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

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Market datapartial · fetched 2026-10-22T08:07:52.805Z

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 · 2026-10-22T08:02:24.455416947Z

FundamentalsAlpha Vantage · unavailable

Share price$101.80
1D
Price history unavailable.

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$0.66$4.07$7.47$10.88$14.28$88.27$95.20$102.12$109.05$115.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CIBR spot · $101.80CIBR PRICE$1.08$1.43$1.88$2.33$2.78$3.45$4.18$4.92$5.70$7.05$8.41$10.28$13.30$1.03$1.35$1.67$1.99$2.38$2.86$3.34$3.83$4.31
PutsCheap0.74×
CallsExpensive1.06×
SkewBullish-11.81 pp
Implied moveBullish±$7.53
TiltBullish49.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.7334.9%10.8%95.2330.7%7.5%
25Δ109.6534.7%9.1%96.5729.8%6.5%
30Δ108.2135.0%8.1%97.9028.9%5.5%
35Δ106.7635.4%7.2%99.2328.0%4.5%
40Δ105.3235.7%6.2%100.4227.4%3.7%
45Δ103.9536.6%5.5%101.3927.1%3.2%
50Δ102.6037.5%4.9%102.3626.7%2.7%
55Δ101.2538.5%4.3%103.3426.4%2.2%
60Δ99.8739.6%3.7%104.3126.1%1.8%
65Δ98.0641.8%3.3%
70Δ96.2544.0%2.8%
75Δ93.9847.7%2.4%
80Δ90.6654.7%2.1%

20Δ

Calls
Pseudo strike
111.73
IV
34.9%
B/E move
10.8%
Puts
Pseudo strike
95.23
IV
30.7%
B/E move
7.5%

25Δ

Calls
Pseudo strike
109.65
IV
34.7%
B/E move
9.1%
Puts
Pseudo strike
96.57
IV
29.8%
B/E move
6.5%

30Δ

Calls
Pseudo strike
108.21
IV
35.0%
B/E move
8.1%
Puts
Pseudo strike
97.90
IV
28.9%
B/E move
5.5%

35Δ

Calls
Pseudo strike
106.76
IV
35.4%
B/E move
7.2%
Puts
Pseudo strike
99.23
IV
28.0%
B/E move
4.5%

40Δ

Calls
Pseudo strike
105.32
IV
35.7%
B/E move
6.2%
Puts
Pseudo strike
100.42
IV
27.4%
B/E move
3.7%

45Δ

Calls
Pseudo strike
103.95
IV
36.6%
B/E move
5.5%
Puts
Pseudo strike
101.39
IV
27.1%
B/E move
3.2%

50Δ

Calls
Pseudo strike
102.60
IV
37.5%
B/E move
4.9%
Puts
Pseudo strike
102.36
IV
26.7%
B/E move
2.7%

55Δ

Calls
Pseudo strike
101.25
IV
38.5%
B/E move
4.3%
Puts
Pseudo strike
103.34
IV
26.4%
B/E move
2.2%

60Δ

Calls
Pseudo strike
99.87
IV
39.6%
B/E move
3.7%
Puts
Pseudo strike
104.31
IV
26.1%
B/E move
1.8%

65Δ

Calls
Pseudo strike
98.06
IV
41.8%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
96.25
IV
44.0%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
93.98
IV
47.7%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
90.66
IV
54.7%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations