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Invesco Taxable Municipal Bond ETF BAB

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Market datapartial · fetched 2026-10-22T06:44:18.035Z

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 · 2026-10-22T00:00:00.118605881Z

FundamentalsAlpha Vantage · unavailable

Share price$25.58
1D-0.1%
AH$25.53$25.56$25.60$25.63$25.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBAB
Sold putSold callAH

Invesco Taxable Municipal Bond ETF options

Live interpolated BAB call and put midpoint premiums by absolute delta.Invesco Taxable Municipal Bond ETF$0.30$0.55$0.80$1.05$1.30$23.82$24.70$25.57$26.45$27.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BAB spot · $25.58BAB PRICE$0.33$0.33$0.33$0.35$0.37$0.41$0.45$0.49$0.53$0.58$0.62$0.66$0.70$0.33$0.33$0.33$0.35$0.39$0.43$0.47$0.52$0.56$0.68$0.86$1.04$1.23
PutsExpensive1.77×
CallsExpensive1.90×
SkewNeutral+0.16 pp
Implied moveBearish±$0.92
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.6742.6%13.3%23.5138.6%9.3%
25Δ27.4531.8%8.6%24.2829.7%6.3%
30Δ26.8125.7%6.1%24.8123.3%4.3%
35Δ26.4522.2%4.8%25.1120.2%3.2%
40Δ26.0818.7%3.4%25.2718.9%2.7%
45Δ25.9117.1%2.9%25.4317.7%2.3%
50Δ25.7916.2%2.6%25.6016.4%1.8%
55Δ25.6715.2%2.3%25.7615.2%1.3%
60Δ25.5514.3%2.0%25.9313.9%0.8%
65Δ25.4313.3%1.7%26.1213.8%0.5%
70Δ25.3112.4%1.3%26.3314.5%0.4%
75Δ25.1911.4%1.0%26.5515.2%0.3%
80Δ25.0710.5%0.7%26.7716.0%0.2%

20Δ

Calls
Pseudo strike
28.67
IV
42.6%
B/E move
13.3%
Puts
Pseudo strike
23.51
IV
38.6%
B/E move
9.3%

25Δ

Calls
Pseudo strike
27.45
IV
31.8%
B/E move
8.6%
Puts
Pseudo strike
24.28
IV
29.7%
B/E move
6.3%

30Δ

Calls
Pseudo strike
26.81
IV
25.7%
B/E move
6.1%
Puts
Pseudo strike
24.81
IV
23.3%
B/E move
4.3%

35Δ

Calls
Pseudo strike
26.45
IV
22.2%
B/E move
4.8%
Puts
Pseudo strike
25.11
IV
20.2%
B/E move
3.2%

40Δ

Calls
Pseudo strike
26.08
IV
18.7%
B/E move
3.4%
Puts
Pseudo strike
25.27
IV
18.9%
B/E move
2.7%

45Δ

Calls
Pseudo strike
25.91
IV
17.1%
B/E move
2.9%
Puts
Pseudo strike
25.43
IV
17.7%
B/E move
2.3%

50Δ

Calls
Pseudo strike
25.79
IV
16.2%
B/E move
2.6%
Puts
Pseudo strike
25.60
IV
16.4%
B/E move
1.8%

55Δ

Calls
Pseudo strike
25.67
IV
15.2%
B/E move
2.3%
Puts
Pseudo strike
25.76
IV
15.2%
B/E move
1.3%

60Δ

Calls
Pseudo strike
25.55
IV
14.3%
B/E move
2.0%
Puts
Pseudo strike
25.93
IV
13.9%
B/E move
0.8%

65Δ

Calls
Pseudo strike
25.43
IV
13.3%
B/E move
1.7%
Puts
Pseudo strike
26.12
IV
13.8%
B/E move
0.5%

70Δ

Calls
Pseudo strike
25.31
IV
12.4%
B/E move
1.3%
Puts
Pseudo strike
26.33
IV
14.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
25.19
IV
11.4%
B/E move
1.0%
Puts
Pseudo strike
26.55
IV
15.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
25.07
IV
10.5%
B/E move
0.7%
Puts
Pseudo strike
26.77
IV
16.0%
B/E move
0.2%

Options history

No recorded observations