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PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund ZROZ

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Market datapartial · fetched 2026-10-22T23:52:16.813Z

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 · 2026-10-22T22:30:00.00427223Z

FundamentalsAlpha Vantage · unavailable

Share price$58.74
1D+1.6%
AH$57.88$58.17$58.47$58.76$59.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZROZ
Sold putSold callAH

PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund options

Live interpolated ZROZ call and put midpoint premiums by absolute delta.PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund$0.97$2.35$3.73$5.12$6.50$50.41$54.34$58.28$62.21$66.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZROZ spot · $58.74ZROZ PRICE$1.34$1.50$1.29$1.12$1.16$1.22$1.44$1.66$1.89$2.11$2.32$3.14$1.33$1.45$1.41$1.53$1.70$1.87$2.07$2.39$2.87$3.54$4.43$5.74$6.10
PutsExpensive1.05×
CallsCheap0.76×
SkewBearish+10.96 pp
Implied moveBearish±$3.29
TiltBearish28.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.2766.1%15.0%
25Δ66.8158.8%16.0%53.7854.6%10.9%
30Δ64.3451.7%12.1%55.7742.2%7.5%
35Δ61.8936.5%7.6%56.8337.5%5.9%
40Δ60.2025.1%4.4%57.7634.4%4.6%
45Δ59.5421.6%3.3%58.4831.7%3.6%
50Δ59.0119.2%2.5%59.1329.6%2.9%
55Δ58.6019.2%2.2%59.7429.3%2.4%
60Δ58.2019.2%1.9%60.4430.1%2.0%
65Δ57.8118.9%1.6%61.2832.1%1.7%
70Δ57.4318.3%1.3%62.3234.6%1.4%
75Δ57.0417.7%1.1%63.7838.5%1.2%
80Δ56.1420.1%0.9%64.3735.5%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.27
IV
66.1%
B/E move
15.0%

25Δ

Calls
Pseudo strike
66.81
IV
58.8%
B/E move
16.0%
Puts
Pseudo strike
53.78
IV
54.6%
B/E move
10.9%

30Δ

Calls
Pseudo strike
64.34
IV
51.7%
B/E move
12.1%
Puts
Pseudo strike
55.77
IV
42.2%
B/E move
7.5%

35Δ

Calls
Pseudo strike
61.89
IV
36.5%
B/E move
7.6%
Puts
Pseudo strike
56.83
IV
37.5%
B/E move
5.9%

40Δ

Calls
Pseudo strike
60.20
IV
25.1%
B/E move
4.4%
Puts
Pseudo strike
57.76
IV
34.4%
B/E move
4.6%

45Δ

Calls
Pseudo strike
59.54
IV
21.6%
B/E move
3.3%
Puts
Pseudo strike
58.48
IV
31.7%
B/E move
3.6%

50Δ

Calls
Pseudo strike
59.01
IV
19.2%
B/E move
2.5%
Puts
Pseudo strike
59.13
IV
29.6%
B/E move
2.9%

55Δ

Calls
Pseudo strike
58.60
IV
19.2%
B/E move
2.2%
Puts
Pseudo strike
59.74
IV
29.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
58.20
IV
19.2%
B/E move
1.9%
Puts
Pseudo strike
60.44
IV
30.1%
B/E move
2.0%

65Δ

Calls
Pseudo strike
57.81
IV
18.9%
B/E move
1.6%
Puts
Pseudo strike
61.28
IV
32.1%
B/E move
1.7%

70Δ

Calls
Pseudo strike
57.43
IV
18.3%
B/E move
1.3%
Puts
Pseudo strike
62.32
IV
34.6%
B/E move
1.4%

75Δ

Calls
Pseudo strike
57.04
IV
17.7%
B/E move
1.1%
Puts
Pseudo strike
63.78
IV
38.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
56.14
IV
20.1%
B/E move
0.9%
Puts
Pseudo strike
64.37
IV
35.5%
B/E move
0.8%

Options history

No recorded observations