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ROBO Global Robotics & Automation Index ETF ROBO

i

Market datapartial · fetched 2026-11-12T14:56:38.572Z

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: 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 · 2026-11-12T14:56:24.776908577Z

FundamentalsAlpha Vantage · unavailable

Share price$72.97
1D+1.1%
$72.45$72.67$72.90$73.12$73.345:30 AM6:30 AM9:00 AM1:00 PMROBO
Sold putSold call

ROBO Global Robotics & Automation Index ETF options

Live interpolated ROBO call and put midpoint premiums by absolute delta.ROBO Global Robotics & Automation Index ETF$0.73$1.73$2.73$3.74$4.74$66.08$69.65$73.21$76.78$80.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROBO spot · $72.97ROBO PRICE$0.84$0.91$1.04$1.18$1.31$1.51$1.82$2.13$2.44$2.75$3.12$3.66$4.45$0.89$1.00$1.11$1.23$1.36$1.50$1.66$1.88$2.10$2.34$2.58$2.98$3.40
PutsCheap0.84×
CallsCheap0.86×
SkewBullish-4.98 pp
Implied moveBullish±$3.48
TiltBullish6.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.5072.0%11.5%67.2869.1%9.0%
25Δ77.8158.4%7.9%68.8759.7%7.0%
30Δ76.3551.9%6.1%70.1752.0%5.3%
35Δ75.3047.6%4.8%71.2446.0%4.1%
40Δ74.4543.5%3.8%71.8942.9%3.4%
45Δ73.7541.2%3.1%72.5439.8%2.7%
50Δ73.1741.3%2.8%73.1437.2%2.0%
55Δ72.5941.5%2.4%73.6236.0%1.7%
60Δ72.0141.6%2.0%74.0934.8%1.3%
65Δ71.4341.7%1.7%74.5333.5%1.1%
70Δ70.8142.1%1.3%74.9732.2%0.8%
75Δ70.0943.1%1.1%75.5131.9%0.6%
80Δ69.1545.6%0.9%76.0631.6%0.4%

20Δ

Calls
Pseudo strike
80.50
IV
72.0%
B/E move
11.5%
Puts
Pseudo strike
67.28
IV
69.1%
B/E move
9.0%

25Δ

Calls
Pseudo strike
77.81
IV
58.4%
B/E move
7.9%
Puts
Pseudo strike
68.87
IV
59.7%
B/E move
7.0%

30Δ

Calls
Pseudo strike
76.35
IV
51.9%
B/E move
6.1%
Puts
Pseudo strike
70.17
IV
52.0%
B/E move
5.3%

35Δ

Calls
Pseudo strike
75.30
IV
47.6%
B/E move
4.8%
Puts
Pseudo strike
71.24
IV
46.0%
B/E move
4.1%

40Δ

Calls
Pseudo strike
74.45
IV
43.5%
B/E move
3.8%
Puts
Pseudo strike
71.89
IV
42.9%
B/E move
3.4%

45Δ

Calls
Pseudo strike
73.75
IV
41.2%
B/E move
3.1%
Puts
Pseudo strike
72.54
IV
39.8%
B/E move
2.7%

50Δ

Calls
Pseudo strike
73.17
IV
41.3%
B/E move
2.8%
Puts
Pseudo strike
73.14
IV
37.2%
B/E move
2.0%

55Δ

Calls
Pseudo strike
72.59
IV
41.5%
B/E move
2.4%
Puts
Pseudo strike
73.62
IV
36.0%
B/E move
1.7%

60Δ

Calls
Pseudo strike
72.01
IV
41.6%
B/E move
2.0%
Puts
Pseudo strike
74.09
IV
34.8%
B/E move
1.3%

65Δ

Calls
Pseudo strike
71.43
IV
41.7%
B/E move
1.7%
Puts
Pseudo strike
74.53
IV
33.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
70.81
IV
42.1%
B/E move
1.3%
Puts
Pseudo strike
74.97
IV
32.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
70.09
IV
43.1%
B/E move
1.1%
Puts
Pseudo strike
75.51
IV
31.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
69.15
IV
45.6%
B/E move
0.9%
Puts
Pseudo strike
76.06
IV
31.6%
B/E move
0.4%

Options history

IV · four-Friday blend29.28%
Daily EOD
ROBO27.4%28.6%29.8%2026-10-19: 28.11%2026-10-20: 28.26%2026-10-21: 27.62%2026-10-22: 28.98%2026-10-23: 28.70%2026-10-26: 29.62%2026-10-27: 29.18%2026-10-28: 27.60%2026-10-29: 27.65%2026-10-30: 29.28%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.11%
28.26%
27.62%
28.98%
28.70%
29.62%
29.18%
27.60%
27.65%
29.28%