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PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund HYS

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Market datapartial · fetched 2026-10-23T15:54:25.931Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

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 · 2026-10-23T15:51:12.4132381Z

FundamentalsAlpha Vantage · unavailable

Share price$89.50
1D+0.0%
$89.41$89.48$89.55$89.62$89.695:30 AM6:30 AM9:00 AM1:00 PMHYS
Sold putSold call

PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund options

Live interpolated HYS call and put midpoint premiums by absolute delta.PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund$2.26$4.03$5.81$7.58$9.35$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEHYS PRICE$2.45$2.45$3.60$4.91$6.22$7.53$8.84
PutsExpensive4.67×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ83.2421.1%9.7%
30Δ86.6716.6%5.9%
35Δ88.6517.2%5.0%
40Δ90.5418.3%4.3%
45Δ92.4219.5%3.7%
50Δ94.3120.7%3.0%
55Δ96.1921.8%2.4%
60Δ
65Δ
70Δ
75Δ
80Δ

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
83.24
IV
21.1%
B/E move
9.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
86.67
IV
16.6%
B/E move
5.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.65
IV
17.2%
B/E move
5.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.54
IV
18.3%
B/E move
4.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.42
IV
19.5%
B/E move
3.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
94.31
IV
20.7%
B/E move
3.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
96.19
IV
21.8%
B/E move
2.4%

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

No recorded observations