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PIMCO 15+ Year U.S. TIPS Index Exchange-Traded Fund LTPZ

i

Market dataready · fetched 2026-11-11T14:51:33.236Z

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 · 2026-11-11T14:49:50.447507531Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:51:32.295392+00:00

Share price$46.06
1D-0.3%
$46.01$46.06$46.11$46.17$46.225:30 AM6:30 AM9:00 AM1:00 PMLTPZ
Sold putSold call

PIMCO 15+ Year U.S. TIPS Index Exchange-Traded Fund options

Live interpolated LTPZ call and put midpoint premiums by absolute delta.PIMCO 15+ Year U.S. TIPS Index Exchange-Traded Fund$0.00$1.96$3.92$5.88$7.84$43.91$44.92$45.93$46.93$47.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LTPZ spot · $46.06LTPZ PRICE$0.09$0.12$0.15$0.17$0.20$0.23$0.26$0.29$0.37$0.50$0.63$0.76$0.89$0.08$0.10$0.12$0.14$0.17$0.71$1.64$2.58$3.52$4.45$5.39$6.33$7.26
PutsExpensive1.45×
CallsCheap0.81×
SkewBearish+15.00 pp
Implied moveBearish±$1.90
TiltBearish74.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.778.6%1.7%45.379.6%1.7%
25Δ46.668.6%1.6%45.519.2%1.4%
30Δ46.568.6%1.4%45.658.8%1.2%
35Δ46.468.5%1.2%45.808.4%0.9%
40Δ46.368.5%1.1%45.948.0%0.6%
45Δ46.258.5%0.9%46.5411.4%0.5%
50Δ46.158.4%0.7%47.5017.7%0.5%
55Δ46.058.4%0.6%48.4524.1%0.4%
60Δ45.928.7%0.5%49.4030.4%0.4%
65Δ45.769.3%0.4%50.3636.8%0.4%
70Δ45.619.9%0.4%51.3143.1%0.3%
75Δ45.4610.5%0.3%52.2649.5%0.3%
80Δ45.3011.1%0.3%53.2255.8%0.2%

20Δ

Calls
Pseudo strike
46.77
IV
8.6%
B/E move
1.7%
Puts
Pseudo strike
45.37
IV
9.6%
B/E move
1.7%

25Δ

Calls
Pseudo strike
46.66
IV
8.6%
B/E move
1.6%
Puts
Pseudo strike
45.51
IV
9.2%
B/E move
1.4%

30Δ

Calls
Pseudo strike
46.56
IV
8.6%
B/E move
1.4%
Puts
Pseudo strike
45.65
IV
8.8%
B/E move
1.2%

35Δ

Calls
Pseudo strike
46.46
IV
8.5%
B/E move
1.2%
Puts
Pseudo strike
45.80
IV
8.4%
B/E move
0.9%

40Δ

Calls
Pseudo strike
46.36
IV
8.5%
B/E move
1.1%
Puts
Pseudo strike
45.94
IV
8.0%
B/E move
0.6%

45Δ

Calls
Pseudo strike
46.25
IV
8.5%
B/E move
0.9%
Puts
Pseudo strike
46.54
IV
11.4%
B/E move
0.5%

50Δ

Calls
Pseudo strike
46.15
IV
8.4%
B/E move
0.7%
Puts
Pseudo strike
47.50
IV
17.7%
B/E move
0.5%

55Δ

Calls
Pseudo strike
46.05
IV
8.4%
B/E move
0.6%
Puts
Pseudo strike
48.45
IV
24.1%
B/E move
0.4%

60Δ

Calls
Pseudo strike
45.92
IV
8.7%
B/E move
0.5%
Puts
Pseudo strike
49.40
IV
30.4%
B/E move
0.4%

65Δ

Calls
Pseudo strike
45.76
IV
9.3%
B/E move
0.4%
Puts
Pseudo strike
50.36
IV
36.8%
B/E move
0.4%

70Δ

Calls
Pseudo strike
45.61
IV
9.9%
B/E move
0.4%
Puts
Pseudo strike
51.31
IV
43.1%
B/E move
0.3%

75Δ

Calls
Pseudo strike
45.46
IV
10.5%
B/E move
0.3%
Puts
Pseudo strike
52.26
IV
49.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
45.30
IV
11.1%
B/E move
0.3%
Puts
Pseudo strike
53.22
IV
55.8%
B/E move
0.2%

Options history

IV · four-Friday blend12.08%
Daily EOD
LTPZ11.1%13.4%15.7%2026-10-19: 11.72%2026-10-20: 12.28%2026-10-21: 13.68%2026-10-22: 15.42%2026-10-23: 13.24%2026-10-26: 12.43%2026-10-27: 11.43%2026-10-28: 11.41%2026-10-29: 12.58%2026-10-30: 12.08%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
11.72%
12.28%
13.68%
15.42%
13.24%
12.43%
11.43%
11.41%
12.58%
12.08%