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ALPS Medical Breakthroughs ETF SBIO

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Market dataready · fetched 2026-11-13T18:54:33.491Z

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 · 2026-11-13T18:29:31.10000371Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:54:32.424980+00:00

Share price$55.53
1D-0.0%
$54.42$54.72$55.03$55.33$55.635:30 AM6:30 AM9:00 AM1:00 PMSBIO
Sold putSold call

ALPS Medical Breakthroughs ETF options

Live interpolated SBIO call and put midpoint premiums by absolute delta.ALPS Medical Breakthroughs ETF$0.36$2.48$4.60$6.72$8.84$50.30$52.87$55.44$58.01$60.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SBIO spot · $55.53SBIO PRICE$0.88$0.91$0.98$1.09$1.16$1.21$1.27$1.34$1.42$1.62$1.81$2.02$2.31$0.66$0.59$0.81$1.02$1.24$1.45$1.67$1.89$2.10$2.63$4.49$6.36$8.23
PutsExpensive1.33×
CallsExpensive1.21×
SkewBearish+2.43 pp
Implied moveBearish±$2.94
TiltBearish29.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.93109.1%16.7%51.5269.4%8.4%
25Δ60.7684.7%11.0%53.2646.7%5.2%
30Δ58.7869.8%7.6%53.7446.7%4.7%
35Δ57.7563.2%6.0%54.2246.7%4.2%
40Δ56.8655.2%4.5%54.7046.7%3.7%
45Δ56.2148.2%3.4%55.1846.7%3.3%
50Δ55.7343.2%2.7%55.6646.7%2.8%
55Δ55.3439.0%2.1%56.1346.7%2.3%
60Δ54.9635.3%1.5%56.6146.7%1.8%
65Δ54.6234.5%1.3%57.3749.0%1.4%
70Δ54.2833.7%1.0%59.3261.2%1.3%
75Δ53.9432.9%0.8%61.2673.4%1.1%
80Δ53.5532.0%0.6%63.2185.6%1.0%

20Δ

Calls
Pseudo strike
63.93
IV
109.1%
B/E move
16.7%
Puts
Pseudo strike
51.52
IV
69.4%
B/E move
8.4%

25Δ

Calls
Pseudo strike
60.76
IV
84.7%
B/E move
11.0%
Puts
Pseudo strike
53.26
IV
46.7%
B/E move
5.2%

30Δ

Calls
Pseudo strike
58.78
IV
69.8%
B/E move
7.6%
Puts
Pseudo strike
53.74
IV
46.7%
B/E move
4.7%

35Δ

Calls
Pseudo strike
57.75
IV
63.2%
B/E move
6.0%
Puts
Pseudo strike
54.22
IV
46.7%
B/E move
4.2%

40Δ

Calls
Pseudo strike
56.86
IV
55.2%
B/E move
4.5%
Puts
Pseudo strike
54.70
IV
46.7%
B/E move
3.7%

45Δ

Calls
Pseudo strike
56.21
IV
48.2%
B/E move
3.4%
Puts
Pseudo strike
55.18
IV
46.7%
B/E move
3.3%

50Δ

Calls
Pseudo strike
55.73
IV
43.2%
B/E move
2.7%
Puts
Pseudo strike
55.66
IV
46.7%
B/E move
2.8%

55Δ

Calls
Pseudo strike
55.34
IV
39.0%
B/E move
2.1%
Puts
Pseudo strike
56.13
IV
46.7%
B/E move
2.3%

60Δ

Calls
Pseudo strike
54.96
IV
35.3%
B/E move
1.5%
Puts
Pseudo strike
56.61
IV
46.7%
B/E move
1.8%

65Δ

Calls
Pseudo strike
54.62
IV
34.5%
B/E move
1.3%
Puts
Pseudo strike
57.37
IV
49.0%
B/E move
1.4%

70Δ

Calls
Pseudo strike
54.28
IV
33.7%
B/E move
1.0%
Puts
Pseudo strike
59.32
IV
61.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
53.94
IV
32.9%
B/E move
0.8%
Puts
Pseudo strike
61.26
IV
73.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
53.55
IV
32.0%
B/E move
0.6%
Puts
Pseudo strike
63.21
IV
85.6%
B/E move
1.0%

Options history

IV · four-Friday blend34.02%
Daily EOD
SBIO31.3%32.9%34.6%2026-10-19: 33.48%2026-10-20: 31.65%2026-10-21: 33.62%2026-10-22: 31.53%2026-10-23: 33.48%2026-10-26: 33.48%2026-10-27: 34.36%2026-10-28: 33.71%2026-10-29: 33.72%2026-10-30: 34.02%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.48%
31.65%
33.62%
31.53%
33.48%
33.48%
34.36%
33.71%
33.72%
34.02%