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VanEck ETF Trust VanEck Robotics ETF IBOT

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Market datapartial · fetched 2026-10-22T15:50:43.499Z

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 · 2026-10-22T15:45:39.195156011Z

FundamentalsAlpha Vantage · unavailable

Share price$61.39
1D-1.5%
$61.18$61.49$61.81$62.12$62.435:30 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$0.87$1.97$3.07$4.17$5.27$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEIBOT PRICE$3.07$3.47$4.04$4.95$0.99$1.25$1.52$1.79$2.05$2.32$2.59$2.85$3.12
PutsCheap0.94×
CallsExpensive1.20×
SkewBullish-4.65 pp
Implied move——
TiltBearish8.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ59.2527.8%5.1%
35Δ59.8327.3%4.6%
40Δ60.4226.8%4.1%
45Δ61.0126.3%3.5%
50Δ61.5925.8%3.0%
55Δ62.1825.3%2.5%
60Δ62.7624.9%2.0%
65Δ59.8130.2%2.4%63.3524.4%1.5%
70Δ59.1329.8%2.0%63.9423.9%0.9%
75Δ58.3430.1%1.6%
80Δ57.2631.8%1.3%

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.25
IV
27.8%
B/E move
5.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.83
IV
27.3%
B/E move
4.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.42
IV
26.8%
B/E move
4.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.01
IV
26.3%
B/E move
3.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.59
IV
25.8%
B/E move
3.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.18
IV
25.3%
B/E move
2.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.76
IV
24.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
59.81
IV
30.2%
B/E move
2.4%
Puts
Pseudo strike
63.35
IV
24.4%
B/E move
1.5%

70Δ

Calls
Pseudo strike
59.13
IV
29.8%
B/E move
2.0%
Puts
Pseudo strike
63.94
IV
23.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
58.34
IV
30.1%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
57.26
IV
31.8%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations