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Simplify MBS ETF MTBA

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Market datapartial · fetched 2026-10-22T21:13:16.747Z

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 · 2026-10-22T20:10:00.003097792Z

FundamentalsAlpha Vantage · unavailable

Share price$47.62
1D+0.3%
AH$47.45$47.51$47.57$47.64$47.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMTBA
Sold putSold callAH

Simplify MBS ETF options

Live interpolated MTBA call and put midpoint premiums by absolute delta.Simplify MBS ETF$0.83$1.04$1.25$1.46$1.67$43.02$45.26$47.49$49.72$51.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MTBA spot · $47.62MTBA PRICE$0.85$0.85$0.85$0.85$0.88$0.94$1.00$1.06$1.12$1.17$1.29$1.44$1.60$0.85$0.85$0.86$0.88$0.93$1.04$1.16$1.30$1.45$1.61
PutsFair1.05×
CallsFair0.97×
SkewBearish+2.68 pp
Implied moveBearish±$2.15
TiltBullish11.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.1361.5%19.7%42.6152.9%12.3%
25Δ52.5345.3%12.1%44.5340.3%8.3%
30Δ50.6235.2%8.1%45.5633.4%6.1%
35Δ49.4828.3%5.7%46.3827.8%4.5%
40Δ48.8424.3%4.4%47.0923.3%3.1%
45Δ48.5022.4%3.8%47.4722.1%2.5%
50Δ48.1620.5%3.2%47.8520.8%1.9%
55Δ47.8218.6%2.6%48.1919.9%1.5%
60Δ47.4816.7%2.1%48.5119.2%1.2%
65Δ47.1514.8%1.5%48.8218.5%0.9%
70Δ46.8413.7%1.1%
75Δ46.5613.1%0.8%
80Δ46.2712.6%0.5%

20Δ

Calls
Pseudo strike
56.13
IV
61.5%
B/E move
19.7%
Puts
Pseudo strike
42.61
IV
52.9%
B/E move
12.3%

25Δ

Calls
Pseudo strike
52.53
IV
45.3%
B/E move
12.1%
Puts
Pseudo strike
44.53
IV
40.3%
B/E move
8.3%

30Δ

Calls
Pseudo strike
50.62
IV
35.2%
B/E move
8.1%
Puts
Pseudo strike
45.56
IV
33.4%
B/E move
6.1%

35Δ

Calls
Pseudo strike
49.48
IV
28.3%
B/E move
5.7%
Puts
Pseudo strike
46.38
IV
27.8%
B/E move
4.5%

40Δ

Calls
Pseudo strike
48.84
IV
24.3%
B/E move
4.4%
Puts
Pseudo strike
47.09
IV
23.3%
B/E move
3.1%

45Δ

Calls
Pseudo strike
48.50
IV
22.4%
B/E move
3.8%
Puts
Pseudo strike
47.47
IV
22.1%
B/E move
2.5%

50Δ

Calls
Pseudo strike
48.16
IV
20.5%
B/E move
3.2%
Puts
Pseudo strike
47.85
IV
20.8%
B/E move
1.9%

55Δ

Calls
Pseudo strike
47.82
IV
18.6%
B/E move
2.6%
Puts
Pseudo strike
48.19
IV
19.9%
B/E move
1.5%

60Δ

Calls
Pseudo strike
47.48
IV
16.7%
B/E move
2.1%
Puts
Pseudo strike
48.51
IV
19.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
47.15
IV
14.8%
B/E move
1.5%
Puts
Pseudo strike
48.82
IV
18.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
46.84
IV
13.7%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
46.56
IV
13.1%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
46.27
IV
12.6%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations