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iShares MBS ETF MBB

i

Market dataready · fetched 2026-11-12T00:55:05.985Z

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 · 2026-11-11T21:02:25.993114242Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:55:05.608618+00:00

Share price$91.12
1D+0.0%
AH$90.96$91.04$91.12$91.19$91.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMBB
Sold putSold callAH

iShares MBS ETF options

Live interpolated MBB call and put midpoint premiums by absolute delta.iShares MBS ETF$0.10$0.55$1.01$1.46$1.92$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ 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 PRICEMBB PRICE$0.14$0.19$0.17$1.26$1.35$1.44$1.52$1.61$1.70$1.79
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.328.4%1.5%89.9710.6%1.5%
25Δ92.088.6%1.3%
30Δ
35Δ
40Δ
45Δ
50Δ91.1722.1%1.3%
55Δ91.4220.6%1.1%
60Δ91.6719.1%1.0%
65Δ91.9217.6%0.8%
70Δ92.1716.1%0.6%
75Δ92.4314.6%0.4%
80Δ92.6813.1%0.3%

20Δ

Calls
Pseudo strike
92.32
IV
8.4%
B/E move
1.5%
Puts
Pseudo strike
89.97
IV
10.6%
B/E move
1.5%

25Δ

Calls
Pseudo strike
92.08
IV
8.6%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
91.17
IV
22.1%
B/E move
1.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
91.42
IV
20.6%
B/E move
1.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
91.67
IV
19.1%
B/E move
1.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
91.92
IV
17.6%
B/E move
0.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.17
IV
16.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.43
IV
14.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.68
IV
13.1%
B/E move
0.3%

Options history

IV · four-Friday blend9.18%
Daily EOD
MBB7.7%8.5%9.3%2026-10-19: 7.93%2026-10-20: 8.47%2026-10-21: 8.30%2026-10-22: 8.03%2026-10-23: 7.78%2026-10-27: 8.17%2026-10-28: 7.84%2026-10-29: 8.30%2026-10-30: 9.18%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
7.93%
8.47%
8.30%
8.03%
7.78%
8.17%
7.84%
8.30%
9.18%