike
93.22
IV
43.1%
B/E move
4.8%

35Δ

Calls
Pseudo strike
99.60
IV
44.6%
B/E move
4.8%
Puts
Pseudo strike
94.26
IV
42.7%
B/E move
4.0%

40Δ

Calls
Pseudo strike
98.73
IV
44.0%
B/E move
4.2%
Puts
Pseudo strike
95.25
IV
42.3%
B/E move
3.4%

45Δ

Calls
Pseudo strike
97.87
IV
43.4%
B/E move
3.7%
Puts
Pseudo strike
96.08
IV
42.3%
B/E move
3.0%

50Δ

Calls
Pseudo strike
97.01
IV
42.9%
B/E move
3.2%
Puts
Pseudo strike
96.91
IV
42.2%
B/E move
2.6%

55Δ

Calls
Pseudo strike
96.15
IV
42.3%
B/E move
2.6%
Puts
Pseudo strike
97.74
IV
42.2%
B/E move
2.2%

60Δ

Calls
Pseudo strike
95.28
IV
41.7%
B/E move
2.1%
Puts
Pseudo strike
98.58
IV
42.1%
B/E move
1.8%

65Δ

Calls
Pseudo strike
94.21
IV
42.8%
B/E move
1.7%
Puts
Pseudo strike
99.41
IV
42.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
93.04
IV
44.7%
B/E move
1.5%
Puts
Pseudo strike
100.42
IV
42.5%
B/E move
1.1%

75Δ

Calls
Pseudo strike
91.87
IV
46.6%
B/E move
1.2%
Puts
Pseudo strike
101.87
IV
44.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
90.70
IV
48.5%
B/E move
1.0%
Puts
Pseudo strike
103.31
IV
45.7%
B/E move
0.7%

Options history

IV · four-Friday blend37.59%
Daily EOD
CIBR30.6%34.4%38.1%2026-10-19: 31.32%2026-10-20: 31.36%2026-10-21: 31.16%2026-10-22: 32.11%2026-10-23: 33.97%2026-10-26: 34.70%2026-10-27: 33.90%2026-10-28: 31.82%2026-10-29: 32.69%2026-10-30: 37.59%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.32%
31.36%
31.16%
32.11%
33.97%
34.70%
33.90%
31.82%
32.69%
37.59%