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PIMCO 15+ Year U.S. TIPS Index Exchange-Traded Fund LTPZ

i

Market dataready · fetched 2026-11-05T18:26:02.742Z

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 · 2026-11-05T18:23:53.958383023Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T18:26:02.325245+00:00

Share price$47.11
1D+0.5%
$46.81$46.91$47.02$47.12$47.225:30 AM6:30 AM9:00 AM1:00 PMLTPZ
Sold putSold call

PIMCO 15+ Year U.S. TIPS Index Exchange-Traded Fund options

Live interpolated LTPZ call and put midpoint premiums by absolute delta.PIMCO 15+ Year U.S. TIPS Index Exchange-Traded Fund$0.10$0.39$0.68$0.98$1.27$45.23$46.18$47.13$48.08$49.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LTPZ spot · $47.11LTPZ PRICE$0.13$0.16$0.22$0.27$0.32$0.37$0.42$0.47$0.56$0.68$0.81$0.94$1.06$0.15$0.19$0.23$0.27$0.31$0.37$0.46$0.55$0.64$0.73$0.82$0.91$1.19
PutsCheap0.72×
CallsCheap0.68×
SkewBearish+0.34 pp
Implied moveBearish±$0.88
TiltBearish2.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.3612.4%2.9%45.8212.7%3.1%
25Δ47.9611.5%2.1%46.0812.3%2.6%
30Δ47.8111.3%1.9%46.3411.8%2.1%
35Δ47.6611.2%1.7%46.6111.4%1.6%
40Δ47.5211.1%1.5%46.8711.0%1.2%
45Δ47.3710.9%1.3%47.0710.8%0.9%
50Δ47.2310.8%1.1%47.2210.9%0.8%
55Δ47.0810.6%0.9%47.3610.9%0.6%
60Δ46.9210.6%0.8%47.5010.9%0.5%
65Δ46.7510.7%0.7%47.6511.0%0.4%
70Δ46.5910.8%0.6%47.7911.0%0.3%
75Δ46.4210.8%0.5%47.9311.0%0.2%
80Δ46.2510.9%0.4%48.2512.2%0.1%

20Δ

Calls
Pseudo strike
48.36
IV
12.4%
B/E move
2.9%
Puts
Pseudo strike
45.82
IV
12.7%
B/E move
3.1%

25Δ

Calls
Pseudo strike
47.96
IV
11.5%
B/E move
2.1%
Puts
Pseudo strike
46.08
IV
12.3%
B/E move
2.6%

30Δ

Calls
Pseudo strike
47.81
IV
11.3%
B/E move
1.9%
Puts
Pseudo strike
46.34
IV
11.8%
B/E move
2.1%

35Δ

Calls
Pseudo strike
47.66
IV
11.2%
B/E move
1.7%
Puts
Pseudo strike
46.61
IV
11.4%
B/E move
1.6%

40Δ

Calls
Pseudo strike
47.52
IV
11.1%
B/E move
1.5%
Puts
Pseudo strike
46.87
IV
11.0%
B/E move
1.2%

45Δ

Calls
Pseudo strike
47.37
IV
10.9%
B/E move
1.3%
Puts
Pseudo strike
47.07
IV
10.8%
B/E move
0.9%

50Δ

Calls
Pseudo strike
47.23
IV
10.8%
B/E move
1.1%
Puts
Pseudo strike
47.22
IV
10.9%
B/E move
0.8%

55Δ

Calls
Pseudo strike
47.08
IV
10.6%
B/E move
0.9%
Puts
Pseudo strike
47.36
IV
10.9%
B/E move
0.6%

60Δ

Calls
Pseudo strike
46.92
IV
10.6%
B/E move
0.8%
Puts
Pseudo strike
47.50
IV
10.9%
B/E move
0.5%

65Δ

Calls
Pseudo strike
46.75
IV
10.7%
B/E move
0.7%
Puts
Pseudo strike
47.65
IV
11.0%
B/E move
0.4%

70Δ

Calls
Pseudo strike
46.59
IV
10.8%
B/E move
0.6%
Puts
Pseudo strike
47.79
IV
11.0%
B/E move
0.3%

75Δ

Calls
Pseudo strike
46.42
IV
10.8%
B/E move
0.5%
Puts
Pseudo strike
47.93
IV
11.0%
B/E move
0.2%

80Δ

Calls
Pseudo strike
46.25
IV
10.9%
B/E move
0.4%
Puts
Pseudo strike
48.25
IV
12.2%
B/E move
0.1%

Options history

IV · four-Friday blend12.08%
Daily EOD
LTPZ11.1%13.4%15.7%2026-10-19: 11.72%2026-10-20: 12.28%2026-10-21: 13.68%2026-10-22: 15.42%2026-10-23: 13.24%2026-10-26: 12.43%2026-10-27: 11.43%2026-10-28: 11.41%2026-10-29: 12.58%2026-10-30: 12.08%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
11.72%
12.28%
13.68%
15.42%
13.24%
12.43%
11.43%
11.41%
12.58%
12.08%