IntraAlpha
Create free account Start free

Reckoner Yield Enhanced AAA CLO Reinvesting ETF RAAR

i

Market dataready · fetched 2026-10-23T02:59:42.002Z

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 · 2026-10-23T00:00:00.053195827Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T02:59:41.342201+00:00

Share price$51.66
1D-1.5%
AH$51.62$51.85$52.08$52.30$52.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRAAR
Sold putSold callAH

Reckoner Yield Enhanced AAA CLO Reinvesting ETF options

Live interpolated RAAR call and put midpoint premiums by absolute delta.Reckoner Yield Enhanced AAA CLO Reinvesting ETF$1.06$1.40$1.73$2.06$2.40$46.60$49.20$51.81$54.42$57.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RAAR spot · $51.66RAAR PRICE$1.10$1.10$1.10$1.10$1.10$1.13$1.26$1.40$1.10$1.10$1.10$1.10$1.11$1.21$1.31$1.49$1.69$1.88$2.02$2.16$2.30
PutsExpensive2.67×
CallsExpensive3.07×
SkewBullish-2.10 pp
Implied moveBearish±$2.44
TiltBearish35.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.4162.5%14.2%
25Δ58.2154.9%14.8%47.7947.6%9.6%
30Δ55.6042.5%9.8%49.2937.9%6.7%
35Δ54.0333.9%6.7%50.2931.0%4.8%
40Δ53.0527.9%4.8%51.0325.7%3.4%
45Δ52.4623.6%3.7%51.4823.8%2.7%
50Δ51.9320.1%2.7%51.9321.8%2.0%
55Δ51.5919.3%2.3%52.3221.1%1.6%
60Δ51.2618.5%1.9%52.7020.7%1.3%
65Δ53.0520.0%0.9%
70Δ53.3218.7%0.7%
75Δ53.5917.3%0.4%
80Δ53.8615.9%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.41
IV
62.5%
B/E move
14.2%

25Δ

Calls
Pseudo strike
58.21
IV
54.9%
B/E move
14.8%
Puts
Pseudo strike
47.79
IV
47.6%
B/E move
9.6%

30Δ

Calls
Pseudo strike
55.60
IV
42.5%
B/E move
9.8%
Puts
Pseudo strike
49.29
IV
37.9%
B/E move
6.7%

35Δ

Calls
Pseudo strike
54.03
IV
33.9%
B/E move
6.7%
Puts
Pseudo strike
50.29
IV
31.0%
B/E move
4.8%

40Δ

Calls
Pseudo strike
53.05
IV
27.9%
B/E move
4.8%
Puts
Pseudo strike
51.03
IV
25.7%
B/E move
3.4%

45Δ

Calls
Pseudo strike
52.46
IV
23.6%
B/E move
3.7%
Puts
Pseudo strike
51.48
IV
23.8%
B/E move
2.7%

50Δ

Calls
Pseudo strike
51.93
IV
20.1%
B/E move
2.7%
Puts
Pseudo strike
51.93
IV
21.8%
B/E move
2.0%

55Δ

Calls
Pseudo strike
51.59
IV
19.3%
B/E move
2.3%
Puts
Pseudo strike
52.32
IV
21.1%
B/E move
1.6%

60Δ

Calls
Pseudo strike
51.26
IV
18.5%
B/E move
1.9%
Puts
Pseudo strike
52.70
IV
20.7%
B/E move
1.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.05
IV
20.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.32
IV
18.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.59
IV
17.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.86
IV
15.9%
B/E move
0.2%

Options history

No recorded observations