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Simplify MBS ETF MTBA

i

Market dataready · fetched 2026-11-11T15:51:41.685Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

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 · 2026-11-11T15:41:21.544448039Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:51:40.210558+00:00

Share price$47.37
1D-0.1%
$47.34$47.36$47.39$47.42$47.445:30 AM6:30 AM9:00 AM1:00 PMMTBA
Sold putSold call

Simplify MBS ETF options

Live interpolated MTBA call and put midpoint premiums by absolute delta.Simplify MBS ETF$2.41$2.77$3.13$3.49$3.85$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —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/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEMTBA PRICE$2.45$2.45$2.45$2.45$2.45$2.46$3.03$3.75
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ47.2821.4%5.4%
45Δ48.2518.2%3.3%
50Δ49.0215.6%1.7%
55Δ49.8016.3%1.3%
60Δ50.7417.3%0.8%
65Δ
70Δ45.7910.3%1.8%
75Δ45.609.0%1.4%
80Δ45.427.8%1.0%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
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
47.28
IV
21.4%
B/E move
5.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.25
IV
18.2%
B/E move
3.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.02
IV
15.6%
B/E move
1.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.80
IV
16.3%
B/E move
1.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.74
IV
17.3%
B/E move
0.8%

65Δ

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

70Δ

Calls
Pseudo strike
45.79
IV
10.3%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
45.60
IV
9.0%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
45.42
IV
7.8%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend16.42%
Daily EOD
MTBA11.4%14.6%17.8%2026-10-19: 15.92%2026-10-20: 16.42%2026-10-21: 16.22%2026-10-22: 14.96%2026-10-23: 11.80%2026-10-26: 15.01%2026-10-27: 16.24%2026-10-28: 13.71%2026-10-29: 17.35%2026-10-30: 16.42%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.92%
16.42%
16.22%
14.96%
11.80%
15.01%
16.24%
13.71%
17.35%
16.42%