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ROBO Global Robotics & Automation Index ETF ROBO

i

Market dataready · fetched 2026-11-03T15:45:54.361Z

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 · 2026-11-03T15:44:47.711618154Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T15:45:52.615485+00:00

Share price$75.15
1D-0.3%
$74.55$74.78$75.01$75.23$75.465:30 AM6:30 AM9:00 AM1:00 PMROBO
Sold putSold call

ROBO Global Robotics & Automation Index ETF options

Live interpolated ROBO call and put midpoint premiums by absolute delta.ROBO Global Robotics & Automation Index ETF$0.74$2.18$3.63$5.08$6.53$67.95$71.54$75.14$78.73$82.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ROBO spot · $75.15ROBO PRICE$0.89$1.02$1.17$1.31$1.46$1.67$1.99$2.33$2.67$3.10$3.61$4.23$4.86$1.16$1.32$1.51$1.74$2.04$2.40$2.81$3.23$3.73$4.34$5.20$6.11
Puts——
CallsExpensive1.20×
Skew——
Implied moveBearish±$4.39
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.3051.6%12.0%
25Δ80.7444.1%8.8%70.7845.4%7.4%
30Δ79.0639.4%6.8%72.1740.7%5.7%
35Δ77.9335.8%5.4%73.2137.5%4.6%
40Δ76.8732.7%4.2%74.0436.0%3.8%
45Δ76.1231.5%3.5%74.7835.3%3.2%
50Δ75.4531.5%3.0%75.5135.2%2.7%
55Δ74.8131.7%2.6%76.2335.3%2.3%
60Δ74.1631.8%2.2%76.9635.1%1.9%
65Δ73.4732.1%1.9%77.7334.9%1.5%
70Δ72.7232.7%1.6%78.5835.2%1.2%
75Δ71.8933.4%1.3%79.6536.4%0.9%
80Δ71.0532.7%1.0%80.7636.8%0.7%

20Δ

Calls
Pseudo strike
83.30
IV
51.6%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
80.74
IV
44.1%
B/E move
8.8%
Puts
Pseudo strike
70.78
IV
45.4%
B/E move
7.4%

30Δ

Calls
Pseudo strike
79.06
IV
39.4%
B/E move
6.8%
Puts
Pseudo strike
72.17
IV
40.7%
B/E move
5.7%

35Δ

Calls
Pseudo strike
77.93
IV
35.8%
B/E move
5.4%
Puts
Pseudo strike
73.21
IV
37.5%
B/E move
4.6%

40Δ

Calls
Pseudo strike
76.87
IV
32.7%
B/E move
4.2%
Puts
Pseudo strike
74.04
IV
36.0%
B/E move
3.8%

45Δ

Calls
Pseudo strike
76.12
IV
31.5%
B/E move
3.5%
Puts
Pseudo strike
74.78
IV
35.3%
B/E move
3.2%

50Δ

Calls
Pseudo strike
75.45
IV
31.5%
B/E move
3.0%
Puts
Pseudo strike
75.51
IV
35.2%
B/E move
2.7%

55Δ

Calls
Pseudo strike
74.81
IV
31.7%
B/E move
2.6%
Puts
Pseudo strike
76.23
IV
35.3%
B/E move
2.3%

60Δ

Calls
Pseudo strike
74.16
IV
31.8%
B/E move
2.2%
Puts
Pseudo strike
76.96
IV
35.1%
B/E move
1.9%

65Δ

Calls
Pseudo strike
73.47
IV
32.1%
B/E move
1.9%
Puts
Pseudo strike
77.73
IV
34.9%
B/E move
1.5%

70Δ

Calls
Pseudo strike
72.72
IV
32.7%
B/E move
1.6%
Puts
Pseudo strike
78.58
IV
35.2%
B/E move
1.2%

75Δ

Calls
Pseudo strike
71.89
IV
33.4%
B/E move
1.3%
Puts
Pseudo strike
79.65
IV
36.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
71.05
IV
32.7%
B/E move
1.0%
Puts
Pseudo strike
80.76
IV
36.8%
B/E move
0.7%

Options history

IV · four-Friday blend29.28%
Daily EOD
ROBO27.4%28.6%29.8%2026-10-19: 28.11%2026-10-20: 28.26%2026-10-21: 27.62%2026-10-22: 28.98%2026-10-23: 28.70%2026-10-26: 29.62%2026-10-27: 29.18%2026-10-28: 27.60%2026-10-29: 27.65%2026-10-30: 29.28%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.11%
28.26%
27.62%
28.98%
28.70%
29.62%
29.18%
27.60%
27.65%
29.28%