IntraAlpha
Create free account Start free

Invesco Taxable Municipal Bond ETF BAB

i

Market datapartial · fetched 2026-10-22T23:06:33.543Z

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 · 2026-10-22T22:30:00.004305819Z

FundamentalsAlpha Vantage · unavailable

Share price$25.89
1D+0.6%
AH$25.71$25.76$25.82$25.88$25.945:30 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$0.50$0.69$0.88$1.07$24.13$24.99$25.84$26.70$27.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BAB spot · $25.89BAB PRICE$0.33$0.33$0.33$0.34$0.35$0.36$0.37$0.44$0.51$0.58$0.65$0.72$0.79$0.33$0.33$0.34$0.37$0.41$0.44$0.48$0.57$0.66$0.75$0.84$0.92$1.01
PutsExpensive1.81×
CallsExpensive1.72×
SkewBearish+1.30 pp
Implied moveBearish±$0.86
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.9442.3%13.0%23.8638.2%9.1%
25Δ27.7531.8%8.4%24.6029.6%6.2%
30Δ27.0024.3%5.5%25.1024.0%4.4%
35Δ26.7521.5%4.6%25.3322.0%3.6%
40Δ26.5018.8%3.7%25.5520.0%2.9%
45Δ26.2516.0%2.8%25.7817.9%2.1%
50Δ26.0013.2%1.9%26.0116.0%1.4%
55Δ25.8712.8%1.7%26.1515.6%1.2%
60Δ25.7512.4%1.4%26.2915.2%1.0%
65Δ25.6211.9%1.2%26.4314.8%0.8%
70Δ25.5011.5%1.0%26.5814.4%0.6%
75Δ25.3711.1%0.8%26.7214.0%0.4%
80Δ25.2510.7%0.6%26.8613.5%0.2%

20Δ

Calls
Pseudo strike
28.94
IV
42.3%
B/E move
13.0%
Puts
Pseudo strike
23.86
IV
38.2%
B/E move
9.1%

25Δ

Calls
Pseudo strike
27.75
IV
31.8%
B/E move
8.4%
Puts
Pseudo strike
24.60
IV
29.6%
B/E move
6.2%

30Δ

Calls
Pseudo strike
27.00
IV
24.3%
B/E move
5.5%
Puts
Pseudo strike
25.10
IV
24.0%
B/E move
4.4%

35Δ

Calls
Pseudo strike
26.75
IV
21.5%
B/E move
4.6%
Puts
Pseudo strike
25.33
IV
22.0%
B/E move
3.6%

40Δ

Calls
Pseudo strike
26.50
IV
18.8%
B/E move
3.7%
Puts
Pseudo strike
25.55
IV
20.0%
B/E move
2.9%

45Δ

Calls
Pseudo strike
26.25
IV
16.0%
B/E move
2.8%
Puts
Pseudo strike
25.78
IV
17.9%
B/E move
2.1%

50Δ

Calls
Pseudo strike
26.00
IV
13.2%
B/E move
1.9%
Puts
Pseudo strike
26.01
IV
16.0%
B/E move
1.4%

55Δ

Calls
Pseudo strike
25.87
IV
12.8%
B/E move
1.7%
Puts
Pseudo strike
26.15
IV
15.6%
B/E move
1.2%

60Δ

Calls
Pseudo strike
25.75
IV
12.4%
B/E move
1.4%
Puts
Pseudo strike
26.29
IV
15.2%
B/E move
1.0%

65Δ

Calls
Pseudo strike
25.62
IV
11.9%
B/E move
1.2%
Puts
Pseudo strike
26.43
IV
14.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
25.50
IV
11.5%
B/E move
1.0%
Puts
Pseudo strike
26.58
IV
14.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
25.37
IV
11.1%
B/E move
0.8%
Puts
Pseudo strike
26.72
IV
14.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
25.25
IV
10.7%
B/E move
0.6%
Puts
Pseudo strike
26.86
IV
13.5%
B/E move
0.2%

Options history

BAB14.2814.4114.542026-10-20: 14.52%2026-10-21: 14.30%Oct 20Oct 21
Table
DateIV
14.52%
14.30%