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VanEck ETF Trust VanEck Robotics ETF IBOT

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Market datapartial · fetched 2026-10-22T14:45:00.058Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:33:18.456257115Z

FundamentalsAlpha Vantage · unavailable

Share price$61.39
1D-1.5%
$61.31$61.59$61.87$62.14$62.425:30 AM6:30 AM9:00 AM1:00 PMIBOT
Sold putSold call

VanEck ETF Trust VanEck Robotics ETF options

Live interpolated IBOT call and put midpoint premiums by absolute delta.VanEck ETF Trust VanEck Robotics ETF$0.63$1.79$2.95$4.11$5.27$55.16$58.99$62.81$66.64$70.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IBOT spot · $61.39IBOT PRICE$0.76$0.94$1.12$1.30$1.59$1.89$2.22$2.63$3.10$3.64$4.28$4.94$1.09$1.31$1.54$1.80$2.09$2.43$2.73$3.02$3.63$4.16
PutsCheap0.90×
CallsExpensive1.17×
SkewBullish-5.28 pp
Implied moveBullish±$3.69
TiltBullish8.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ65.6130.3%8.1%
30Δ64.7429.4%7.0%
35Δ63.8728.5%5.9%60.0425.7%4.0%
40Δ63.0027.6%4.7%60.6225.3%3.4%
45Δ62.3928.2%4.2%61.1925.0%2.8%
50Δ61.7828.7%3.7%61.7324.8%2.4%
55Δ61.1529.0%3.2%62.2824.7%2.0%
60Δ60.4929.7%2.8%62.8424.7%1.6%
65Δ59.7830.6%2.4%63.3624.1%1.2%
70Δ59.0231.3%2.1%63.8723.2%0.9%
75Δ58.1632.1%1.7%64.6223.9%0.6%
80Δ57.2832.1%1.4%65.2923.7%0.4%

20Δ

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

25Δ

Calls
Pseudo strike
65.61
IV
30.3%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
64.74
IV
29.4%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
63.87
IV
28.5%
B/E move
5.9%
Puts
Pseudo strike
60.04
IV
25.7%
B/E move
4.0%

40Δ

Calls
Pseudo strike
63.00
IV
27.6%
B/E move
4.7%
Puts
Pseudo strike
60.62
IV
25.3%
B/E move
3.4%

45Δ

Calls
Pseudo strike
62.39
IV
28.2%
B/E move
4.2%
Puts
Pseudo strike
61.19
IV
25.0%
B/E move
2.8%

50Δ

Calls
Pseudo strike
61.78
IV
28.7%
B/E move
3.7%
Puts
Pseudo strike
61.73
IV
24.8%
B/E move
2.4%

55Δ

Calls
Pseudo strike
61.15
IV
29.0%
B/E move
3.2%
Puts
Pseudo strike
62.28
IV
24.7%
B/E move
2.0%

60Δ

Calls
Pseudo strike
60.49
IV
29.7%
B/E move
2.8%
Puts
Pseudo strike
62.84
IV
24.7%
B/E move
1.6%

65Δ

Calls
Pseudo strike
59.78
IV
30.6%
B/E move
2.4%
Puts
Pseudo strike
63.36
IV
24.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
59.02
IV
31.3%
B/E move
2.1%
Puts
Pseudo strike
63.87
IV
23.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
58.16
IV
32.1%
B/E move
1.7%
Puts
Pseudo strike
64.62
IV
23.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
57.28
IV
32.1%
B/E move
1.4%
Puts
Pseudo strike
65.29
IV
23.7%
B/E move
0.4%

Options history

No recorded observations