IntraAlpha
Create free account Start free

VanEck ETF Trust VanEck Robotics ETF IBOT

i

Market dataready · fetched 2026-11-11T15:51:04.871Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-11T15:31:22.232411811Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:51:04.141006+00:00

Share price$61.27
1D-0.2%
$60.95$61.06$61.18$61.30$61.415:30 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$0.49$2.27$4.05$5.83$7.61$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEIBOT PRICE$0.69$0.85$1.02$1.18$5.14$5.42$5.90$7.09
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.0327.4%17.1%
25Δ68.7625.1%13.6%
30Δ66.4822.8%10.2%
35Δ64.2120.4%6.7%
40Δ
45Δ
50Δ
55Δ
60Δ64.5333.5%3.1%
65Δ65.3530.8%2.2%
70Δ66.3128.8%1.4%
75Δ67.7729.6%1.0%
80Δ

20Δ

Calls
Pseudo strike
71.03
IV
27.4%
B/E move
17.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
68.76
IV
25.1%
B/E move
13.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
66.48
IV
22.8%
B/E move
10.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
64.21
IV
20.4%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.53
IV
33.5%
B/E move
3.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.35
IV
30.8%
B/E move
2.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.31
IV
28.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.77
IV
29.6%
B/E move
1.0%

80Δ

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

Options history

IV · four-Friday blend27.33%
Daily close
IBOT22.4%27.3%32.2%2026-08-13: 25.09%2026-08-14: 25.06%2026-08-17: 25.87%2026-08-18: 27.76%2026-08-19: 28.76%2026-08-20: 31.56%2026-08-21: 26.00%2026-08-24: 26.35%2026-08-25: 25.65%2026-08-26: 25.65%2026-08-27: 24.36%2026-08-28: 24.54%2026-08-31: 23.54%2026-09-01: 24.42%2026-09-02: 24.15%2026-09-03: 23.39%2026-09-04: 23.12%2026-09-08: 24.82%2026-09-09: 25.98%2026-09-10: 25.64%2026-09-11: 26.13%2026-09-14: 27.91%2026-09-15: 29.07%2026-09-16: 28.58%2026-09-17: 31.40%2026-09-18: 24.27%2026-09-21: 24.27%2026-09-22: 24.42%2026-09-23: 24.69%2026-09-24: 24.52%2026-09-25: 24.55%2026-09-28: 25.30%2026-09-29: 25.15%2026-09-30: 24.50%2026-10-01: 24.24%2026-10-02: 24.00%2026-10-05: 24.13%2026-10-06: 23.75%2026-10-07: 23.68%2026-10-08: 23.66%2026-10-09: 23.75%2026-10-12: 25.37%2026-10-13: 25.79%2026-10-14: 26.94%2026-10-15: 31.22%2026-10-16: 25.38%2026-10-19: 26.05%2026-10-20: 26.14%2026-10-21: 25.57%2026-10-22: 26.84%2026-10-23: 26.86%2026-10-26: 26.96%2026-10-27: 26.02%2026-10-28: 25.49%2026-10-29: 25.46%2026-10-30: 27.33%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
25.09%
25.06%
25.87%
27.76%
28.76%
31.56%
26.00%
26.35%
25.65%
25.65%
24.36%
24.54%
23.54%
24.42%
24.15%
23.39%
23.12%
24.82%
25.98%
25.64%
26.13%
27.91%
29.07%
28.58%
31.40%
24.27%
24.27%
24.42%
24.69%
24.52%
24.55%
25.30%
25.15%
24.50%
24.24%
24.00%
24.13%
23.75%
23.68%
23.66%
23.75%
25.37%
25.79%
26.94%
31.22%
25.38%
26.05%
26.14%
25.57%
26.84%
26.86%
26.96%
26.02%
25.49%
25.46%
27.33%