PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund MUNI
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Market dataready · fetched 2026-11-12T03:19:31.404Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T01:00:00.139501986Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:19:30.490599+00:00
PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 52.14 | 6.2% | 1.1% | 51.17 | 9.5% | 1.2% |
| 25Δ | 51.34 | 10.8% | 1.1% | |||
| 30Δ | 51.51 | 12.1% | 1.1% | |||
| 35Δ | 51.67 | 13.4% | 1.0% | |||
| 40Δ | 51.84 | 14.7% | 0.9% | |||
| 45Δ | 52.00 | 15.9% | 0.9% | |||
| 50Δ | 52.17 | 17.2% | 0.8% | |||
| 55Δ | 52.34 | 18.5% | 0.7% | |||
| 60Δ | 52.50 | 19.8% | 0.6% | |||
| 65Δ | 50.93 | 26.1% | 1.1% | 52.67 | 21.1% | 0.6% |
| 70Δ | 50.74 | 24.3% | 0.9% | 52.83 | 22.4% | 0.5% |
| 75Δ | 50.54 | 22.6% | 0.8% | 53.00 | 23.6% | 0.4% |
| 80Δ | 50.35 | 20.8% | 0.6% | 53.32 | 22.8% | 0.3% |
20Δ
- Pseudo strike
- 52.14
- IV
- 6.2%
- B/E move
- 1.1%
- Pseudo strike
- 51.17
- IV
- 9.5%
- B/E move
- 1.2%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 51.34
- IV
- 10.8%
- B/E move
- 1.1%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 51.51
- IV
- 12.1%
- B/E move
- 1.1%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 51.67
- IV
- 13.4%
- B/E move
- 1.0%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 51.84
- IV
- 14.7%
- B/E move
- 0.9%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 52.00
- IV
- 15.9%
- B/E move
- 0.9%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 52.17
- IV
- 17.2%
- B/E move
- 0.8%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 52.34
- IV
- 18.5%
- B/E move
- 0.7%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 52.50
- IV
- 19.8%
- B/E move
- 0.6%
65Δ
- Pseudo strike
- 50.93
- IV
- 26.1%
- B/E move
- 1.1%
- Pseudo strike
- 52.67
- IV
- 21.1%
- B/E move
- 0.6%
70Δ
- Pseudo strike
- 50.74
- IV
- 24.3%
- B/E move
- 0.9%
- Pseudo strike
- 52.83
- IV
- 22.4%
- B/E move
- 0.5%
75Δ
- Pseudo strike
- 50.54
- IV
- 22.6%
- B/E move
- 0.8%
- Pseudo strike
- 53.00
- IV
- 23.6%
- B/E move
- 0.4%
80Δ
- Pseudo strike
- 50.35
- IV
- 20.8%
- B/E move
- 0.6%
- Pseudo strike
- 53.32
- IV
- 22.8%
- B/E move
- 0.3%
Options history
Table
| Date | IV (%) |
|---|---|
| 19.06% | |
| 57.43% | |
| 51.30% | |
| 41.95% | |
| 64.25% | |
| 46.77% | |
| 71.28% | |
| 75.06% | |
| 23.02% |