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ALPS Medical Breakthroughs ETF SBIO

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Market datapartial · fetched 2026-10-24T17:21:26.654Z

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 · 2026-10-24T00:00:00.167218058Z

FundamentalsAlpha Vantage · unavailable

Share price$53.38
1D-0.5%
AH$52.82$53.07$53.31$53.55$53.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSBIO
Sold putSold callAH

ALPS Medical Breakthroughs ETF options

Live interpolated SBIO call and put midpoint premiums by absolute delta.ALPS Medical Breakthroughs ETF$0.86$2.19$3.52$4.85$6.18$46.57$50.21$53.85$57.49$61.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SBIO spot · $53.38SBIO PRICE$1.00$1.00$1.16$1.39$1.54$1.88$2.32$2.47$3.03$3.43$3.67$4.44$5.02$1.00$1.00$1.06$1.38$1.66$1.83$1.77$1.87$2.38$3.01$3.80$4.77$5.80
PutsFair0.97×
CallsExpensive1.25×
SkewBullish-7.38 pp
Implied moveBullish±$4.09
TiltBalanced1.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.5266.9%20.9%47.5457.1%12.8%
25Δ59.1849.2%12.7%49.7843.5%8.6%
30Δ57.5044.4%9.9%51.1236.1%6.2%
35Δ56.4743.3%8.4%51.7637.7%5.6%
40Δ55.3939.5%6.6%52.4537.6%4.9%
45Δ54.6040.3%5.8%53.1235.3%3.9%
50Δ53.9243.0%5.3%53.6429.6%2.8%
55Δ53.1439.2%4.2%54.1826.2%2.0%
60Δ52.3441.5%3.7%54.7928.6%1.8%
65Δ51.6341.2%3.1%55.5431.1%1.6%
70Δ50.9838.1%2.4%56.4533.9%1.4%
75Δ50.0240.4%2.0%57.5736.7%1.1%
80Δ49.1839.5%1.5%58.7637.4%0.8%

20Δ

Calls
Pseudo strike
63.52
IV
66.9%
B/E move
20.9%
Puts
Pseudo strike
47.54
IV
57.1%
B/E move
12.8%

25Δ

Calls
Pseudo strike
59.18
IV
49.2%
B/E move
12.7%
Puts
Pseudo strike
49.78
IV
43.5%
B/E move
8.6%

30Δ

Calls
Pseudo strike
57.50
IV
44.4%
B/E move
9.9%
Puts
Pseudo strike
51.12
IV
36.1%
B/E move
6.2%

35Δ

Calls
Pseudo strike
56.47
IV
43.3%
B/E move
8.4%
Puts
Pseudo strike
51.76
IV
37.7%
B/E move
5.6%

40Δ

Calls
Pseudo strike
55.39
IV
39.5%
B/E move
6.6%
Puts
Pseudo strike
52.45
IV
37.6%
B/E move
4.9%

45Δ

Calls
Pseudo strike
54.60
IV
40.3%
B/E move
5.8%
Puts
Pseudo strike
53.12
IV
35.3%
B/E move
3.9%

50Δ

Calls
Pseudo strike
53.92
IV
43.0%
B/E move
5.3%
Puts
Pseudo strike
53.64
IV
29.6%
B/E move
2.8%

55Δ

Calls
Pseudo strike
53.14
IV
39.2%
B/E move
4.2%
Puts
Pseudo strike
54.18
IV
26.2%
B/E move
2.0%

60Δ

Calls
Pseudo strike
52.34
IV
41.5%
B/E move
3.7%
Puts
Pseudo strike
54.79
IV
28.6%
B/E move
1.8%

65Δ

Calls
Pseudo strike
51.63
IV
41.2%
B/E move
3.1%
Puts
Pseudo strike
55.54
IV
31.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
50.98
IV
38.1%
B/E move
2.4%
Puts
Pseudo strike
56.45
IV
33.9%
B/E move
1.4%

75Δ

Calls
Pseudo strike
50.02
IV
40.4%
B/E move
2.0%
Puts
Pseudo strike
57.57
IV
36.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
49.18
IV
39.5%
B/E move
1.5%
Puts
Pseudo strike
58.76
IV
37.4%
B/E move
0.8%

Options history

No recorded observations