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iShares National Muni Bond ETF MUB

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Market dataready · fetched 2026-11-04T04:27:05.356Z

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 · 2026-11-04T01:00:00.184681805Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:27:04.795002+00:00

Share price$103.90
1D-0.0%
AH$103.73$103.80$103.87$103.94$104.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMUB
Sold putSold callAH

iShares National Muni Bond ETF options

Live interpolated MUB call and put midpoint premiums by absolute delta.iShares National Muni Bond ETF$0.00$1.47$2.95$4.42$5.90$100.99$102.21$103.44$104.67$105.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MUB spot · $103.90MUB PRICE$0.14$0.17$0.22$0.26$0.30$0.35$0.39$0.46$0.60$0.74$0.89$1.03$1.27$0.16$0.25$0.35$0.46$0.56$0.67$0.84$1.11$1.38$1.76$2.37$3.46$5.47
PutsExpensive2.08×
CallsCheap0.73×
SkewBearish+6.00 pp
Implied moveBearish±$1.23
TiltBearish46.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ105.195.5%1.4%102.866.4%1.2%
25Δ104.915.2%1.1%103.136.6%1.0%
30Δ104.755.0%1.0%103.327.0%0.9%
35Δ104.604.8%0.9%103.517.5%0.8%
40Δ104.444.7%0.8%103.707.9%0.7%
45Δ104.284.5%0.7%103.898.3%0.6%
50Δ104.124.4%0.6%104.149.0%0.6%
55Δ103.954.3%0.5%104.479.9%0.5%
60Δ103.734.6%0.4%104.7910.9%0.5%
65Δ103.515.0%0.3%105.2212.2%0.4%
70Δ103.295.3%0.3%105.8714.3%0.4%
75Δ103.075.6%0.2%106.9618.1%0.4%
80Δ102.775.8%0.1%108.9724.5%0.4%

20Δ

Calls
Pseudo strike
105.19
IV
5.5%
B/E move
1.4%
Puts
Pseudo strike
102.86
IV
6.4%
B/E move
1.2%

25Δ

Calls
Pseudo strike
104.91
IV
5.2%
B/E move
1.1%
Puts
Pseudo strike
103.13
IV
6.6%
B/E move
1.0%

30Δ

Calls
Pseudo strike
104.75
IV
5.0%
B/E move
1.0%
Puts
Pseudo strike
103.32
IV
7.0%
B/E move
0.9%

35Δ

Calls
Pseudo strike
104.60
IV
4.8%
B/E move
0.9%
Puts
Pseudo strike
103.51
IV
7.5%
B/E move
0.8%

40Δ

Calls
Pseudo strike
104.44
IV
4.7%
B/E move
0.8%
Puts
Pseudo strike
103.70
IV
7.9%
B/E move
0.7%

45Δ

Calls
Pseudo strike
104.28
IV
4.5%
B/E move
0.7%
Puts
Pseudo strike
103.89
IV
8.3%
B/E move
0.6%

50Δ

Calls
Pseudo strike
104.12
IV
4.4%
B/E move
0.6%
Puts
Pseudo strike
104.14
IV
9.0%
B/E move
0.6%

55Δ

Calls
Pseudo strike
103.95
IV
4.3%
B/E move
0.5%
Puts
Pseudo strike
104.47
IV
9.9%
B/E move
0.5%

60Δ

Calls
Pseudo strike
103.73
IV
4.6%
B/E move
0.4%
Puts
Pseudo strike
104.79
IV
10.9%
B/E move
0.5%

65Δ

Calls
Pseudo strike
103.51
IV
5.0%
B/E move
0.3%
Puts
Pseudo strike
105.22
IV
12.2%
B/E move
0.4%

70Δ

Calls
Pseudo strike
103.29
IV
5.3%
B/E move
0.3%
Puts
Pseudo strike
105.87
IV
14.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
103.07
IV
5.6%
B/E move
0.2%
Puts
Pseudo strike
106.96
IV
18.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
102.77
IV
5.8%
B/E move
0.1%
Puts
Pseudo strike
108.97
IV
24.5%
B/E move
0.4%

Options history

IV · four-Friday blend8.00%
Daily EOD
MUB7.9%8.8%9.7%2026-10-19: 9.51%2026-10-20: 9.43%2026-10-21: 9.55%2026-10-22: 9.53%2026-10-26: 9.04%2026-10-27: 8.43%2026-10-28: 9.43%2026-10-29: 8.00%Oct 19Oct 22Oct 29
8 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
9.51%
9.43%
9.55%
9.53%
9.04%
8.43%
9.43%
8.00%