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iShares Biotechnology ETF IBB

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Market dataready · fetched 2026-10-15T20:33:16.460Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:00.319596312Z

FundamentalsAlpha Vantage · ready

Share price$207.41
1D+1.2%
AH$205$206$207$208$2095:30 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$0.43$2.21$3.99$5.77$7.55$201.30$204.54$207.78$211.02$214.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $207.41OPTION PRICELive IBB spot · $207.41IBB PRICE$0.63$0.79$0.96$1.28$1.65$2.02$2.38$2.75$3.11$3.48$4.36$5.70$7.04$1.06$1.15$1.24$1.33$1.42$1.51$1.60$1.69$1.78$1.87$1.96$2.05$2.14
PutsCheap-0.91×
CallsExpensive1.20×
SkewBullish-72.34 pp
Implied moveBullish±$3.98
TiltBullish26.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ212.8752.9%2.9%195.45112.3%6.3%
25Δ211.5850.1%2.4%199.0590.2%4.6%
30Δ210.2947.2%1.9%202.6668.1%2.9%
35Δ209.4747.1%1.6%206.2646.0%1.2%
40Δ208.7847.8%1.5%209.8624.0%0.5%
45Δ208.0848.6%1.3%213.471.9%2.2%
50Δ207.3949.3%1.1%217.07-20.2%3.9%
55Δ206.7050.0%1.0%220.67-42.3%5.6%
60Δ206.0150.7%0.8%224.28-64.4%7.3%
65Δ205.3251.4%0.7%227.88-86.5%9.0%
70Δ204.2054.9%0.6%231.49-108.6%10.7%
75Δ202.6960.9%0.5%235.09-130.7%12.4%
80Δ201.1966.9%0.4%238.69-152.8%14.0%

20Δ

Calls
Pseudo strike
212.87
IV
52.9%
B/E move
2.9%
Puts
Pseudo strike
195.45
IV
112.3%
B/E move
6.3%

25Δ

Calls
Pseudo strike
211.58
IV
50.1%
B/E move
2.4%
Puts
Pseudo strike
199.05
IV
90.2%
B/E move
4.6%

30Δ

Calls
Pseudo strike
210.29
IV
47.2%
B/E move
1.9%
Puts
Pseudo strike
202.66
IV
68.1%
B/E move
2.9%

35Δ

Calls
Pseudo strike
209.47
IV
47.1%
B/E move
1.6%
Puts
Pseudo strike
206.26
IV
46.0%
B/E move
1.2%

40Δ

Calls
Pseudo strike
208.78
IV
47.8%
B/E move
1.5%
Puts
Pseudo strike
209.86
IV
24.0%
B/E move
0.5%

45Δ

Calls
Pseudo strike
208.08
IV
48.6%
B/E move
1.3%
Puts
Pseudo strike
213.47
IV
1.9%
B/E move
2.2%

50Δ

Calls
Pseudo strike
207.39
IV
49.3%
B/E move
1.1%
Puts
Pseudo strike
217.07
IV
-20.2%
B/E move
3.9%

55Δ

Calls
Pseudo strike
206.70
IV
50.0%
B/E move
1.0%
Puts
Pseudo strike
220.67
IV
-42.3%
B/E move
5.6%

60Δ

Calls
Pseudo strike
206.01
IV
50.7%
B/E move
0.8%
Puts
Pseudo strike
224.28
IV
-64.4%
B/E move
7.3%

65Δ

Calls
Pseudo strike
205.32
IV
51.4%
B/E move
0.7%
Puts
Pseudo strike
227.88
IV
-86.5%
B/E move
9.0%

70Δ

Calls
Pseudo strike
204.20
IV
54.9%
B/E move
0.6%
Puts
Pseudo strike
231.49
IV
-108.6%
B/E move
10.7%

75Δ

Calls
Pseudo strike
202.69
IV
60.9%
B/E move
0.5%
Puts
Pseudo strike
235.09
IV
-130.7%
B/E move
12.4%

80Δ

Calls
Pseudo strike
201.19
IV
66.9%
B/E move
0.4%
Puts
Pseudo strike
238.69
IV
-152.8%
B/E move
14.0%