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Invesco Taxable Municipal Bond ETF BAB

i

Market dataready · fetched 2026-11-11T13:58:54.526Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T01:00:00.17663965Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:58:53.377378+00:00

Share price$25.78
1D-0.3%
AH$25.71$25.75$25.80$25.84$25.885:30 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$0.46$0.87$1.28$1.69$2.09$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEBAB PRICE$0.51$0.75$1.00$1.24$1.49$1.73$1.98$1.25
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ25.8112.6%2.1%
55Δ25.5113.3%1.9%
60Δ25.2114.1%1.6%
65Δ24.9114.8%1.4%
70Δ24.6115.5%1.2%
75Δ24.3116.3%1.0%
80Δ24.0117.0%0.8%27.0015.4%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
25.81
IV
12.6%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
25.51
IV
13.3%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
25.21
IV
14.1%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
24.91
IV
14.8%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
24.61
IV
15.5%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
24.31
IV
16.3%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
24.01
IV
17.0%
B/E move
0.8%
Puts
Pseudo strike
27.00
IV
15.4%
B/E move
0.1%

Options history

IV · four-Friday blend13.13%
Daily close
BAB11.3%22.0%32.6%2026-08-13: 17.40%2026-08-14: 18.03%2026-08-21: 14.22%2026-08-24: 14.42%2026-08-25: 14.30%2026-08-26: 14.53%2026-08-27: 14.64%2026-08-28: 14.67%2026-08-31: 15.10%2026-09-02: 15.36%2026-09-03: 15.60%2026-09-04: 15.82%2026-09-08: 17.48%2026-09-11: 16.87%2026-09-14: 19.15%2026-09-15: 21.27%2026-09-16: 23.24%2026-09-17: 31.10%2026-09-18: 14.08%2026-09-21: 14.06%2026-09-22: 13.92%2026-09-23: 13.57%2026-09-24: 14.23%2026-09-25: 14.80%2026-09-28: 14.93%2026-09-29: 16.06%2026-09-30: 16.26%2026-10-01: 16.53%2026-10-05: 17.51%2026-10-06: 17.64%2026-10-07: 17.97%2026-10-08: 18.13%2026-10-09: 18.87%2026-10-12: 21.31%2026-10-13: 23.36%2026-10-19: 13.75%2026-10-20: 14.52%2026-10-21: 14.30%2026-10-22: 13.95%2026-10-23: 12.81%2026-10-26: 13.26%2026-10-30: 13.13%Aug 13Sep 22Oct 30
42 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
17.40%
18.03%
14.22%
14.42%
14.30%
14.53%
14.64%
14.67%
15.10%
15.36%
15.60%
15.82%
17.48%
16.87%
19.15%
21.27%
23.24%
31.10%
14.08%
14.06%
13.92%
13.57%
14.23%
14.80%
14.93%
16.06%
16.26%
16.53%
17.51%
17.64%
17.97%
18.13%
18.87%
21.31%
23.36%
13.75%
14.52%
14.30%
13.95%
12.81%
13.26%
13.13%