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ALPS Medical Breakthroughs ETF SBIO

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Market datapartial · fetched 2026-10-22T21:38:20.892Z

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 · 2026-10-22T20:10:00.003538547Z

FundamentalsAlpha Vantage · unavailable

Share price$54.55
1D+0.7%
AH$54.04$54.30$54.56$54.82$55.085:30 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$0.63$1.76$2.90$4.03$5.17$47.71$51.17$54.64$58.10$61.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SBIO spot · $54.55SBIO PRICE$0.75$1.04$1.00$1.31$1.50$1.51$1.69$2.41$2.85$3.12$3.63$4.17$4.84$0.83$1.00$1.35$1.49$1.50$1.72$2.09$2.73$3.23$3.61$3.89$4.26$4.72
PutsFair1.00×
CallsExpensive1.05×
SkewBullish-1.24 pp
Implied moveBearish±$3.78
TiltBearish4.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.6846.3%14.4%49.6744.5%10.5%
25Δ61.2350.4%14.1%50.9741.1%8.4%
30Δ58.0436.0%8.2%51.7742.8%7.6%
35Δ57.3738.1%7.6%52.7838.8%6.0%
40Δ56.5236.5%6.4%53.6732.7%4.4%
45Δ55.5930.7%4.7%54.3631.0%3.5%
50Δ54.8628.6%3.7%54.9532.2%3.1%
55Δ54.2535.4%3.9%55.7235.5%2.9%
60Δ53.6136.9%3.5%56.4536.3%2.4%
65Δ52.9435.0%2.8%57.1235.2%1.9%
70Δ52.1835.4%2.3%57.6933.0%1.4%
75Δ51.4035.4%1.9%58.3031.2%0.9%
80Δ50.5135.7%1.5%58.9629.9%0.6%

20Δ

Calls
Pseudo strike
61.68
IV
46.3%
B/E move
14.4%
Puts
Pseudo strike
49.67
IV
44.5%
B/E move
10.5%

25Δ

Calls
Pseudo strike
61.23
IV
50.4%
B/E move
14.1%
Puts
Pseudo strike
50.97
IV
41.1%
B/E move
8.4%

30Δ

Calls
Pseudo strike
58.04
IV
36.0%
B/E move
8.2%
Puts
Pseudo strike
51.77
IV
42.8%
B/E move
7.6%

35Δ

Calls
Pseudo strike
57.37
IV
38.1%
B/E move
7.6%
Puts
Pseudo strike
52.78
IV
38.8%
B/E move
6.0%

40Δ

Calls
Pseudo strike
56.52
IV
36.5%
B/E move
6.4%
Puts
Pseudo strike
53.67
IV
32.7%
B/E move
4.4%

45Δ

Calls
Pseudo strike
55.59
IV
30.7%
B/E move
4.7%
Puts
Pseudo strike
54.36
IV
31.0%
B/E move
3.5%

50Δ

Calls
Pseudo strike
54.86
IV
28.6%
B/E move
3.7%
Puts
Pseudo strike
54.95
IV
32.2%
B/E move
3.1%

55Δ

Calls
Pseudo strike
54.25
IV
35.4%
B/E move
3.9%
Puts
Pseudo strike
55.72
IV
35.5%
B/E move
2.9%

60Δ

Calls
Pseudo strike
53.61
IV
36.9%
B/E move
3.5%
Puts
Pseudo strike
56.45
IV
36.3%
B/E move
2.4%

65Δ

Calls
Pseudo strike
52.94
IV
35.0%
B/E move
2.8%
Puts
Pseudo strike
57.12
IV
35.2%
B/E move
1.9%

70Δ

Calls
Pseudo strike
52.18
IV
35.4%
B/E move
2.3%
Puts
Pseudo strike
57.69
IV
33.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
51.40
IV
35.4%
B/E move
1.9%
Puts
Pseudo strike
58.30
IV
31.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
50.51
IV
35.7%
B/E move
1.5%
Puts
Pseudo strike
58.96
IV
29.9%
B/E move
0.6%

Options history

No recorded observations