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PIMCO 1-5 Year U.S. TIPS Index Exchange-Traded Fund STPZ

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Market datapartial · fetched 2026-10-22T22:59:54.154Z

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 · 2026-10-22T22:30:00.004272871Z

FundamentalsAlpha Vantage · unavailable

Share price$52.51
1D+0.2%
AH$52.37$52.42$52.47$52.52$52.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTPZ
Sold putSold callAH

PIMCO 1-5 Year U.S. TIPS Index Exchange-Traded Fund options

Live interpolated STPZ call and put midpoint premiums by absolute delta.PIMCO 1-5 Year U.S. TIPS Index Exchange-Traded Fund$0.12$0.53$0.95$1.36$1.78$50.16$51.20$52.24$53.28$54.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STPZ spot · $52.51STPZ PRICE$0.50$0.50$0.50$0.16$0.22$0.28$0.34$0.39$0.45$0.51$0.57$0.62$1.11$0.50$0.51$0.51$0.52$0.53$0.53$0.53$0.53$0.53$0.65$0.94$1.24$1.66
PutsExpensive1.84×
CallsExpensive1.61×
SkewBearish+3.67 pp
Implied moveBearish±$0.86
TiltBearish19.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.0231.6%9.5%49.3129.3%7.0%
25Δ55.2523.6%6.2%50.4023.3%5.0%
30Δ54.2618.5%4.3%51.1219.1%3.6%
35Δ52.924.3%1.1%51.8415.0%2.3%
40Δ52.814.4%1.0%52.1412.9%1.7%
45Δ52.694.5%0.9%52.3311.4%1.3%
50Δ52.584.6%0.8%52.529.9%1.0%
55Δ52.464.7%0.7%52.708.4%0.6%
60Δ52.354.8%0.5%52.896.9%0.3%
65Δ52.235.0%0.4%53.126.5%0.1%
70Δ52.125.1%0.3%53.437.9%0.0%
75Δ52.005.2%0.2%53.739.3%0.0%
80Δ51.517.6%0.2%54.1611.3%0.0%

20Δ

Calls
Pseudo strike
57.02
IV
31.6%
B/E move
9.5%
Puts
Pseudo strike
49.31
IV
29.3%
B/E move
7.0%

25Δ

Calls
Pseudo strike
55.25
IV
23.6%
B/E move
6.2%
Puts
Pseudo strike
50.40
IV
23.3%
B/E move
5.0%

30Δ

Calls
Pseudo strike
54.26
IV
18.5%
B/E move
4.3%
Puts
Pseudo strike
51.12
IV
19.1%
B/E move
3.6%

35Δ

Calls
Pseudo strike
52.92
IV
4.3%
B/E move
1.1%
Puts
Pseudo strike
51.84
IV
15.0%
B/E move
2.3%

40Δ

Calls
Pseudo strike
52.81
IV
4.4%
B/E move
1.0%
Puts
Pseudo strike
52.14
IV
12.9%
B/E move
1.7%

45Δ

Calls
Pseudo strike
52.69
IV
4.5%
B/E move
0.9%
Puts
Pseudo strike
52.33
IV
11.4%
B/E move
1.3%

50Δ

Calls
Pseudo strike
52.58
IV
4.6%
B/E move
0.8%
Puts
Pseudo strike
52.52
IV
9.9%
B/E move
1.0%

55Δ

Calls
Pseudo strike
52.46
IV
4.7%
B/E move
0.7%
Puts
Pseudo strike
52.70
IV
8.4%
B/E move
0.6%

60Δ

Calls
Pseudo strike
52.35
IV
4.8%
B/E move
0.5%
Puts
Pseudo strike
52.89
IV
6.9%
B/E move
0.3%

65Δ

Calls
Pseudo strike
52.23
IV
5.0%
B/E move
0.4%
Puts
Pseudo strike
53.12
IV
6.5%
B/E move
0.1%

70Δ

Calls
Pseudo strike
52.12
IV
5.1%
B/E move
0.3%
Puts
Pseudo strike
53.43
IV
7.9%
B/E move
0.0%

75Δ

Calls
Pseudo strike
52.00
IV
5.2%
B/E move
0.2%
Puts
Pseudo strike
53.73
IV
9.3%
B/E move
0.0%

80Δ

Calls
Pseudo strike
51.51
IV
7.6%
B/E move
0.2%
Puts
Pseudo strike
54.16
IV
11.3%
B/E move
0.0%

Options history

No recorded observations