IntraAlpha
Create free account Start free

American Beacon Ionic Inflation Protection ETF CPII

i

Market datapartial · fetched 2026-10-22T04:38:34.687Z

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 · 2026-10-22T00:00:00.080021011Z

FundamentalsAlpha Vantage · unavailable

Share price$19.12
1D-0.1%
AH$19.09$19.10$19.12$19.13$19.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCPII
Sold putSold callAH

American Beacon Ionic Inflation Protection ETF options

Live interpolated CPII call and put midpoint premiums by absolute delta.American Beacon Ionic Inflation Protection ETF$0.39$0.69$0.98$1.28$1.57$17.08$18.14$19.20$20.26$21.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CPII spot · $19.12CPII PRICE$0.42$0.42$0.42$0.42$0.45$0.47$0.49$0.51$0.61$0.83$1.05$1.27$1.49$0.42$0.42$0.43$0.44$0.45$0.48$0.54$0.61$0.68$0.75$0.81$0.88$1.15
PutsExpensive11.65×
CallsExpensive8.23×
SkewBullish-3.01 pp
Implied moveBearish±$1.03
TiltBullish4.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.7077.4%26.2%16.7064.5%14.9%
25Δ21.7357.0%15.9%17.5749.8%10.3%
30Δ20.7244.5%10.6%18.1440.0%7.3%
35Δ20.0635.1%7.1%18.4734.2%5.7%
40Δ19.8031.3%5.9%18.8028.4%4.0%
45Δ19.5828.1%4.8%19.0624.5%2.8%
50Δ19.3624.9%3.8%19.2023.5%2.4%
55Δ19.1421.6%2.8%19.3422.6%2.1%
60Δ18.9019.9%2.0%19.4821.6%1.7%
65Δ18.6320.7%1.8%19.6220.6%1.3%
70Δ18.3621.5%1.5%19.7619.6%0.9%
75Δ18.0922.3%1.2%19.9118.6%0.5%
80Δ17.8123.2%1.0%20.2320.4%0.2%

20Δ

Calls
Pseudo strike
23.70
IV
77.4%
B/E move
26.2%
Puts
Pseudo strike
16.70
IV
64.5%
B/E move
14.9%

25Δ

Calls
Pseudo strike
21.73
IV
57.0%
B/E move
15.9%
Puts
Pseudo strike
17.57
IV
49.8%
B/E move
10.3%

30Δ

Calls
Pseudo strike
20.72
IV
44.5%
B/E move
10.6%
Puts
Pseudo strike
18.14
IV
40.0%
B/E move
7.3%

35Δ

Calls
Pseudo strike
20.06
IV
35.1%
B/E move
7.1%
Puts
Pseudo strike
18.47
IV
34.2%
B/E move
5.7%

40Δ

Calls
Pseudo strike
19.80
IV
31.3%
B/E move
5.9%
Puts
Pseudo strike
18.80
IV
28.4%
B/E move
4.0%

45Δ

Calls
Pseudo strike
19.58
IV
28.1%
B/E move
4.8%
Puts
Pseudo strike
19.06
IV
24.5%
B/E move
2.8%

50Δ

Calls
Pseudo strike
19.36
IV
24.9%
B/E move
3.8%
Puts
Pseudo strike
19.20
IV
23.5%
B/E move
2.4%

55Δ

Calls
Pseudo strike
19.14
IV
21.6%
B/E move
2.8%
Puts
Pseudo strike
19.34
IV
22.6%
B/E move
2.1%

60Δ

Calls
Pseudo strike
18.90
IV
19.9%
B/E move
2.0%
Puts
Pseudo strike
19.48
IV
21.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
18.63
IV
20.7%
B/E move
1.8%
Puts
Pseudo strike
19.62
IV
20.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
18.36
IV
21.5%
B/E move
1.5%
Puts
Pseudo strike
19.76
IV
19.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
18.09
IV
22.3%
B/E move
1.2%
Puts
Pseudo strike
19.91
IV
18.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
17.81
IV
23.2%
B/E move
1.0%
Puts
Pseudo strike
20.23
IV
20.4%
B/E move
0.2%

Options history

No recorded observations