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Reckoner BBB-B CLO ETF RCLO

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Market datapartial · fetched 2026-10-23T21:54:25.346Z

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 · 2026-10-23T20:10:00.001599534Z

FundamentalsAlpha Vantage · unavailable

Share price$24.85
1D-0.0%
AH$24.84$24.84$24.85$24.86$24.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRCLO
Sold putSold callAH

Reckoner BBB-B CLO ETF options

Live interpolated RCLO call and put midpoint premiums by absolute delta.Reckoner BBB-B CLO ETF$0.55$1.00$1.46$1.91$2.36$21.92$23.40$24.89$26.37$27.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RCLO spot · $24.85RCLO PRICE$0.60$0.60$0.60$0.60$0.60$0.60$0.61$0.69$0.77$0.85$0.93$1.01$0.60$0.60$0.60$0.62$0.67$0.72$0.78$0.88$0.98$1.08$1.18$1.28$2.23
PutsExpensive7.73×
CallsExpensive17.81×
SkewBullish-1.07 pp
Implied moveBearish±$1.38
TiltBearish18.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.4887.3%29.1%21.5171.5%15.9%
25Δ28.5764.0%17.4%22.7654.6%10.8%
30Δ27.0349.2%11.2%23.5243.9%7.8%
35Δ26.2039.6%7.8%24.0936.2%5.5%
40Δ25.7233.3%5.9%24.3933.1%4.5%
45Δ25.3528.0%4.4%24.7030.0%3.5%
50Δ24.9922.9%3.0%25.0027.0%2.5%
55Δ24.8222.0%2.6%25.2025.9%2.1%
60Δ24.6521.0%2.3%25.4024.8%1.7%
65Δ24.4820.1%1.9%25.6023.7%1.3%
70Δ24.3119.2%1.6%25.8022.6%0.9%
75Δ24.1518.2%1.2%26.0121.6%0.5%
80Δ26.9331.4%0.6%

20Δ

Calls
Pseudo strike
31.48
IV
87.3%
B/E move
29.1%
Puts
Pseudo strike
21.51
IV
71.5%
B/E move
15.9%

25Δ

Calls
Pseudo strike
28.57
IV
64.0%
B/E move
17.4%
Puts
Pseudo strike
22.76
IV
54.6%
B/E move
10.8%

30Δ

Calls
Pseudo strike
27.03
IV
49.2%
B/E move
11.2%
Puts
Pseudo strike
23.52
IV
43.9%
B/E move
7.8%

35Δ

Calls
Pseudo strike
26.20
IV
39.6%
B/E move
7.8%
Puts
Pseudo strike
24.09
IV
36.2%
B/E move
5.5%

40Δ

Calls
Pseudo strike
25.72
IV
33.3%
B/E move
5.9%
Puts
Pseudo strike
24.39
IV
33.1%
B/E move
4.5%

45Δ

Calls
Pseudo strike
25.35
IV
28.0%
B/E move
4.4%
Puts
Pseudo strike
24.70
IV
30.0%
B/E move
3.5%

50Δ

Calls
Pseudo strike
24.99
IV
22.9%
B/E move
3.0%
Puts
Pseudo strike
25.00
IV
27.0%
B/E move
2.5%

55Δ

Calls
Pseudo strike
24.82
IV
22.0%
B/E move
2.6%
Puts
Pseudo strike
25.20
IV
25.9%
B/E move
2.1%

60Δ

Calls
Pseudo strike
24.65
IV
21.0%
B/E move
2.3%
Puts
Pseudo strike
25.40
IV
24.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
24.48
IV
20.1%
B/E move
1.9%
Puts
Pseudo strike
25.60
IV
23.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
24.31
IV
19.2%
B/E move
1.6%
Puts
Pseudo strike
25.80
IV
22.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
24.15
IV
18.2%
B/E move
1.2%
Puts
Pseudo strike
26.01
IV
21.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.93
IV
31.4%
B/E move
0.6%

Options history

No recorded observations