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VanEck Biotech ETF BBH

i

Market dataready · fetched 2026-11-07T08:06:26.427Z

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 · 2026-11-06T21:00:00.424719454Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T08:06:26.017363+00:00

Share price$253.47
1D+1.8%
AH$248$250$252$254$2565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBBH
Sold putSold callAH

VanEck Biotech ETF options

Live interpolated BBH call and put midpoint premiums by absolute delta.VanEck Biotech ETF$1.75$5.26$8.77$12.29$15.80$227.33$241.43$255.52$269.62$283.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BBH spot · $253.47BBH PRICE$2.45$2.13$2.69$3.27$3.93$4.59$5.47$6.59$7.71$9.13$10.66$12.52$14.79$2.31$3.00$3.79$4.58$5.40$6.22$7.07$7.92$8.78$9.95$11.26
Puts——
CallsCheap0.63×
Skew——
Implied moveBearish±$11.69
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ275.0146.8%9.5%238.4140.9%6.9%
25Δ264.3830.5%5.1%
30Δ262.0830.2%4.5%246.4931.3%3.9%
35Δ259.8129.8%3.8%248.4331.9%3.5%
40Δ257.9229.4%3.3%250.3732.3%3.0%
45Δ256.0229.1%2.8%252.3031.8%2.6%
50Δ254.1529.2%2.4%254.2331.3%2.2%
55Δ252.3230.1%2.1%256.0330.4%1.8%
60Δ250.4830.9%1.9%257.7529.4%1.4%
65Δ248.3931.6%1.6%259.4628.4%1.1%
70Δ246.2132.3%1.3%261.2827.6%0.8%
75Δ243.7333.0%1.1%263.1527.0%0.6%
80Δ240.8933.9%0.9%

20Δ

Calls
Pseudo strike
275.01
IV
46.8%
B/E move
9.5%
Puts
Pseudo strike
238.41
IV
40.9%
B/E move
6.9%

25Δ

Calls
Pseudo strike
264.38
IV
30.5%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
262.08
IV
30.2%
B/E move
4.5%
Puts
Pseudo strike
246.49
IV
31.3%
B/E move
3.9%

35Δ

Calls
Pseudo strike
259.81
IV
29.8%
B/E move
3.8%
Puts
Pseudo strike
248.43
IV
31.9%
B/E move
3.5%

40Δ

Calls
Pseudo strike
257.92
IV
29.4%
B/E move
3.3%
Puts
Pseudo strike
250.37
IV
32.3%
B/E move
3.0%

45Δ

Calls
Pseudo strike
256.02
IV
29.1%
B/E move
2.8%
Puts
Pseudo strike
252.30
IV
31.8%
B/E move
2.6%

50Δ

Calls
Pseudo strike
254.15
IV
29.2%
B/E move
2.4%
Puts
Pseudo strike
254.23
IV
31.3%
B/E move
2.2%

55Δ

Calls
Pseudo strike
252.32
IV
30.1%
B/E move
2.1%
Puts
Pseudo strike
256.03
IV
30.4%
B/E move
1.8%

60Δ

Calls
Pseudo strike
250.48
IV
30.9%
B/E move
1.9%
Puts
Pseudo strike
257.75
IV
29.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
248.39
IV
31.6%
B/E move
1.6%
Puts
Pseudo strike
259.46
IV
28.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
246.21
IV
32.3%
B/E move
1.3%
Puts
Pseudo strike
261.28
IV
27.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
243.73
IV
33.0%
B/E move
1.1%
Puts
Pseudo strike
263.15
IV
27.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
240.89
IV
33.9%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend25.79%
Daily close
BBH20.3%25.7%31.1%2026-08-10: 22.61%2026-08-11: 22.69%2026-08-12: 22.07%2026-08-13: 21.82%2026-08-14: 21.02%2026-08-17: 22.90%2026-08-18: 22.78%2026-08-21: 23.42%2026-08-24: 23.58%2026-08-25: 23.47%2026-08-26: 22.83%2026-08-27: 22.56%2026-08-28: 22.27%2026-08-31: 21.94%2026-09-01: 22.04%2026-09-02: 21.69%2026-09-03: 22.24%2026-09-04: 22.02%2026-09-08: 22.35%2026-09-09: 22.61%2026-09-10: 22.73%2026-09-11: 22.22%2026-09-14: 22.89%2026-09-15: 23.33%2026-09-16: 25.12%2026-09-17: 30.32%2026-09-18: 21.83%2026-09-21: 22.21%2026-09-22: 21.55%2026-09-23: 21.79%2026-09-24: 22.42%2026-09-25: 22.24%2026-09-28: 22.89%2026-09-29: 22.62%2026-09-30: 22.63%2026-10-01: 22.46%2026-10-02: 22.16%2026-10-05: 22.78%2026-10-06: 23.71%2026-10-07: 23.89%2026-10-08: 24.53%2026-10-09: 24.19%2026-10-12: 25.49%2026-10-13: 25.27%2026-10-14: 26.51%2026-10-16: 23.59%2026-10-19: 23.60%2026-10-20: 23.59%2026-10-21: 24.09%2026-10-22: 25.52%2026-10-23: 25.51%2026-10-26: 25.69%2026-10-27: 25.46%2026-10-28: 25.78%2026-10-29: 25.06%2026-10-30: 25.79%Aug 10Sep 21Oct 30
56 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
22.61%
22.69%
22.07%
21.82%
21.02%
22.90%
22.78%
23.42%
23.58%
23.47%
22.83%
22.56%
22.27%
21.94%
22.04%
21.69%
22.24%
22.02%
22.35%
22.61%
22.73%
22.22%
22.89%
23.33%
25.12%
30.32%
21.83%
22.21%
21.55%
21.79%
22.42%
22.24%
22.89%
22.62%
22.63%
22.46%
22.16%
22.78%
23.71%
23.89%
24.53%
24.19%
25.49%
25.27%
26.51%
23.59%
23.60%
23.59%
24.09%
25.52%
25.51%
25.69%
25.46%
25.78%
25.06%
25.79%