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First Trust Exchange-Traded Fund II First Trust NASDAQ Cybersecurity ETF CIBR

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Market dataready · fetched 2026-11-04T09:51:33.469Z

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 · 2026-11-04T09:05:24.255067456Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:51:32.896585+00:00

Share price$98.05
1D
Price history unavailable.

First Trust Exchange-Traded Fund II First Trust NASDAQ Cybersecurity ETF options

Live interpolated CIBR call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund II First Trust NASDAQ Cybersecurity ETF$0.55$4.51$8.46$12.42$16.38$84.14$91.32$98.51$105.70$112.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CIBR spot · $98.05CIBR PRICE$0.98$1.26$1.62$1.97$2.33$2.73$3.22$3.72$4.21$4.70$5.25$5.87$6.49$1.21$1.66$2.11$2.56$3.22$3.90$4.58$5.32$6.57$7.81$9.19$11.56$15.24
PutsExpensive1.16×
CallsCheap0.95×
SkewBearish+13.79 pp
Implied moveBearish±$7.81
TiltBearish25.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ106.9444.4%10.1%90.4449.4%9.0%
25Δ104.7942.7%8.2%91.9149.5%7.9%
30Δ103.4942.3%7.2%93.3949.6%6.9%
35Δ102.1841.8%6.2%94.8649.7%5.9%
40Δ100.8841.3%5.3%96.1950.1%5.2%
45Δ99.6740.9%4.4%97.5050.6%4.5%
50Δ98.6340.3%3.9%98.8251.1%3.9%
55Δ97.6039.7%3.3%100.1751.6%3.3%
60Δ96.5739.1%2.8%101.8553.3%2.8%
65Δ95.5338.6%2.2%103.5254.9%2.4%
70Δ94.5437.2%1.8%105.3356.8%1.9%
75Δ93.5935.0%1.4%108.0660.5%1.6%
80Δ92.6432.8%1.1%112.0368.1%1.3%

20Δ

Calls
Pseudo strike
106.94
IV
44.4%
B/E move
10.1%
Puts
Pseudo strike
90.44
IV
49.4%
B/E move
9.0%

25Δ

Calls
Pseudo strike
104.79
IV
42.7%
B/E move
8.2%
Puts
Pseudo strike
91.91
IV
49.5%
B/E move
7.9%

30Δ

Calls
Pseudo strike
103.49
IV
42.3%
B/E move
7.2%
Puts
Pseudo strike
93.39
IV
49.6%
B/E move
6.9%

35Δ

Calls
Pseudo strike
102.18
IV
41.8%
B/E move
6.2%
Puts
Pseudo strike
94.86
IV
49.7%
B/E move
5.9%

40Δ

Calls
Pseudo strike
100.88
IV
41.3%
B/E move
5.3%
Puts
Pseudo strike
96.19
IV
50.1%
B/E move
5.2%

45Δ

Calls
Pseudo strike
99.67
IV
40.9%
B/E move
4.4%
Puts
Pseudo strike
97.50
IV
50.6%
B/E move
4.5%

50Δ

Calls
Pseudo strike
98.63
IV
40.3%
B/E move
3.9%
Puts
Pseudo strike
98.82
IV
51.1%
B/E move
3.9%

55Δ

Calls
Pseudo strike
97.60
IV
39.7%
B/E move
3.3%
Puts
Pseudo strike
100.17
IV
51.6%
B/E move
3.3%

60Δ

Calls
Pseudo strike
96.57
IV
39.1%
B/E move
2.8%
Puts
Pseudo strike
101.85
IV
53.3%
B/E move
2.8%

65Δ

Calls
Pseudo strike
95.53
IV
38.6%
B/E move
2.2%
Puts
Pseudo strike
103.52
IV
54.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
94.54
IV
37.2%
B/E move
1.8%
Puts
Pseudo strike
105.33
IV
56.8%
B/E move
1.9%

75Δ

Calls
Pseudo strike
93.59
IV
35.0%
B/E move
1.4%
Puts
Pseudo strike
108.06
IV
60.5%
B/E move
1.6%

80Δ

Calls
Pseudo strike
92.64
IV
32.8%
B/E move
1.1%
Puts
Pseudo strike
112.03
IV
68.1%
B/E move
1.3%

Options history

IV · four-Friday blend37.59%
Daily EOD
CIBR30.6%34.4%38.1%2026-10-19: 31.32%2026-10-20: 31.36%2026-10-21: 31.16%2026-10-22: 32.11%2026-10-23: 33.97%2026-10-26: 34.70%2026-10-27: 33.90%2026-10-28: 31.82%2026-10-29: 32.69%2026-10-30: 37.59%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.32%
31.36%
31.16%
32.11%
33.97%
34.70%
33.90%
31.82%
32.69%
37.59%