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iShares National Muni Bond ETF MUB

i

Market dataready · fetched 2026-11-11T15:51:19.077Z

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 · 2026-11-11T15:50:49.587534365Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:51:16.642613+00:00

Share price$104.70
1D+0.1%
$104.51$104.57$104.64$104.71$104.775:30 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$0.90$1.81$2.71$3.61$102.78$103.80$104.81$105.83$106.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MUB spot · $104.70MUB PRICE$0.09$0.11$0.14$0.16$0.20$0.26$0.32$0.38$0.44$0.51$0.57$0.63$0.69$0.12$0.18$0.26$0.33$0.41$0.49$0.56$0.64$0.93$1.25$1.57$3.35
Puts——
CallsCheap0.38×
Skew——
Implied moveBearish±$0.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ105.594.5%0.9%103.896.4%0.9%
25Δ105.424.3%0.8%104.106.4%0.7%
30Δ105.264.2%0.7%104.256.7%0.7%
35Δ105.104.1%0.5%104.407.0%0.6%
40Δ104.974.0%0.4%104.547.3%0.5%
45Δ104.874.0%0.4%104.697.6%0.5%
50Δ104.783.9%0.4%104.847.9%0.4%
55Δ104.683.9%0.3%104.988.3%0.3%
60Δ104.593.9%0.3%105.309.8%0.3%
65Δ104.493.8%0.3%105.6311.4%0.3%
70Δ104.403.8%0.3%105.9713.1%0.3%
75Δ104.303.8%0.2%
80Δ104.213.7%0.2%107.8020.1%0.2%

20Δ

Calls
Pseudo strike
105.59
IV
4.5%
B/E move
0.9%
Puts
Pseudo strike
103.89
IV
6.4%
B/E move
0.9%

25Δ

Calls
Pseudo strike
105.42
IV
4.3%
B/E move
0.8%
Puts
Pseudo strike
104.10
IV
6.4%
B/E move
0.7%

30Δ

Calls
Pseudo strike
105.26
IV
4.2%
B/E move
0.7%
Puts
Pseudo strike
104.25
IV
6.7%
B/E move
0.7%

35Δ

Calls
Pseudo strike
105.10
IV
4.1%
B/E move
0.5%
Puts
Pseudo strike
104.40
IV
7.0%
B/E move
0.6%

40Δ

Calls
Pseudo strike
104.97
IV
4.0%
B/E move
0.4%
Puts
Pseudo strike
104.54
IV
7.3%
B/E move
0.5%

45Δ

Calls
Pseudo strike
104.87
IV
4.0%
B/E move
0.4%
Puts
Pseudo strike
104.69
IV
7.6%
B/E move
0.5%

50Δ

Calls
Pseudo strike
104.78
IV
3.9%
B/E move
0.4%
Puts
Pseudo strike
104.84
IV
7.9%
B/E move
0.4%

55Δ

Calls
Pseudo strike
104.68
IV
3.9%
B/E move
0.3%
Puts
Pseudo strike
104.98
IV
8.3%
B/E move
0.3%

60Δ

Calls
Pseudo strike
104.59
IV
3.9%
B/E move
0.3%
Puts
Pseudo strike
105.30
IV
9.8%
B/E move
0.3%

65Δ

Calls
Pseudo strike
104.49
IV
3.8%
B/E move
0.3%
Puts
Pseudo strike
105.63
IV
11.4%
B/E move
0.3%

70Δ

Calls
Pseudo strike
104.40
IV
3.8%
B/E move
0.3%
Puts
Pseudo strike
105.97
IV
13.1%
B/E move
0.3%

75Δ

Calls
Pseudo strike
104.30
IV
3.8%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
104.21
IV
3.7%
B/E move
0.2%
Puts
Pseudo strike
107.80
IV
20.1%
B/E move
0.2%

Options history

IV · four-Friday blend8.00%
Daily EOD
MUB7.9%8.8%9.7%2026-10-19: 9.51%2026-10-20: 9.43%2026-10-21: 9.55%2026-10-22: 9.53%2026-10-26: 9.04%2026-10-27: 8.43%2026-10-28: 9.43%2026-10-29: 8.00%Oct 19Oct 22Oct 29
8 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
9.51%
9.43%
9.55%
9.53%
9.04%
8.43%
9.43%
8.00%