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iShares National Muni Bond ETF MUB

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Market datapartial · fetched 2026-10-22T14:41:49.284Z

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 · 2026-10-22T14:41:37.045521314Z

FundamentalsAlpha Vantage · unavailable

Share price$103.24
1D+0.7%
$102.44$102.66$102.87$103.09$103.305:30 AM6:30 AM9:00 AM1:00 PMMUB
Sold putSold call

iShares National Muni Bond ETF options

Live interpolated MUB call and put midpoint premiums by absolute delta.iShares National Muni Bond ETF$0.00$3.22$6.44$9.66$12.88$97.32$100.27$103.22$106.17$109.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MUB spot · $103.23MUB PRICE$0.15$0.21$0.26$0.31$0.35$0.40$0.44$0.48$0.56$0.95$1.33$1.71$2.10$0.31$0.43$0.54$0.68$0.81$1.14$1.55$2.06$2.79$3.52$5.09$7.86$11.94
PutsExpensive1.06×
CallsCheap0.28×
SkewBearish+11.71 pp
Implied moveBearish±$2.00
TiltBearish61.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.764.6%1.6%101.508.6%2.0%
25Δ104.534.5%1.5%101.809.2%1.8%
30Δ104.314.5%1.3%102.139.6%1.6%
35Δ104.084.4%1.1%102.509.6%1.4%
40Δ103.864.3%0.9%102.889.6%1.1%
45Δ103.644.1%0.8%103.2910.8%1.1%
50Δ103.423.8%0.6%103.7012.6%1.1%
55Δ103.203.6%0.4%104.2314.5%1.0%
60Δ102.963.5%0.3%105.0416.5%0.9%
65Δ102.564.4%0.3%105.8518.6%0.9%
70Δ102.155.3%0.2%107.4223.2%0.9%
75Δ101.756.1%0.2%110.1630.5%0.9%
80Δ101.347.0%0.2%114.3239.1%0.8%

20Δ

Calls
Pseudo strike
104.76
IV
4.6%
B/E move
1.6%
Puts
Pseudo strike
101.50
IV
8.6%
B/E move
2.0%

25Δ

Calls
Pseudo strike
104.53
IV
4.5%
B/E move
1.5%
Puts
Pseudo strike
101.80
IV
9.2%
B/E move
1.8%

30Δ

Calls
Pseudo strike
104.31
IV
4.5%
B/E move
1.3%
Puts
Pseudo strike
102.13
IV
9.6%
B/E move
1.6%

35Δ

Calls
Pseudo strike
104.08
IV
4.4%
B/E move
1.1%
Puts
Pseudo strike
102.50
IV
9.6%
B/E move
1.4%

40Δ

Calls
Pseudo strike
103.86
IV
4.3%
B/E move
0.9%
Puts
Pseudo strike
102.88
IV
9.6%
B/E move
1.1%

45Δ

Calls
Pseudo strike
103.64
IV
4.1%
B/E move
0.8%
Puts
Pseudo strike
103.29
IV
10.8%
B/E move
1.1%

50Δ

Calls
Pseudo strike
103.42
IV
3.8%
B/E move
0.6%
Puts
Pseudo strike
103.70
IV
12.6%
B/E move
1.1%

55Δ

Calls
Pseudo strike
103.20
IV
3.6%
B/E move
0.4%
Puts
Pseudo strike
104.23
IV
14.5%
B/E move
1.0%

60Δ

Calls
Pseudo strike
102.96
IV
3.5%
B/E move
0.3%
Puts
Pseudo strike
105.04
IV
16.5%
B/E move
0.9%

65Δ

Calls
Pseudo strike
102.56
IV
4.4%
B/E move
0.3%
Puts
Pseudo strike
105.85
IV
18.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
102.15
IV
5.3%
B/E move
0.2%
Puts
Pseudo strike
107.42
IV
23.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
101.75
IV
6.1%
B/E move
0.2%
Puts
Pseudo strike
110.16
IV
30.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
101.34
IV
7.0%
B/E move
0.2%
Puts
Pseudo strike
114.32
IV
39.1%
B/E move
0.8%

Options history

No recorded observations