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iShares Biotechnology ETF IBB

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Market dataready · fetched 2026-10-21T07:56:02.376Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday expirations. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-20T20:00:02.326981889Z

FundamentalsAlpha Vantage · ready

Share price$210.50
1D+2.5%
AH$205$207$208$210$2115:30 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$1.25$5.79$10.34$14.88$19.43$189.77$199.98$210.19$220.40$230.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IBB spot · $210.50IBB PRICE$1.75$2.21$2.64$3.14$3.63$4.31$4.99$5.68$7.18$8.69$10.29$12.00$13.70$1.74$2.44$3.18$3.95$4.76$5.57$6.40$7.23$8.24$9.97$11.75$14.83$18.12
PutsCheap0.94×
CallsCheap0.89×
SkewBearish+2.33 pp
Implied moveBearish±$11.38
TiltBearish10.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ225.8626.5%8.1%199.3325.0%6.1%
25Δ222.6525.5%6.8%201.5425.4%5.4%
30Δ219.4723.8%5.5%203.5926.1%4.8%
35Δ217.2222.8%4.7%205.6426.5%4.2%
40Δ214.9821.9%3.9%207.7126.2%3.6%
45Δ213.3121.6%3.4%209.7825.9%3.0%
50Δ211.6421.3%2.9%211.6625.2%2.5%
55Δ209.9621.0%2.4%213.5124.5%2.0%
60Δ207.9822.5%2.2%215.4624.0%1.6%
65Δ206.0024.0%2.0%217.7724.9%1.3%
70Δ203.8524.8%1.7%220.1125.7%1.0%
75Δ201.5325.0%1.4%223.6627.7%0.8%
80Δ199.2025.2%1.1%227.4629.1%0.5%

20Δ

Calls
Pseudo strike
225.86
IV
26.5%
B/E move
8.1%
Puts
Pseudo strike
199.33
IV
25.0%
B/E move
6.1%

25Δ

Calls
Pseudo strike
222.65
IV
25.5%
B/E move
6.8%
Puts
Pseudo strike
201.54
IV
25.4%
B/E move
5.4%

30Δ

Calls
Pseudo strike
219.47
IV
23.8%
B/E move
5.5%
Puts
Pseudo strike
203.59
IV
26.1%
B/E move
4.8%

35Δ

Calls
Pseudo strike
217.22
IV
22.8%
B/E move
4.7%
Puts
Pseudo strike
205.64
IV
26.5%
B/E move
4.2%

40Δ

Calls
Pseudo strike
214.98
IV
21.9%
B/E move
3.9%
Puts
Pseudo strike
207.71
IV
26.2%
B/E move
3.6%

45Δ

Calls
Pseudo strike
213.31
IV
21.6%
B/E move
3.4%
Puts
Pseudo strike
209.78
IV
25.9%
B/E move
3.0%

50Δ

Calls
Pseudo strike
211.64
IV
21.3%
B/E move
2.9%
Puts
Pseudo strike
211.66
IV
25.2%
B/E move
2.5%

55Δ

Calls
Pseudo strike
209.96
IV
21.0%
B/E move
2.4%
Puts
Pseudo strike
213.51
IV
24.5%
B/E move
2.0%

60Δ

Calls
Pseudo strike
207.98
IV
22.5%
B/E move
2.2%
Puts
Pseudo strike
215.46
IV
24.0%
B/E move
1.6%

65Δ

Calls
Pseudo strike
206.00
IV
24.0%
B/E move
2.0%
Puts
Pseudo strike
217.77
IV
24.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
203.85
IV
24.8%
B/E move
1.7%
Puts
Pseudo strike
220.11
IV
25.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
201.53
IV
25.0%
B/E move
1.4%
Puts
Pseudo strike
223.66
IV
27.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
199.20
IV
25.2%
B/E move
1.1%
Puts
Pseudo strike
227.46
IV
29.1%
B/E move
0.5%

Options history

No recorded observations