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PIMCO Active Bond Exchange-Traded Fund BOND

i

Market dataready · fetched 2026-11-12T02:07:32.035Z

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: 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 · 2026-11-12T00:00:00.002728277Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:07:31.650460+00:00

Share price$88.36
1D-0.1%
AH$88.24$88.29$88.35$88.40$88.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBOND
Sold putSold callAH

PIMCO Active Bond Exchange-Traded Fund options

Live interpolated BOND call and put midpoint premiums by absolute delta.PIMCO Active Bond Exchange-Traded Fund$0.04$0.33$0.62$0.91$1.20$87.20$87.80$88.39$88.99$89.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BOND spot · $88.36BOND PRICE$0.07$0.12$0.17$0.21$0.26$0.31$0.36$0.41$0.46$0.50$0.55$0.66$0.83$0.09$0.12$0.16$0.21$0.27$0.33$0.39$0.45$0.50$0.56$0.62$0.68$1.11
PutsCheap0.87×
CallsFair0.97×
SkewBearish+0.73 pp
Implied moveBearish±$0.75
TiltBearish5.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.044.9%0.9%87.596.5%1.0%
25Δ88.914.8%0.8%87.875.7%0.7%
30Δ88.824.9%0.7%88.065.4%0.5%
35Δ88.725.0%0.7%88.165.4%0.5%
40Δ88.625.0%0.6%88.275.5%0.4%
45Δ88.535.1%0.5%88.375.6%0.4%
50Δ88.435.2%0.5%88.485.6%0.3%
55Δ88.345.2%0.4%88.585.7%0.3%
60Δ88.245.3%0.4%88.695.7%0.2%
65Δ88.145.4%0.3%88.795.8%0.1%
70Δ88.055.4%0.3%88.905.8%0.1%
75Δ87.905.4%0.2%89.015.9%0.0%
80Δ87.705.4%0.2%89.457.8%0.0%

20Δ

Calls
Pseudo strike
89.04
IV
4.9%
B/E move
0.9%
Puts
Pseudo strike
87.59
IV
6.5%
B/E move
1.0%

25Δ

Calls
Pseudo strike
88.91
IV
4.8%
B/E move
0.8%
Puts
Pseudo strike
87.87
IV
5.7%
B/E move
0.7%

30Δ

Calls
Pseudo strike
88.82
IV
4.9%
B/E move
0.7%
Puts
Pseudo strike
88.06
IV
5.4%
B/E move
0.5%

35Δ

Calls
Pseudo strike
88.72
IV
5.0%
B/E move
0.7%
Puts
Pseudo strike
88.16
IV
5.4%
B/E move
0.5%

40Δ

Calls
Pseudo strike
88.62
IV
5.0%
B/E move
0.6%
Puts
Pseudo strike
88.27
IV
5.5%
B/E move
0.4%

45Δ

Calls
Pseudo strike
88.53
IV
5.1%
B/E move
0.5%
Puts
Pseudo strike
88.37
IV
5.6%
B/E move
0.4%

50Δ

Calls
Pseudo strike
88.43
IV
5.2%
B/E move
0.5%
Puts
Pseudo strike
88.48
IV
5.6%
B/E move
0.3%

55Δ

Calls
Pseudo strike
88.34
IV
5.2%
B/E move
0.4%
Puts
Pseudo strike
88.58
IV
5.7%
B/E move
0.3%

60Δ

Calls
Pseudo strike
88.24
IV
5.3%
B/E move
0.4%
Puts
Pseudo strike
88.69
IV
5.7%
B/E move
0.2%

65Δ

Calls
Pseudo strike
88.14
IV
5.4%
B/E move
0.3%
Puts
Pseudo strike
88.79
IV
5.8%
B/E move
0.1%

70Δ

Calls
Pseudo strike
88.05
IV
5.4%
B/E move
0.3%
Puts
Pseudo strike
88.90
IV
5.8%
B/E move
0.1%

75Δ

Calls
Pseudo strike
87.90
IV
5.4%
B/E move
0.2%
Puts
Pseudo strike
89.01
IV
5.9%
B/E move
0.0%

80Δ

Calls
Pseudo strike
87.70
IV
5.4%
B/E move
0.2%
Puts
Pseudo strike
89.45
IV
7.8%
B/E move
0.0%

Options history

IV · four-Friday blend7.27%
Daily close
BOND5.0%6.6%8.3%2026-08-13: 6.03%2026-09-01: 5.29%2026-09-02: 5.19%2026-09-09: 5.39%2026-09-10: 5.94%2026-09-11: 5.85%2026-09-22: 6.17%2026-09-23: 6.56%2026-09-28: 7.66%2026-09-29: 7.99%2026-09-30: 8.08%2026-10-01: 7.55%2026-10-02: 7.69%2026-10-05: 7.27%2026-10-06: 7.08%2026-10-07: 7.05%2026-10-08: 6.73%2026-10-09: 6.55%2026-10-12: 6.96%2026-10-13: 7.14%2026-10-16: 7.28%2026-10-19: 7.37%2026-10-20: 7.19%2026-10-21: 7.09%2026-10-22: 7.38%2026-10-23: 7.17%2026-10-30: 7.27%Aug 13Oct 5Oct 30
27 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
6.03%
5.29%
5.19%
5.39%
5.94%
5.85%
6.17%
6.56%
7.66%
7.99%
8.08%
7.55%
7.69%
7.27%
7.08%
7.05%
6.73%
6.55%
6.96%
7.14%
7.28%
7.37%
7.19%
7.09%
7.38%
7.17%
7.27%