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

i

Market dataready · fetched 2026-11-12T02:49:46.826Z

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: 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 data

PriceAlpaca · sip · 2026-11-12T01:00:00.129795772Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:49:46.507717+00:00

Share price$51.71
1D-0.0%
AH$51.62$51.68$51.75$51.81$51.885:30 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$0.00$0.56$1.12$1.69$2.25$50.68$51.11$51.54$51.97$52.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STPZ spot · $51.71STPZ PRICE$0.06$0.07$0.09$0.15$0.20$0.26$0.32$0.38$0.43$0.49$0.55$0.61$0.67$0.10$0.14$0.18$0.21$0.25$0.29$0.33$0.37$0.41$0.69$1.15$1.62$2.08
PutsExpensive2.21×
CallsExpensive2.91×
SkewBearish+4.20 pp
Implied moveBalanced±$0.65
TiltBearish29.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.498.6%1.6%51.138.9%1.3%
25Δ52.216.7%1.1%51.238.9%1.2%
30Δ51.985.2%0.7%51.349.0%1.1%
35Δ51.905.5%0.6%51.449.0%0.9%
40Δ51.815.7%0.6%51.549.0%0.8%
45Δ51.725.9%0.5%51.649.1%0.7%
50Δ51.646.2%0.5%51.759.1%0.6%
55Δ51.556.4%0.4%51.859.1%0.4%
60Δ51.476.6%0.4%51.959.1%0.3%
65Δ51.386.8%0.3%52.2710.7%0.2%
70Δ51.307.1%0.3%52.7613.4%0.2%
75Δ51.217.3%0.2%53.2416.1%0.2%
80Δ51.137.5%0.2%53.7318.8%0.1%

20Δ

Calls
Pseudo strike
52.49
IV
8.6%
B/E move
1.6%
Puts
Pseudo strike
51.13
IV
8.9%
B/E move
1.3%

25Δ

Calls
Pseudo strike
52.21
IV
6.7%
B/E move
1.1%
Puts
Pseudo strike
51.23
IV
8.9%
B/E move
1.2%

30Δ

Calls
Pseudo strike
51.98
IV
5.2%
B/E move
0.7%
Puts
Pseudo strike
51.34
IV
9.0%
B/E move
1.1%

35Δ

Calls
Pseudo strike
51.90
IV
5.5%
B/E move
0.6%
Puts
Pseudo strike
51.44
IV
9.0%
B/E move
0.9%

40Δ

Calls
Pseudo strike
51.81
IV
5.7%
B/E move
0.6%
Puts
Pseudo strike
51.54
IV
9.0%
B/E move
0.8%

45Δ

Calls
Pseudo strike
51.72
IV
5.9%
B/E move
0.5%
Puts
Pseudo strike
51.64
IV
9.1%
B/E move
0.7%

50Δ

Calls
Pseudo strike
51.64
IV
6.2%
B/E move
0.5%
Puts
Pseudo strike
51.75
IV
9.1%
B/E move
0.6%

55Δ

Calls
Pseudo strike
51.55
IV
6.4%
B/E move
0.4%
Puts
Pseudo strike
51.85
IV
9.1%
B/E move
0.4%

60Δ

Calls
Pseudo strike
51.47
IV
6.6%
B/E move
0.4%
Puts
Pseudo strike
51.95
IV
9.1%
B/E move
0.3%

65Δ

Calls
Pseudo strike
51.38
IV
6.8%
B/E move
0.3%
Puts
Pseudo strike
52.27
IV
10.7%
B/E move
0.2%

70Δ

Calls
Pseudo strike
51.30
IV
7.1%
B/E move
0.3%
Puts
Pseudo strike
52.76
IV
13.4%
B/E move
0.2%

75Δ

Calls
Pseudo strike
51.21
IV
7.3%
B/E move
0.2%
Puts
Pseudo strike
53.24
IV
16.1%
B/E move
0.2%

80Δ

Calls
Pseudo strike
51.13
IV
7.5%
B/E move
0.2%
Puts
Pseudo strike
53.73
IV
18.8%
B/E move
0.1%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations