PGIM Ultra Short Bond ETF PULS
i
Market dataready · fetched 2026-11-04T09:20:13.404Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-04T09:01:17.889755953Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:20:13.117411+00:00
PGIM Ultra Short Bond ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.98 | 4.7% | 1.2% | 49.20 | 6.4% | 1.0% |
| 25Δ | 49.91 | 4.7% | 1.1% | 49.47 | 7.6% | 0.9% |
| 30Δ | 49.84 | 4.7% | 1.0% | 49.73 | 8.8% | 0.8% |
| 35Δ | 49.76 | 4.7% | 1.0% | 50.00 | 10.0% | 0.8% |
| 40Δ | 49.69 | 4.7% | 0.9% | 50.27 | 11.2% | 0.7% |
| 45Δ | 49.62 | 4.7% | 0.8% | 50.54 | 12.4% | 0.6% |
| 50Δ | 49.54 | 4.7% | 0.8% | 50.80 | 13.7% | 0.6% |
| 55Δ | 49.47 | 4.7% | 0.7% | 51.07 | 14.9% | 0.5% |
| 60Δ | 49.40 | 4.7% | 0.6% | 51.34 | 16.1% | 0.4% |
| 65Δ | 49.32 | 4.7% | 0.5% | 51.61 | 17.3% | 0.4% |
| 70Δ | 49.25 | 4.7% | 0.5% | 51.88 | 18.5% | 0.3% |
| 75Δ | 49.18 | 4.7% | 0.4% | 52.14 | 19.7% | 0.2% |
| 80Δ | 49.10 | 4.7% | 0.3% | 52.41 | 20.9% | 0.2% |
20Δ
- Pseudo strike
- 49.98
- IV
- 4.7%
- B/E move
- 1.2%
- Pseudo strike
- 49.20
- IV
- 6.4%
- B/E move
- 1.0%
25Δ
- Pseudo strike
- 49.91
- IV
- 4.7%
- B/E move
- 1.1%
- Pseudo strike
- 49.47
- IV
- 7.6%
- B/E move
- 0.9%
30Δ
- Pseudo strike
- 49.84
- IV
- 4.7%
- B/E move
- 1.0%
- Pseudo strike
- 49.73
- IV
- 8.8%
- B/E move
- 0.8%
35Δ
- Pseudo strike
- 49.76
- IV
- 4.7%
- B/E move
- 1.0%
- Pseudo strike
- 50.00
- IV
- 10.0%
- B/E move
- 0.8%
40Δ
- Pseudo strike
- 49.69
- IV
- 4.7%
- B/E move
- 0.9%
- Pseudo strike
- 50.27
- IV
- 11.2%
- B/E move
- 0.7%
45Δ
- Pseudo strike
- 49.62
- IV
- 4.7%
- B/E move
- 0.8%
- Pseudo strike
- 50.54
- IV
- 12.4%
- B/E move
- 0.6%
50Δ
- Pseudo strike
- 49.54
- IV
- 4.7%
- B/E move
- 0.8%
- Pseudo strike
- 50.80
- IV
- 13.7%
- B/E move
- 0.6%
55Δ
- Pseudo strike
- 49.47
- IV
- 4.7%
- B/E move
- 0.7%
- Pseudo strike
- 51.07
- IV
- 14.9%
- B/E move
- 0.5%
60Δ
- Pseudo strike
- 49.40
- IV
- 4.7%
- B/E move
- 0.6%
- Pseudo strike
- 51.34
- IV
- 16.1%
- B/E move
- 0.4%
65Δ
- Pseudo strike
- 49.32
- IV
- 4.7%
- B/E move
- 0.5%
- Pseudo strike
- 51.61
- IV
- 17.3%
- B/E move
- 0.4%
70Δ
- Pseudo strike
- 49.25
- IV
- 4.7%
- B/E move
- 0.5%
- Pseudo strike
- 51.88
- IV
- 18.5%
- B/E move
- 0.3%
75Δ
- Pseudo strike
- 49.18
- IV
- 4.7%
- B/E move
- 0.4%
- Pseudo strike
- 52.14
- IV
- 19.7%
- B/E move
- 0.2%
80Δ
- Pseudo strike
- 49.10
- IV
- 4.7%
- B/E move
- 0.3%
- Pseudo strike
- 52.41
- IV
- 20.9%
- B/E move
- 0.2%
Options history
Table
| Date | IV (%) |
|---|---|
| 17.61% |