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

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Market datapartial · fetched 2026-10-22T21:07:13.572Z

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 · 2026-10-22T20:10:00.002308993Z

FundamentalsAlpha Vantage · unavailable

Share price$89.74
1D+0.1%
AH$89.53$89.62$89.71$89.80$89.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHYS
Sold putSold callAH

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$1.00$1.34$1.68$2.03$2.37$82.57$85.75$88.92$92.10$95.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HYS spot · $89.74HYS PRICE$1.27$1.27$1.27$1.27$1.30$1.36$1.53$1.75$1.94$2.05$2.16$2.27$1.03$1.32$1.24$1.40$1.45$1.65$1.89$2.17
PutsExpensive3.96×
CallsExpensive3.32×
SkewBearish+6.48 pp
Implied moveBearish±$3.25
TiltBullish23.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.8633.1%7.7%
25Δ96.8435.5%9.3%84.8833.5%6.9%
30Δ94.1027.6%6.3%87.1424.4%4.3%
35Δ92.4722.2%4.5%87.9023.1%3.6%
40Δ91.4118.4%3.3%88.9419.5%2.5%
45Δ90.7015.8%2.5%89.5818.6%2.0%
50Δ90.1613.9%2.0%90.1818.1%1.6%
55Δ89.7013.2%1.7%90.7417.8%1.3%
60Δ89.2813.1%1.4%
65Δ88.9112.7%1.2%
70Δ88.6311.7%1.0%
75Δ88.3510.7%0.9%
80Δ88.079.6%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.86
IV
33.1%
B/E move
7.7%

25Δ

Calls
Pseudo strike
96.84
IV
35.5%
B/E move
9.3%
Puts
Pseudo strike
84.88
IV
33.5%
B/E move
6.9%

30Δ

Calls
Pseudo strike
94.10
IV
27.6%
B/E move
6.3%
Puts
Pseudo strike
87.14
IV
24.4%
B/E move
4.3%

35Δ

Calls
Pseudo strike
92.47
IV
22.2%
B/E move
4.5%
Puts
Pseudo strike
87.90
IV
23.1%
B/E move
3.6%

40Δ

Calls
Pseudo strike
91.41
IV
18.4%
B/E move
3.3%
Puts
Pseudo strike
88.94
IV
19.5%
B/E move
2.5%

45Δ

Calls
Pseudo strike
90.70
IV
15.8%
B/E move
2.5%
Puts
Pseudo strike
89.58
IV
18.6%
B/E move
2.0%

50Δ

Calls
Pseudo strike
90.16
IV
13.9%
B/E move
2.0%
Puts
Pseudo strike
90.18
IV
18.1%
B/E move
1.6%

55Δ

Calls
Pseudo strike
89.70
IV
13.2%
B/E move
1.7%
Puts
Pseudo strike
90.74
IV
17.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
89.28
IV
13.1%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
88.91
IV
12.7%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
88.63
IV
11.7%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
88.35
IV
10.7%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
88.07
IV
9.6%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations