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iShares Intermediate Muni Income Active ETF INMU

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Market dataready · fetched 2026-11-13T00:49:33.557Z

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 · 2026-11-12T23:30:00.003128156Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T00:49:32.935344+00:00

Share price$23.75
1D-0.6%
AH$23.73$23.78$23.82$23.86$23.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINMU
Sold putSold callAH

iShares Intermediate Muni Income Active ETF options

Live interpolated INMU call and put midpoint premiums by absolute delta.iShares Intermediate Muni Income Active ETF$0.64$0.96$1.29$1.61$1.93$20.78$21.67$22.55$23.43$24.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive INMU spot · $23.75INMU PRICE$0.68$0.68$0.72$0.79$0.85$0.91$0.98$1.04$0.68$0.68$0.68$0.68$0.78$0.91$1.05$1.18$1.31$1.44$1.57$1.71$1.84
PutsExpensive11.10×
Calls——
Skew——
Implied moveBearish±$1.89
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.00159.2%18.6%
25Δ21.41120.1%12.7%
30Δ26.26111.1%13.4%22.2696.1%9.1%
35Δ25.2489.0%9.1%22.8778.0%6.5%
40Δ24.7879.5%7.4%23.2071.7%5.6%
45Δ24.4874.0%6.4%23.4568.4%5.1%
50Δ24.1868.5%5.4%23.7165.1%4.6%
55Δ23.8863.0%4.4%23.9661.8%4.1%
60Δ23.5857.6%3.4%24.2158.5%3.6%
65Δ23.2852.1%2.4%24.4655.3%3.1%
70Δ24.7152.0%2.6%
75Δ24.9748.7%2.1%
80Δ25.2245.4%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.00
IV
159.2%
B/E move
18.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.41
IV
120.1%
B/E move
12.7%

30Δ

Calls
Pseudo strike
26.26
IV
111.1%
B/E move
13.4%
Puts
Pseudo strike
22.26
IV
96.1%
B/E move
9.1%

35Δ

Calls
Pseudo strike
25.24
IV
89.0%
B/E move
9.1%
Puts
Pseudo strike
22.87
IV
78.0%
B/E move
6.5%

40Δ

Calls
Pseudo strike
24.78
IV
79.5%
B/E move
7.4%
Puts
Pseudo strike
23.20
IV
71.7%
B/E move
5.6%

45Δ

Calls
Pseudo strike
24.48
IV
74.0%
B/E move
6.4%
Puts
Pseudo strike
23.45
IV
68.4%
B/E move
5.1%

50Δ

Calls
Pseudo strike
24.18
IV
68.5%
B/E move
5.4%
Puts
Pseudo strike
23.71
IV
65.1%
B/E move
4.6%

55Δ

Calls
Pseudo strike
23.88
IV
63.0%
B/E move
4.4%
Puts
Pseudo strike
23.96
IV
61.8%
B/E move
4.1%

60Δ

Calls
Pseudo strike
23.58
IV
57.6%
B/E move
3.4%
Puts
Pseudo strike
24.21
IV
58.5%
B/E move
3.6%

65Δ

Calls
Pseudo strike
23.28
IV
52.1%
B/E move
2.4%
Puts
Pseudo strike
24.46
IV
55.3%
B/E move
3.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.71
IV
52.0%
B/E move
2.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.97
IV
48.7%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.22
IV
45.4%
B/E move
1.6%

Options history

IV · four-Friday blend34.16%
Daily close
INMU27.0%49.4%71.7%2026-08-14: 31.18%2026-08-17: 43.32%2026-08-18: 47.30%2026-08-19: 50.00%2026-08-20: 62.35%2026-08-21: 30.48%2026-08-24: 30.87%2026-08-25: 30.92%2026-08-26: 31.31%2026-08-27: 31.60%2026-08-28: 31.96%2026-08-31: 32.99%2026-09-01: 33.59%2026-09-02: 33.90%2026-09-03: 34.36%2026-09-04: 34.71%2026-09-08: 36.86%2026-09-09: 37.57%2026-09-10: 38.56%2026-09-11: 39.43%2026-09-14: 44.54%2026-09-15: 47.54%2026-09-16: 52.50%2026-09-17: 62.25%2026-09-18: 31.62%2026-09-21: 33.25%2026-09-22: 34.01%2026-09-23: 34.60%2026-09-24: 33.18%2026-09-25: 33.79%2026-09-28: 34.62%2026-09-29: 35.00%2026-09-30: 36.10%2026-10-01: 34.54%2026-10-02: 34.47%2026-10-05: 46.16%2026-10-06: 38.50%2026-10-07: 38.31%2026-10-08: 38.71%2026-10-09: 40.29%2026-10-12: 44.74%2026-10-13: 49.69%2026-10-14: 55.18%2026-10-15: 68.62%2026-10-16: 33.16%2026-10-19: 33.41%2026-10-20: 33.59%2026-10-21: 33.57%2026-10-22: 30.12%2026-10-23: 42.22%2026-10-26: 30.10%2026-10-27: 30.97%2026-10-28: 30.43%2026-10-29: 32.60%2026-10-30: 34.16%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
31.18%
43.32%
47.30%
50.00%
62.35%
30.48%
30.87%
30.92%
31.31%
31.60%
31.96%
32.99%
33.59%
33.90%
34.36%
34.71%
36.86%
37.57%
38.56%
39.43%
44.54%
47.54%
52.50%
62.25%
31.62%
33.25%
34.01%
34.60%
33.18%
33.79%
34.62%
35.00%
36.10%
34.54%
34.47%
46.16%
38.50%
38.31%
38.71%
40.29%
44.74%
49.69%
55.18%
68.62%
33.16%
33.41%
33.59%
33.57%
30.12%
42.22%
30.10%
30.97%
30.43%
32.60%
34.16%