IntraAlpha
Create free account Start free

iShares Biotechnology ETF IBB

i

Market dataready · fetched 2026-11-07T13:16:46.482Z

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 · 2026-11-07T00:42:08.492995865Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T13:16:44.719575+00:00

Share price$215.00
1D+2.8%
AH$208$210$211$213$2155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIBB
Sold putSold callAH

iShares Biotechnology ETF options

Live interpolated IBB call and put midpoint premiums by absolute delta.iShares Biotechnology ETF$0.82$5.70$10.58$15.47$20.35$196.45$205.48$214.51$223.54$232.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IBB spot · $215.00IBB PRICE$1.34$1.77$2.23$2.68$3.23$3.80$4.36$4.90$5.43$5.95$6.47$7.10$7.91$1.51$2.10$2.70$3.36$4.18$4.99$6.09$7.56$9.04$10.52$11.99$14.80$18.94
PutsExpensive1.15×
CallsCheap0.77×
SkewBearish+10.25 pp
Implied moveBearish±$10.45
TiltBearish26.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ226.3230.0%5.9%204.9032.3%5.4%
25Δ224.1429.9%5.1%206.8032.7%4.8%
30Δ222.1729.4%4.4%208.6833.2%4.2%
35Δ220.2128.8%3.7%210.5133.6%3.7%
40Δ218.6528.4%3.2%212.2634.0%3.2%
45Δ217.1428.0%2.8%214.0034.4%2.8%
50Δ215.6327.7%2.3%215.8835.4%2.4%
55Δ214.3126.8%2.0%217.9437.4%2.2%
60Δ213.1225.5%1.6%219.9939.3%1.9%
65Δ211.9324.2%1.3%222.1939.1%1.5%
70Δ210.7423.0%1.0%224.3938.9%1.2%
75Δ209.5821.6%0.8%227.7241.1%1.0%
80Δ208.4620.1%0.6%232.3045.2%0.8%

20Δ

Calls
Pseudo strike
226.32
IV
30.0%
B/E move
5.9%
Puts
Pseudo strike
204.90
IV
32.3%
B/E move
5.4%

25Δ

Calls
Pseudo strike
224.14
IV
29.9%
B/E move
5.1%
Puts
Pseudo strike
206.80
IV
32.7%
B/E move
4.8%

30Δ

Calls
Pseudo strike
222.17
IV
29.4%
B/E move
4.4%
Puts
Pseudo strike
208.68
IV
33.2%
B/E move
4.2%

35Δ

Calls
Pseudo strike
220.21
IV
28.8%
B/E move
3.7%
Puts
Pseudo strike
210.51
IV
33.6%
B/E move
3.7%

40Δ

Calls
Pseudo strike
218.65
IV
28.4%
B/E move
3.2%
Puts
Pseudo strike
212.26
IV
34.0%
B/E move
3.2%

45Δ

Calls
Pseudo strike
217.14
IV
28.0%
B/E move
2.8%
Puts
Pseudo strike
214.00
IV
34.4%
B/E move
2.8%

50Δ

Calls
Pseudo strike
215.63
IV
27.7%
B/E move
2.3%
Puts
Pseudo strike
215.88
IV
35.4%
B/E move
2.4%

55Δ

Calls
Pseudo strike
214.31
IV
26.8%
B/E move
2.0%
Puts
Pseudo strike
217.94
IV
37.4%
B/E move
2.2%

60Δ

Calls
Pseudo strike
213.12
IV
25.5%
B/E move
1.6%
Puts
Pseudo strike
219.99
IV
39.3%
B/E move
1.9%

65Δ

Calls
Pseudo strike
211.93
IV
24.2%
B/E move
1.3%
Puts
Pseudo strike
222.19
IV
39.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
210.74
IV
23.0%
B/E move
1.0%
Puts
Pseudo strike
224.39
IV
38.9%
B/E move
1.2%

75Δ

Calls
Pseudo strike
209.58
IV
21.6%
B/E move
0.8%
Puts
Pseudo strike
227.72
IV
41.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
208.46
IV
20.1%
B/E move
0.6%
Puts
Pseudo strike
232.30
IV
45.2%
B/E move
0.8%

Options history

IV · four-Friday blend26.74%
Daily close
IBB19.6%24.0%28.4%2026-08-10: 22.64%2026-08-11: 21.45%2026-08-12: 21.84%2026-08-13: 20.53%2026-08-14: 20.21%2026-08-17: 21.98%2026-08-18: 22.64%2026-08-19: 26.23%2026-08-20: 27.80%2026-08-21: 23.56%2026-08-24: 23.67%2026-08-25: 24.01%2026-08-26: 23.96%2026-08-27: 22.96%2026-08-28: 23.18%2026-08-31: 22.99%2026-09-01: 22.20%2026-09-02: 22.49%2026-09-03: 22.08%2026-09-04: 21.99%2026-09-08: 23.23%2026-09-09: 22.71%2026-09-10: 22.31%2026-09-11: 21.84%2026-09-14: 23.53%2026-09-15: 23.84%2026-09-16: 25.62%2026-09-18: 22.15%2026-09-21: 23.04%2026-09-22: 21.68%2026-09-23: 22.38%2026-09-24: 23.23%2026-09-25: 24.01%2026-09-28: 23.01%2026-09-29: 23.37%2026-09-30: 22.60%2026-10-01: 23.08%2026-10-02: 22.65%2026-10-05: 23.60%2026-10-06: 23.76%2026-10-07: 23.75%2026-10-08: 24.79%2026-10-09: 24.30%2026-10-12: 25.00%2026-10-13: 25.97%2026-10-14: 26.15%2026-10-16: 23.96%2026-10-19: 24.01%2026-10-20: 23.45%2026-10-21: 24.95%2026-10-22: 26.81%2026-10-23: 26.31%2026-10-26: 26.67%2026-10-27: 26.57%2026-10-28: 26.42%2026-10-29: 25.57%2026-10-30: 26.74%Aug 10Sep 21Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
22.64%
21.45%
21.84%
20.53%
20.21%
21.98%
22.64%
26.23%
27.80%
23.56%
23.67%
24.01%
23.96%
22.96%
23.18%
22.99%
22.20%
22.49%
22.08%
21.99%
23.23%
22.71%
22.31%
21.84%
23.53%
23.84%
25.62%
22.15%
23.04%
21.68%
22.38%
23.23%
24.01%
23.01%
23.37%
22.60%
23.08%
22.65%
23.60%
23.76%
23.75%
24.79%
24.30%
25.00%
25.97%
26.15%
23.96%
24.01%
23.45%
24.95%
26.81%
26.31%
26.67%
26.57%
26.42%
25.57%
26.74%