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ROBO Global Healthcare Technology and Innovation ETF HTEC

i

Market dataready · fetched 2026-11-11T13:44:51.896Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T01:00:00.089318851Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:44:51.204267+00:00

Share price$44.98
1D-1.7%
AH$44.56$44.88$45.20$45.52$45.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHTEC
Sold putSold callAH

ROBO Global Healthcare Technology and Innovation ETF options

Live interpolated HTEC call and put midpoint premiums by absolute delta.ROBO Global Healthcare Technology and Innovation ETF$1.62$1.86$2.10$2.35$2.59$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEHTEC PRICE$2.17$2.52$1.64$1.93
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ45.3327.0%2.9%
55Δ45.8327.2%2.4%
60Δ
65Δ43.9025.7%2.4%
70Δ43.3825.9%2.0%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.33
IV
27.0%
B/E move
2.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.83
IV
27.2%
B/E move
2.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
43.90
IV
25.7%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
43.38
IV
25.9%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.71%
Daily close
HTEC18.9%27.2%35.4%2026-08-13: 20.44%2026-08-14: 20.48%2026-08-17: 21.85%2026-08-18: 23.59%2026-08-20: 27.84%2026-08-21: 20.36%2026-08-24: 20.76%2026-08-25: 20.71%2026-08-26: 20.65%2026-08-27: 20.49%2026-08-28: 20.10%2026-08-31: 20.09%2026-09-01: 20.98%2026-09-02: 20.83%2026-09-03: 21.01%2026-09-04: 20.23%2026-09-08: 21.80%2026-09-09: 22.42%2026-09-10: 23.16%2026-09-11: 23.67%2026-09-14: 26.14%2026-09-15: 26.42%2026-09-16: 28.04%2026-09-17: 32.64%2026-09-18: 22.00%2026-09-21: 21.92%2026-09-22: 22.34%2026-09-23: 21.80%2026-09-25: 22.58%2026-09-29: 22.52%2026-09-30: 22.59%2026-10-01: 22.84%2026-10-02: 22.61%2026-10-06: 23.07%2026-10-07: 24.31%2026-10-08: 26.11%2026-10-09: 26.54%2026-10-12: 27.38%2026-10-13: 28.43%2026-10-14: 30.58%2026-10-15: 34.30%2026-10-16: 22.01%2026-10-19: 22.58%2026-10-20: 23.43%2026-10-22: 24.15%2026-10-29: 24.61%2026-10-30: 24.71%Aug 13Sep 17Oct 30
47 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
20.44%
20.48%
21.85%
23.59%
27.84%
20.36%
20.76%
20.71%
20.65%
20.49%
20.10%
20.09%
20.98%
20.83%
21.01%
20.23%
21.80%
22.42%
23.16%
23.67%
26.14%
26.42%
28.04%
32.64%
22.00%
21.92%
22.34%
21.80%
22.58%
22.52%
22.59%
22.84%
22.61%
23.07%
24.31%
26.11%
26.54%
27.38%
28.43%
30.58%
34.30%
22.01%
22.58%
23.43%
24.15%
24.61%
24.71%