PGIM Ultra Short Bond ETF PULS
i
Market datapartial · fetched 2026-11-12T14:56:53.836Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-11-12T14:56:48.250530245Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:56:52.256680+00:00
PGIM Ultra Short Bond ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 53.70 | 15.4% | 8.8% | |||
| 25Δ | 53.29 | 14.4% | 8.0% | |||
| 30Δ | 52.87 | 13.5% | 7.3% | |||
| 35Δ | 52.46 | 12.5% | 6.5% | |||
| 40Δ | 52.04 | 11.6% | 5.8% | |||
| 45Δ | 51.63 | 10.7% | 5.0% | |||
| 50Δ | 51.22 | 9.7% | 4.2% | |||
| 55Δ | 50.80 | 8.8% | 3.5% | |||
| 60Δ | 50.39 | 7.8% | 2.7% | |||
| 65Δ | 49.97 | 6.9% | 2.0% | |||
| 70Δ | 49.56 | 6.0% | 1.2% | |||
| 75Δ | 49.14 | 5.0% | 0.5% | |||
| 80Δ | ||||||
20Δ
- Pseudo strike
- 53.70
- IV
- 15.4%
- B/E move
- 8.8%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 53.29
- IV
- 14.4%
- B/E move
- 8.0%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 52.87
- IV
- 13.5%
- B/E move
- 7.3%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 52.46
- IV
- 12.5%
- B/E move
- 6.5%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 52.04
- IV
- 11.6%
- B/E move
- 5.8%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 51.63
- IV
- 10.7%
- B/E move
- 5.0%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 51.22
- IV
- 9.7%
- B/E move
- 4.2%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 50.80
- IV
- 8.8%
- B/E move
- 3.5%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 50.39
- IV
- 7.8%
- B/E move
- 2.7%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 49.97
- IV
- 6.9%
- B/E move
- 2.0%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 49.56
- IV
- 6.0%
- B/E move
- 1.2%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 49.14
- IV
- 5.0%
- B/E move
- 0.5%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 17.61% |