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PIMCO Active Bond Exchange-Traded Fund BOND

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Market dataready · fetched 2026-10-22T23:51:30.374Z

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 · 2026-10-22T23:00:00.002531488Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:51:29.744258+00:00

Share price$88.69
1D+0.6%
AH$88.10$88.29$88.48$88.67$88.865:30 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$0.01$1.46$2.92$4.37$5.83$84.77$86.64$88.50$90.37$92.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BOND spot · $88.69BOND PRICE$0.16$0.21$0.26$0.31$0.36$0.41$0.48$0.68$0.87$1.06$1.26$1.45$1.64$0.24$0.32$0.40$0.52$0.67$0.81$0.95$1.24$1.52$1.91$2.53$3.68$5.41
PutsCheap0.87×
CallsCheap0.49×
SkewBearish+5.69 pp
Implied moveBearish±$1.43
TiltBearish37.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ90.295.9%2.0%87.258.2%1.9%
25Δ89.965.7%1.7%87.588.2%1.6%
30Δ89.765.5%1.5%87.908.2%1.3%
35Δ89.565.3%1.3%88.198.5%1.2%
40Δ89.365.1%1.2%88.468.8%1.0%
45Δ89.164.9%1.0%88.739.1%0.9%
50Δ88.954.7%0.8%89.009.4%0.7%
55Δ88.675.0%0.7%89.3710.1%0.6%
60Δ88.395.3%0.6%89.7410.8%0.5%
65Δ88.115.6%0.5%90.2011.9%0.5%
70Δ87.835.9%0.4%90.8713.6%0.4%
75Δ87.556.2%0.3%92.0317.2%0.4%
80Δ87.266.5%0.2%93.8121.5%0.3%

20Δ

Calls
Pseudo strike
90.29
IV
5.9%
B/E move
2.0%
Puts
Pseudo strike
87.25
IV
8.2%
B/E move
1.9%

25Δ

Calls
Pseudo strike
89.96
IV
5.7%
B/E move
1.7%
Puts
Pseudo strike
87.58
IV
8.2%
B/E move
1.6%

30Δ

Calls
Pseudo strike
89.76
IV
5.5%
B/E move
1.5%
Puts
Pseudo strike
87.90
IV
8.2%
B/E move
1.3%

35Δ

Calls
Pseudo strike
89.56
IV
5.3%
B/E move
1.3%
Puts
Pseudo strike
88.19
IV
8.5%
B/E move
1.2%

40Δ

Calls
Pseudo strike
89.36
IV
5.1%
B/E move
1.2%
Puts
Pseudo strike
88.46
IV
8.8%
B/E move
1.0%

45Δ

Calls
Pseudo strike
89.16
IV
4.9%
B/E move
1.0%
Puts
Pseudo strike
88.73
IV
9.1%
B/E move
0.9%

50Δ

Calls
Pseudo strike
88.95
IV
4.7%
B/E move
0.8%
Puts
Pseudo strike
89.00
IV
9.4%
B/E move
0.7%

55Δ

Calls
Pseudo strike
88.67
IV
5.0%
B/E move
0.7%
Puts
Pseudo strike
89.37
IV
10.1%
B/E move
0.6%

60Δ

Calls
Pseudo strike
88.39
IV
5.3%
B/E move
0.6%
Puts
Pseudo strike
89.74
IV
10.8%
B/E move
0.5%

65Δ

Calls
Pseudo strike
88.11
IV
5.6%
B/E move
0.5%
Puts
Pseudo strike
90.20
IV
11.9%
B/E move
0.5%

70Δ

Calls
Pseudo strike
87.83
IV
5.9%
B/E move
0.4%
Puts
Pseudo strike
90.87
IV
13.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
87.55
IV
6.2%
B/E move
0.3%
Puts
Pseudo strike
92.03
IV
17.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
87.26
IV
6.5%
B/E move
0.2%
Puts
Pseudo strike
93.81
IV
21.5%
B/E move
0.3%

Options history

BOND10.8814.5918.302026-10-20: 17.78%2026-10-21: 11.39%Oct 20Oct 21
Table
DateIV
17.78%
11.39%