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iShares National Muni Bond ETF MUB

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Market datapartial · fetched 2026-10-22T21:11:16.412Z

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 · 2026-10-22T20:47:42.100963409Z

FundamentalsAlpha Vantage · unavailable

Share price$103.21
1D+0.7%
AH$102.44$102.66$102.89$103.11$103.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMUB
Sold putSold callAH

iShares National Muni Bond ETF options

Live interpolated MUB call and put midpoint premiums by absolute delta.iShares National Muni Bond ETF$0.00$3.25$6.50$9.75$13.00$97.56$100.44$103.31$106.19$109.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MUB spot · $103.21MUB PRICE$0.17$0.21$0.25$0.29$0.39$0.50$0.61$0.72$0.82$0.93$1.04$1.15$1.26$0.34$0.43$0.54$0.66$0.78$1.09$1.48$1.92$2.54$3.17$4.56$6.63$12.05
PutsFair1.01×
CallsCheap0.27×
SkewBearish+11.14 pp
Implied moveBearish±$2.09
TiltBearish62.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.885.2%1.8%101.0710.3%2.4%
25Δ104.604.9%1.5%101.629.8%2.0%
30Δ104.324.6%1.3%102.119.5%1.6%
35Δ104.044.3%1.1%102.499.4%1.3%
40Δ103.824.3%1.0%102.879.3%1.1%
45Δ103.614.3%0.9%103.2710.4%1.0%
50Δ103.404.3%0.8%103.6812.0%1.0%
55Δ103.194.3%0.7%104.1413.7%1.0%
60Δ102.984.3%0.6%104.8215.6%0.9%
65Δ102.774.3%0.5%105.5816.8%0.8%
70Δ102.554.4%0.4%107.0120.7%0.7%
75Δ102.344.4%0.3%109.0926.1%0.7%
80Δ102.134.4%0.2%114.4039.4%0.8%

20Δ

Calls
Pseudo strike
104.88
IV
5.2%
B/E move
1.8%
Puts
Pseudo strike
101.07
IV
10.3%
B/E move
2.4%

25Δ

Calls
Pseudo strike
104.60
IV
4.9%
B/E move
1.5%
Puts
Pseudo strike
101.62
IV
9.8%
B/E move
2.0%

30Δ

Calls
Pseudo strike
104.32
IV
4.6%
B/E move
1.3%
Puts
Pseudo strike
102.11
IV
9.5%
B/E move
1.6%

35Δ

Calls
Pseudo strike
104.04
IV
4.3%
B/E move
1.1%
Puts
Pseudo strike
102.49
IV
9.4%
B/E move
1.3%

40Δ

Calls
Pseudo strike
103.82
IV
4.3%
B/E move
1.0%
Puts
Pseudo strike
102.87
IV
9.3%
B/E move
1.1%

45Δ

Calls
Pseudo strike
103.61
IV
4.3%
B/E move
0.9%
Puts
Pseudo strike
103.27
IV
10.4%
B/E move
1.0%

50Δ

Calls
Pseudo strike
103.40
IV
4.3%
B/E move
0.8%
Puts
Pseudo strike
103.68
IV
12.0%
B/E move
1.0%

55Δ

Calls
Pseudo strike
103.19
IV
4.3%
B/E move
0.7%
Puts
Pseudo strike
104.14
IV
13.7%
B/E move
1.0%

60Δ

Calls
Pseudo strike
102.98
IV
4.3%
B/E move
0.6%
Puts
Pseudo strike
104.82
IV
15.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
102.77
IV
4.3%
B/E move
0.5%
Puts
Pseudo strike
105.58
IV
16.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
102.55
IV
4.4%
B/E move
0.4%
Puts
Pseudo strike
107.01
IV
20.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
102.34
IV
4.4%
B/E move
0.3%
Puts
Pseudo strike
109.09
IV
26.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
102.13
IV
4.4%
B/E move
0.2%
Puts
Pseudo strike
114.40
IV
39.4%
B/E move
0.8%

Options history

No recorded observations