MBB
iShares MBS ETFOpen89.85+0.02 +0.02%USD
NasdaqGM · as of Oct 13, 10:19 ET · 15m delay
Open
89.88
Prev close
89.83
Day range
89.7989.94
52-week range
88.5896.97
Volume
266.65K0.06×
Div yield
4.51%
From 52w high
−7.34%
MBB market-implied price distribution
MBB Price at Expiry
9 OTM quotes · ATM IV 7.4%
Days to expiry
38
Fri, Nov 20, 2026
P(finish above spot)
52%
spot 89.85
Expected price
89.74
forward 89.85
68% range
88–92
−2.3% / +2.2%
Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
Target Price
Percentiles
| Chance below | Price | vs spot |
|---|---|---|
| 5% | 84.95 | −5.4% |
| 16% | 87.79 | −2.3% |
| 25% | 88.57 | −1.4% |
| 50% (median) | 89.92 | +0.1% |
| 75% | 91.19 | +1.5% |
| 84% | 91.85 | +2.2% |
| 95% | 93.71 | +4.3% |
Move Odds
| Up 5% or more (94.34) | 3.8% |
|---|---|
| Up 10% or more (98.83) | 0.1% |
| Down 5% or more (85.35) | 5.6% |
| Down 10% or more (80.86) | 1.0% |
Options price a 10%+ drop at 1.0%, 1825.0× the 0.0% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.