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

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Market dataready · fetched 2026-11-13T01:20:29.155Z

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 · 2026-11-13T01:00:00.133336152Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:20:28.720334+00:00

Share price$89.39
1D-0.4%
AH$89.35$89.46$89.57$89.68$89.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHYS
Sold putSold callAH

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

Live interpolated HYS call and put midpoint premiums by absolute delta.PIMCO 0-5 Year High Yield Corporate Bond Exchange-Traded Fund$1.19$1.55$1.91$2.27$2.64$88.04$89.76$91.48$93.21$94.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive HYS spot · $89.39HYS PRICE$1.23$1.23$1.23$1.23$1.23$1.23$1.41$1.60$1.81$2.01$2.20$2.37$2.53$1.23$1.23$1.23$1.24$1.28$1.45$1.61$1.78$1.95$2.11$2.28$2.45
Puts——
CallsExpensive7.65×
Skew——
Implied moveBalanced±$2.86
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.7289.1%14.0%
25Δ95.9365.8%8.7%84.6360.2%6.7%
30Δ93.3551.2%5.8%86.4547.6%4.7%
35Δ91.8241.5%4.1%87.6538.8%3.3%
40Δ90.9334.9%3.1%88.4532.6%2.4%
45Δ90.0328.3%2.1%89.0728.1%1.8%
50Δ89.5627.6%1.8%89.4226.7%1.6%
55Δ89.1127.0%1.5%89.7725.4%1.4%
60Δ88.6926.2%1.2%90.1224.0%1.2%
65Δ88.2825.3%1.0%90.4722.6%1.0%
70Δ87.9024.1%0.8%90.8221.3%0.8%
75Δ87.5822.4%0.6%91.1719.9%0.6%
80Δ87.2720.6%0.5%91.5218.5%0.4%

20Δ

Calls
Pseudo strike
100.72
IV
89.1%
B/E move
14.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
95.93
IV
65.8%
B/E move
8.7%
Puts
Pseudo strike
84.63
IV
60.2%
B/E move
6.7%

30Δ

Calls
Pseudo strike
93.35
IV
51.2%
B/E move
5.8%
Puts
Pseudo strike
86.45
IV
47.6%
B/E move
4.7%

35Δ

Calls
Pseudo strike
91.82
IV
41.5%
B/E move
4.1%
Puts
Pseudo strike
87.65
IV
38.8%
B/E move
3.3%

40Δ

Calls
Pseudo strike
90.93
IV
34.9%
B/E move
3.1%
Puts
Pseudo strike
88.45
IV
32.6%
B/E move
2.4%

45Δ

Calls
Pseudo strike
90.03
IV
28.3%
B/E move
2.1%
Puts
Pseudo strike
89.07
IV
28.1%
B/E move
1.8%

50Δ

Calls
Pseudo strike
89.56
IV
27.6%
B/E move
1.8%
Puts
Pseudo strike
89.42
IV
26.7%
B/E move
1.6%

55Δ

Calls
Pseudo strike
89.11
IV
27.0%
B/E move
1.5%
Puts
Pseudo strike
89.77
IV
25.4%
B/E move
1.4%

60Δ

Calls
Pseudo strike
88.69
IV
26.2%
B/E move
1.2%
Puts
Pseudo strike
90.12
IV
24.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
88.28
IV
25.3%
B/E move
1.0%
Puts
Pseudo strike
90.47
IV
22.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
87.90
IV
24.1%
B/E move
0.8%
Puts
Pseudo strike
90.82
IV
21.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
87.58
IV
22.4%
B/E move
0.6%
Puts
Pseudo strike
91.17
IV
19.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
87.27
IV
20.6%
B/E move
0.5%
Puts
Pseudo strike
91.52
IV
18.5%
B/E move
0.4%

Options history

IV · four-Friday blend15.75%
Daily close
HYS12.8%23.4%33.9%2026-08-14: 18.82%2026-08-17: 19.70%2026-08-18: 21.58%2026-08-19: 24.15%2026-08-20: 32.47%2026-08-21: 14.27%2026-08-24: 14.50%2026-08-25: 15.66%2026-08-26: 15.42%2026-08-27: 15.60%2026-08-28: 14.65%2026-08-31: 15.69%2026-09-01: 16.08%2026-09-02: 16.53%2026-09-03: 16.60%2026-09-04: 17.01%2026-09-08: 18.08%2026-09-09: 18.48%2026-09-10: 18.73%2026-09-11: 18.64%2026-09-14: 22.01%2026-09-15: 23.88%2026-09-16: 26.41%2026-09-17: 31.75%2026-09-18: 15.65%2026-09-21: 14.58%2026-09-22: 14.73%2026-09-23: 14.71%2026-09-24: 15.12%2026-09-25: 14.90%2026-09-28: 15.83%2026-09-29: 16.02%2026-09-30: 15.96%2026-10-01: 15.68%2026-10-02: 15.65%2026-10-05: 16.68%2026-10-06: 17.10%2026-10-07: 17.14%2026-10-08: 17.50%2026-10-09: 18.00%2026-10-12: 20.31%2026-10-13: 21.02%2026-10-14: 24.38%2026-10-15: 28.00%2026-10-16: 14.36%2026-10-19: 14.56%2026-10-20: 14.57%2026-10-21: 14.72%2026-10-22: 14.75%2026-10-23: 14.96%2026-10-26: 15.17%2026-10-27: 15.35%2026-10-28: 15.12%2026-10-29: 15.45%2026-10-30: 15.75%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
18.82%
19.70%
21.58%
24.15%
32.47%
14.27%
14.50%
15.66%
15.42%
15.60%
14.65%
15.69%
16.08%
16.53%
16.60%
17.01%
18.08%
18.48%
18.73%
18.64%
22.01%
23.88%
26.41%
31.75%
15.65%
14.58%
14.73%
14.71%
15.12%
14.90%
15.83%
16.02%
15.96%
15.68%
15.65%
16.68%
17.10%
17.14%
17.50%
18.00%
20.31%
21.02%
24.38%
28.00%
14.36%
14.56%
14.57%
14.72%
14.75%
14.96%
15.17%
15.35%
15.12%
15.45%
15.75%