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Reckoner Yield Enhanced AAA CLO ETF RAAA

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Market datapartial · fetched 2026-10-23T04:09:40.924Z

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 · 2026-10-23T00:00:00.175232307Z

FundamentalsAlpha Vantage · unavailable

Share price$25.07
1D+0.0%
AH$25.07$25.07$25.08$25.09$25.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRAAA
Sold putSold callAH

Reckoner Yield Enhanced AAA CLO ETF options

Live interpolated RAAA call and put midpoint premiums by absolute delta.Reckoner Yield Enhanced AAA CLO ETF$0.54$0.90$1.26$1.62$1.98$22.27$23.67$25.08$26.48$27.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RAAA spot · $25.07RAAA PRICE$0.57$0.57$0.57$0.57$0.58$0.61$0.63$0.65$0.81$0.97$1.14$1.31$1.48$0.57$0.57$0.57$0.59$0.61$0.62$0.73$0.84$0.95$1.06$1.22$1.55$1.87
PutsExpensive7.86×
CallsExpensive10.25×
SkewBullish-0.40 pp
Implied moveBearish±$1.36
TiltBearish5.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.3081.4%27.2%21.8567.1%15.1%
25Δ28.5959.8%16.3%23.0651.2%10.3%
30Δ27.1646.1%10.7%23.8240.9%7.3%
35Δ26.3937.3%7.6%24.2734.8%5.5%
40Δ25.8731.3%5.5%24.6329.9%4.1%
45Δ25.5927.7%4.5%24.9925.1%2.8%
50Δ25.3124.2%3.5%25.2124.5%2.4%
55Δ25.0220.7%2.4%25.4224.0%2.0%
60Δ24.7819.9%2.1%25.6323.5%1.6%
65Δ24.5519.3%1.8%25.8422.9%1.2%
70Δ24.3118.8%1.5%26.0822.9%0.8%
75Δ24.0718.2%1.3%26.4624.4%0.6%
80Δ23.8317.6%1.0%26.8326.0%0.4%

20Δ

Calls
Pseudo strike
31.30
IV
81.4%
B/E move
27.2%
Puts
Pseudo strike
21.85
IV
67.1%
B/E move
15.1%

25Δ

Calls
Pseudo strike
28.59
IV
59.8%
B/E move
16.3%
Puts
Pseudo strike
23.06
IV
51.2%
B/E move
10.3%

30Δ

Calls
Pseudo strike
27.16
IV
46.1%
B/E move
10.7%
Puts
Pseudo strike
23.82
IV
40.9%
B/E move
7.3%

35Δ

Calls
Pseudo strike
26.39
IV
37.3%
B/E move
7.6%
Puts
Pseudo strike
24.27
IV
34.8%
B/E move
5.5%

40Δ

Calls
Pseudo strike
25.87
IV
31.3%
B/E move
5.5%
Puts
Pseudo strike
24.63
IV
29.9%
B/E move
4.1%

45Δ

Calls
Pseudo strike
25.59
IV
27.7%
B/E move
4.5%
Puts
Pseudo strike
24.99
IV
25.1%
B/E move
2.8%

50Δ

Calls
Pseudo strike
25.31
IV
24.2%
B/E move
3.5%
Puts
Pseudo strike
25.21
IV
24.5%
B/E move
2.4%

55Δ

Calls
Pseudo strike
25.02
IV
20.7%
B/E move
2.4%
Puts
Pseudo strike
25.42
IV
24.0%
B/E move
2.0%

60Δ

Calls
Pseudo strike
24.78
IV
19.9%
B/E move
2.1%
Puts
Pseudo strike
25.63
IV
23.5%
B/E move
1.6%

65Δ

Calls
Pseudo strike
24.55
IV
19.3%
B/E move
1.8%
Puts
Pseudo strike
25.84
IV
22.9%
B/E move
1.2%

70Δ

Calls
Pseudo strike
24.31
IV
18.8%
B/E move
1.5%
Puts
Pseudo strike
26.08
IV
22.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
24.07
IV
18.2%
B/E move
1.3%
Puts
Pseudo strike
26.46
IV
24.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
23.83
IV
17.6%
B/E move
1.0%
Puts
Pseudo strike
26.83
IV
26.0%
B/E move
0.4%

Options history

No recorded observations