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

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Market datapartial · fetched 2026-10-22T21:08:29.688Z

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 · 2026-10-22T20:47:16.680592662Z

FundamentalsAlpha Vantage · unavailable

Share price$47.59
1D+1.1%
AH$46.99$47.16$47.33$47.49$47.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLTPZ
Sold putSold callAH

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$1.99$3.98$5.98$7.97$43.38$45.35$47.32$49.29$51.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LTPZ spot · $47.59LTPZ PRICE$0.18$0.24$0.31$0.37$0.44$0.51$0.56$0.61$0.66$0.71$0.76$0.81$1.87$0.24$0.33$0.42$0.52$0.64$0.77$0.90$1.07$1.36$1.66$3.00$3.78$7.39
PutsFair1.00×
CallsCheap0.50×
SkewBearish+10.26 pp
Implied moveBearish±$1.46
TiltBearish46.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.3112.8%4.0%46.1115.0%3.6%
25Δ48.8811.7%3.2%46.4015.3%3.2%
30Δ48.6511.7%2.9%46.6815.6%2.8%
35Δ48.4211.6%2.5%46.9715.8%2.4%
40Δ48.1911.6%2.2%47.2415.9%2.1%
45Δ47.9711.5%1.9%47.5216.0%1.8%
50Δ47.8310.8%1.7%47.7916.0%1.5%
55Δ47.6810.1%1.5%48.0816.4%1.2%
60Δ47.549.5%1.3%48.4617.6%1.0%
65Δ47.408.8%1.1%48.8318.9%0.9%
70Δ47.258.2%0.9%50.0329.3%1.2%
75Δ47.117.5%0.7%50.9231.8%0.9%
80Δ46.0814.8%0.7%54.4650.4%1.1%

20Δ

Calls
Pseudo strike
49.31
IV
12.8%
B/E move
4.0%
Puts
Pseudo strike
46.11
IV
15.0%
B/E move
3.6%

25Δ

Calls
Pseudo strike
48.88
IV
11.7%
B/E move
3.2%
Puts
Pseudo strike
46.40
IV
15.3%
B/E move
3.2%

30Δ

Calls
Pseudo strike
48.65
IV
11.7%
B/E move
2.9%
Puts
Pseudo strike
46.68
IV
15.6%
B/E move
2.8%

35Δ

Calls
Pseudo strike
48.42
IV
11.6%
B/E move
2.5%
Puts
Pseudo strike
46.97
IV
15.8%
B/E move
2.4%

40Δ

Calls
Pseudo strike
48.19
IV
11.6%
B/E move
2.2%
Puts
Pseudo strike
47.24
IV
15.9%
B/E move
2.1%

45Δ

Calls
Pseudo strike
47.97
IV
11.5%
B/E move
1.9%
Puts
Pseudo strike
47.52
IV
16.0%
B/E move
1.8%

50Δ

Calls
Pseudo strike
47.83
IV
10.8%
B/E move
1.7%
Puts
Pseudo strike
47.79
IV
16.0%
B/E move
1.5%

55Δ

Calls
Pseudo strike
47.68
IV
10.1%
B/E move
1.5%
Puts
Pseudo strike
48.08
IV
16.4%
B/E move
1.2%

60Δ

Calls
Pseudo strike
47.54
IV
9.5%
B/E move
1.3%
Puts
Pseudo strike
48.46
IV
17.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
47.40
IV
8.8%
B/E move
1.1%
Puts
Pseudo strike
48.83
IV
18.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
47.25
IV
8.2%
B/E move
0.9%
Puts
Pseudo strike
50.03
IV
29.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
47.11
IV
7.5%
B/E move
0.7%
Puts
Pseudo strike
50.92
IV
31.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
46.08
IV
14.8%
B/E move
0.7%
Puts
Pseudo strike
54.46
IV
50.4%
B/E move
1.1%

Options history

No recorded observations