iShares Future Robotics and Related Technologies Active ETF RBTX
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Market dataready · fetched 2026-11-07T07:30:58.470Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-07T01:00:00.011962805Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-07T07:30:58.104644+00:00
iShares Future Robotics and Related Technologies Active ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 26.38 | 126.5% | 24.9% | |||
| 30Δ | 24.47 | 99.3% | 16.2% | 20.10 | 90.1% | 10.9% |
| 35Δ | 23.41 | 82.5% | 11.4% | 20.67 | 78.2% | 8.4% |
| 40Δ | 22.73 | 71.1% | 8.5% | 21.14 | 69.0% | 6.5% |
| 45Δ | 22.25 | 63.1% | 6.5% | 21.47 | 63.6% | 5.3% |
| 50Δ | 21.87 | 57.3% | 5.0% | 21.80 | 58.1% | 4.1% |
| 55Δ | 21.60 | 53.6% | 4.2% | 22.10 | 54.0% | 3.2% |
| 60Δ | 21.34 | 50.0% | 3.3% | 22.33 | 51.6% | 2.7% |
| 65Δ | 21.07 | 46.4% | 2.4% | 22.57 | 49.2% | 2.1% |
| 70Δ | 20.85 | 43.5% | 1.9% | 22.81 | 46.8% | 1.6% |
| 75Δ | 20.66 | 40.9% | 1.6% | 23.16 | 47.2% | 1.1% |
| 80Δ | 20.46 | 38.3% | 1.2% | 23.97 | 58.6% | 1.0% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 26.38
- IV
- 126.5%
- B/E move
- 24.9%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 24.47
- IV
- 99.3%
- B/E move
- 16.2%
- Pseudo strike
- 20.10
- IV
- 90.1%
- B/E move
- 10.9%
35Δ
- Pseudo strike
- 23.41
- IV
- 82.5%
- B/E move
- 11.4%
- Pseudo strike
- 20.67
- IV
- 78.2%
- B/E move
- 8.4%
40Δ
- Pseudo strike
- 22.73
- IV
- 71.1%
- B/E move
- 8.5%
- Pseudo strike
- 21.14
- IV
- 69.0%
- B/E move
- 6.5%
45Δ
- Pseudo strike
- 22.25
- IV
- 63.1%
- B/E move
- 6.5%
- Pseudo strike
- 21.47
- IV
- 63.6%
- B/E move
- 5.3%
50Δ
- Pseudo strike
- 21.87
- IV
- 57.3%
- B/E move
- 5.0%
- Pseudo strike
- 21.80
- IV
- 58.1%
- B/E move
- 4.1%
55Δ
- Pseudo strike
- 21.60
- IV
- 53.6%
- B/E move
- 4.2%
- Pseudo strike
- 22.10
- IV
- 54.0%
- B/E move
- 3.2%
60Δ
- Pseudo strike
- 21.34
- IV
- 50.0%
- B/E move
- 3.3%
- Pseudo strike
- 22.33
- IV
- 51.6%
- B/E move
- 2.7%
65Δ
- Pseudo strike
- 21.07
- IV
- 46.4%
- B/E move
- 2.4%
- Pseudo strike
- 22.57
- IV
- 49.2%
- B/E move
- 2.1%
70Δ
- Pseudo strike
- 20.85
- IV
- 43.5%
- B/E move
- 1.9%
- Pseudo strike
- 22.81
- IV
- 46.8%
- B/E move
- 1.6%
75Δ
- Pseudo strike
- 20.66
- IV
- 40.9%
- B/E move
- 1.6%
- Pseudo strike
- 23.16
- IV
- 47.2%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 20.46
- IV
- 38.3%
- B/E move
- 1.2%
- Pseudo strike
- 23.97
- IV
- 58.6%
- B/E move
- 1.0%
Options history
Table
| Date | IV (%) |
|---|---|
| 38.92% | |
| 38.88% | |
| 42.35% |