Share price$18.88
1D+0.0%
Sold putSold callAH
American Beacon Ionic Inflation Protection ETF CPII
i
Market dataready · fetched 2026-11-11T13:52:36.002Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T01:00:00.060816Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:52:35.646820+00:00
American Beacon Ionic Inflation Protection ETF options
PutsExpensive7.75×
CallsExpensive9.41×
SkewBullish-0.56 pp
Implied moveBearish±$1.03
TiltBearish9.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.78 | 149.4% | 28.3% | 16.31 | 123.1% | 16.0% |
| 25Δ | 21.63 | 109.7% | 17.0% | 17.23 | 94.6% | 11.1% |
| 30Δ | 20.54 | 85.4% | 11.2% | 17.86 | 74.7% | 7.8% |
| 35Δ | 19.89 | 68.7% | 7.7% | 18.19 | 65.1% | 6.2% |
| 40Δ | 19.55 | 58.3% | 5.9% | 18.43 | 58.6% | 5.0% |
| 45Δ | 19.21 | 47.9% | 4.1% | 18.68 | 52.1% | 3.9% |
| 50Δ | 18.96 | 40.4% | 2.9% | 18.92 | 45.6% | 2.8% |
| 55Δ | 18.85 | 38.1% | 2.6% | 19.10 | 42.5% | 2.2% |
| 60Δ | 18.74 | 35.8% | 2.2% | 19.25 | 41.0% | 1.9% |
| 65Δ | 18.62 | 33.5% | 1.9% | 19.40 | 39.6% | 1.6% |
| 70Δ | 18.51 | 31.2% | 1.6% | 19.55 | 38.1% | 1.3% |
| 75Δ | 18.40 | 28.9% | 1.3% | 19.70 | 36.6% | 0.9% |
| 80Δ | 18.29 | 26.6% | 0.9% | 19.84 | 35.2% | 0.6% |
20Δ
- Pseudo strike
- 23.78
- IV
- 149.4%
- B/E move
- 28.3%
- Pseudo strike
- 16.31
- IV
- 123.1%
- B/E move
- 16.0%
25Δ
- Pseudo strike
- 21.63
- IV
- 109.7%
- B/E move
- 17.0%
- Pseudo strike
- 17.23
- IV
- 94.6%
- B/E move
- 11.1%
30Δ
- Pseudo strike
- 20.54
- IV
- 85.4%
- B/E move
- 11.2%
- Pseudo strike
- 17.86
- IV
- 74.7%
- B/E move
- 7.8%
35Δ
- Pseudo strike
- 19.89
- IV
- 68.7%
- B/E move
- 7.7%
- Pseudo strike
- 18.19
- IV
- 65.1%
- B/E move
- 6.2%
40Δ
- Pseudo strike
- 19.55
- IV
- 58.3%
- B/E move
- 5.9%
- Pseudo strike
- 18.43
- IV
- 58.6%
- B/E move
- 5.0%
45Δ
- Pseudo strike
- 19.21
- IV
- 47.9%
- B/E move
- 4.1%
- Pseudo strike
- 18.68
- IV
- 52.1%
- B/E move
- 3.9%
50Δ
- Pseudo strike
- 18.96
- IV
- 40.4%
- B/E move
- 2.9%
- Pseudo strike
- 18.92
- IV
- 45.6%
- B/E move
- 2.8%
55Δ
- Pseudo strike
- 18.85
- IV
- 38.1%
- B/E move
- 2.6%
- Pseudo strike
- 19.10
- IV
- 42.5%
- B/E move
- 2.2%
60Δ
- Pseudo strike
- 18.74
- IV
- 35.8%
- B/E move
- 2.2%
- Pseudo strike
- 19.25
- IV
- 41.0%
- B/E move
- 1.9%
65Δ
- Pseudo strike
- 18.62
- IV
- 33.5%
- B/E move
- 1.9%
- Pseudo strike
- 19.40
- IV
- 39.6%
- B/E move
- 1.6%
70Δ
- Pseudo strike
- 18.51
- IV
- 31.2%
- B/E move
- 1.6%
- Pseudo strike
- 19.55
- IV
- 38.1%
- B/E move
- 1.3%
75Δ
- Pseudo strike
- 18.40
- IV
- 28.9%
- B/E move
- 1.3%
- Pseudo strike
- 19.70
- IV
- 36.6%
- B/E move
- 0.9%
80Δ
- Pseudo strike
- 18.29
- IV
- 26.6%
- B/E move
- 0.9%
- Pseudo strike
- 19.84
- IV
- 35.2%
- B/E move
- 0.6%
Options history
IV · four-Friday blend23.84%
Daily EOD
10 observations2026-10-19 — 2026-10-30
Table
| Date | IV (%) |
|---|---|
| 120.48% | |
| 87.40% | |
| 118.33% | |
| 123.17% | |
| 135.58% | |
| 116.75% | |
| 140.81% | |
| 133.14% | |
| 128.61% | |
| 23.84% |