IntraAlpha
Create free account Start free

iShares Biotechnology ETF IBB

i

Market dataready · fetched 2026-10-15T21:02:24.633Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:42:50.594801333Z

FundamentalsAlpha Vantage · ready

Share price$206.82
1D+0.9%
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$0.42$2.72$5.01$7.31$9.60$-0.21$0.15$0.50$0.85$1.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $206.82OPTION PRICEIBB PRICE$0.67$0.85$1.07$1.48$1.89$2.30$2.70$3.11$3.52$4.60$6.00$7.40$8.94$1.04$1.12$1.21$1.29
PutsExpensive3.50×
CallsExpensive2.18×
SkewBearish+20.10 pp
Implied move——
TiltBullish81.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ212.5456.5%3.1%194.69114.1%6.4%
25Δ211.1453.6%2.5%197.9593.4%4.8%
30Δ209.8651.6%2.0%201.2172.7%3.3%
35Δ209.0953.1%1.8%204.4752.1%1.8%
40Δ208.3254.6%1.6%
45Δ207.5556.1%1.5%
50Δ206.7857.6%1.3%
55Δ206.0159.2%1.1%
60Δ205.2560.7%0.9%
65Δ203.9366.8%0.8%
70Δ202.3675.2%0.7%
75Δ200.7983.5%0.7%
80Δ199.0190.1%0.5%

20Δ

Calls
Pseudo strike
212.54
IV
56.5%
B/E move
3.1%
Puts
Pseudo strike
194.69
IV
114.1%
B/E move
6.4%

25Δ

Calls
Pseudo strike
211.14
IV
53.6%
B/E move
2.5%
Puts
Pseudo strike
197.95
IV
93.4%
B/E move
4.8%

30Δ

Calls
Pseudo strike
209.86
IV
51.6%
B/E move
2.0%
Puts
Pseudo strike
201.21
IV
72.7%
B/E move
3.3%

35Δ

Calls
Pseudo strike
209.09
IV
53.1%
B/E move
1.8%
Puts
Pseudo strike
204.47
IV
52.1%
B/E move
1.8%

40Δ

Calls
Pseudo strike
208.32
IV
54.6%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
207.55
IV
56.1%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
206.78
IV
57.6%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
206.01
IV
59.2%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
205.25
IV
60.7%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
203.93
IV
66.8%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
202.36
IV
75.2%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
200.79
IV
83.5%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
199.01
IV
90.1%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move