IntraAlpha
Create free account Start free

PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund MUNI

i

Market datapartial · fetched 2026-10-22T21:07:00.088Z

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 · 2026-10-22T20:10:00.003927686Z

FundamentalsAlpha Vantage · unavailable

Share price$50.81
1D+0.7%
AH$50.43$50.54$50.65$50.76$50.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMUNI
Sold putSold callAH

PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund options

Live interpolated MUNI call and put midpoint premiums by absolute delta.PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund$0.15$0.94$1.72$2.51$3.30$47.40$48.97$50.53$52.10$53.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MUNI spot · $50.81MUNI PRICE$0.51$0.70$0.88$0.88$0.82$0.43$0.23$0.31$0.39$0.48$0.56$0.64$0.72$0.44$0.79$0.81$0.72$0.64$0.55$0.46$0.81$1.23$1.64$1.92$2.21$3.07
PutsExpensive1.32×
CallsCheap0.86×
SkewBearish+6.07 pp
Implied moveBearish±$0.70
TiltBearish34.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.5623.6%6.4%49.0920.3%4.2%
25Δ53.7929.4%7.3%48.2133.5%6.7%
30Δ53.8934.0%7.8%48.4732.1%6.2%
35Δ52.8728.0%5.8%49.0826.2%4.8%
40Δ51.9221.2%3.8%49.6920.3%3.5%
45Δ51.3410.2%1.9%50.3014.4%2.1%
50Δ50.953.8%0.7%50.918.5%0.7%
55Δ50.824.0%0.6%51.3110.8%0.6%
60Δ50.704.1%0.6%51.6814.5%0.7%
65Δ50.584.2%0.5%52.0517.7%0.8%
70Δ50.454.4%0.4%52.4317.7%0.6%
75Δ50.334.5%0.3%52.8117.8%0.4%
80Δ50.204.6%0.2%53.7221.2%0.3%

20Δ

Calls
Pseudo strike
53.56
IV
23.6%
B/E move
6.4%
Puts
Pseudo strike
49.09
IV
20.3%
B/E move
4.2%

25Δ

Calls
Pseudo strike
53.79
IV
29.4%
B/E move
7.3%
Puts
Pseudo strike
48.21
IV
33.5%
B/E move
6.7%

30Δ

Calls
Pseudo strike
53.89
IV
34.0%
B/E move
7.8%
Puts
Pseudo strike
48.47
IV
32.1%
B/E move
6.2%

35Δ

Calls
Pseudo strike
52.87
IV
28.0%
B/E move
5.8%
Puts
Pseudo strike
49.08
IV
26.2%
B/E move
4.8%

40Δ

Calls
Pseudo strike
51.92
IV
21.2%
B/E move
3.8%
Puts
Pseudo strike
49.69
IV
20.3%
B/E move
3.5%

45Δ

Calls
Pseudo strike
51.34
IV
10.2%
B/E move
1.9%
Puts
Pseudo strike
50.30
IV
14.4%
B/E move
2.1%

50Δ

Calls
Pseudo strike
50.95
IV
3.8%
B/E move
0.7%
Puts
Pseudo strike
50.91
IV
8.5%
B/E move
0.7%

55Δ

Calls
Pseudo strike
50.82
IV
4.0%
B/E move
0.6%
Puts
Pseudo strike
51.31
IV
10.8%
B/E move
0.6%

60Δ

Calls
Pseudo strike
50.70
IV
4.1%
B/E move
0.6%
Puts
Pseudo strike
51.68
IV
14.5%
B/E move
0.7%

65Δ

Calls
Pseudo strike
50.58
IV
4.2%
B/E move
0.5%
Puts
Pseudo strike
52.05
IV
17.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
50.45
IV
4.4%
B/E move
0.4%
Puts
Pseudo strike
52.43
IV
17.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
50.33
IV
4.5%
B/E move
0.3%
Puts
Pseudo strike
52.81
IV
17.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
50.20
IV
4.6%
B/E move
0.2%
Puts
Pseudo strike
53.72
IV
21.2%
B/E move
0.3%

Options history

No recorded observations