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ROBO Global Robotics & Automation Index ETF ROBO

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Market datapartial · fetched 2026-10-23T01:58:28.715Z

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 · 2026-10-23T00:00:00.112359626Z

FundamentalsAlpha Vantage · unavailable

Share price$74.84
1D-1.9%
AH$73.88$74.42$74.95$75.49$76.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMROBO
Sold putSold callAH

ROBO Global Robotics & Automation Index ETF options

Live interpolated ROBO call and put midpoint premiums by absolute delta.ROBO Global Robotics & Automation Index ETF$0.78$2.38$3.97$5.56$7.16$65.02$70.30$75.58$80.86$86.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROBO spot · $74.84ROBO PRICE$0.96$1.09$1.27$1.48$1.78$2.14$2.54$3.00$3.53$4.10$4.77$5.70$6.70$1.18$1.32$1.48$1.84$2.18$2.52$2.88$3.34$3.71$4.10$4.60$5.19
PutsCheap0.76×
CallsFair0.99×
SkewBullish-5.73 pp
Implied moveBalanced±$5.06
TiltBullish6.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.7843.1%13.2%
25Δ80.9036.5%9.6%70.5335.8%7.3%
30Δ79.2633.4%7.6%71.9831.5%5.6%
35Δ77.9731.3%6.2%73.0228.5%4.4%
40Δ77.0631.1%5.3%73.7829.1%3.9%
45Δ76.2131.4%4.7%74.5529.0%3.3%
50Δ75.3731.8%4.1%75.3128.4%2.7%
55Δ74.5232.3%3.6%76.0527.9%2.2%
60Δ73.6432.9%3.1%76.8227.8%1.8%
65Δ72.7233.4%2.6%77.5026.8%1.4%
70Δ71.7233.9%2.2%78.1925.7%1.0%
75Δ70.5335.4%1.9%78.9225.0%0.7%
80Δ69.2536.1%1.5%79.7224.3%0.4%

20Δ

Calls
Pseudo strike
83.78
IV
43.1%
B/E move
13.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
80.90
IV
36.5%
B/E move
9.6%
Puts
Pseudo strike
70.53
IV
35.8%
B/E move
7.3%

30Δ

Calls
Pseudo strike
79.26
IV
33.4%
B/E move
7.6%
Puts
Pseudo strike
71.98
IV
31.5%
B/E move
5.6%

35Δ

Calls
Pseudo strike
77.97
IV
31.3%
B/E move
6.2%
Puts
Pseudo strike
73.02
IV
28.5%
B/E move
4.4%

40Δ

Calls
Pseudo strike
77.06
IV
31.1%
B/E move
5.3%
Puts
Pseudo strike
73.78
IV
29.1%
B/E move
3.9%

45Δ

Calls
Pseudo strike
76.21
IV
31.4%
B/E move
4.7%
Puts
Pseudo strike
74.55
IV
29.0%
B/E move
3.3%

50Δ

Calls
Pseudo strike
75.37
IV
31.8%
B/E move
4.1%
Puts
Pseudo strike
75.31
IV
28.4%
B/E move
2.7%

55Δ

Calls
Pseudo strike
74.52
IV
32.3%
B/E move
3.6%
Puts
Pseudo strike
76.05
IV
27.9%
B/E move
2.2%

60Δ

Calls
Pseudo strike
73.64
IV
32.9%
B/E move
3.1%
Puts
Pseudo strike
76.82
IV
27.8%
B/E move
1.8%

65Δ

Calls
Pseudo strike
72.72
IV
33.4%
B/E move
2.6%
Puts
Pseudo strike
77.50
IV
26.8%
B/E move
1.4%

70Δ

Calls
Pseudo strike
71.72
IV
33.9%
B/E move
2.2%
Puts
Pseudo strike
78.19
IV
25.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
70.53
IV
35.4%
B/E move
1.9%
Puts
Pseudo strike
78.92
IV
25.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
69.25
IV
36.1%
B/E move
1.5%
Puts
Pseudo strike
79.72
IV
24.3%
B/E move
0.4%

Options history

No recorded observations