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Simplify MBS ETF MTBA

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Market datapartial · fetched 2026-10-22T14:49:08.363Z

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 · 2026-10-22T14:47:46.209042239Z

FundamentalsAlpha Vantage · unavailable

Share price$47.51
1D+0.0%
$47.45$47.47$47.50$47.52$47.555:30 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$1.09$1.43$1.76$2.10$2.43$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEMTBA PRICE$1.13$1.53$1.93$2.33
Puts——
CallsCheap0.56×
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
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ46.9913.9%1.3%
70Δ46.5014.3%1.1%
75Δ46.0014.8%0.9%
80Δ45.5115.2%0.7%

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
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
IV
B/E move

55Δ

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

60Δ

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

65Δ

Calls
Pseudo strike
46.99
IV
13.9%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
46.50
IV
14.3%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
46.00
IV
14.8%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
45.51
IV
15.2%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations