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Reckoner BBB-B CLO Reinvesting ETF RCLR

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Market datapartial · fetched 2026-10-22T21:10:27.198Z

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 · 2026-10-22T20:10:00.001380712Z

FundamentalsAlpha Vantage · unavailable

Share price$51.42
1D-0.0%
AH$51.47$51.49$51.51$51.52$51.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRCLR
Sold putSold callAH

Reckoner BBB-B CLO Reinvesting ETF options

Live interpolated RCLR call and put midpoint premiums by absolute delta.Reckoner BBB-B CLO Reinvesting ETF$1.01$1.42$1.83$2.24$2.65$46.45$49.17$51.89$54.60$57.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RCLR spot · $51.42RCLR PRICE$1.05$1.05$1.05$1.05$1.05$1.05$1.12$1.20$1.29$1.05$1.05$1.05$1.05$1.07$1.15$1.27$1.40$1.58$1.76$1.96$2.24$2.53
PutsExpensive12.36×
CallsExpensive19.84×
SkewBullish-6.43 pp
Implied moveBearish±$2.39
TiltBearish31.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.3471.2%23.3%45.4059.9%13.7%
25Δ57.6352.3%14.1%47.7045.6%9.3%
30Δ55.1540.4%9.3%49.1536.2%6.4%
35Δ53.7132.5%6.5%50.1229.6%4.6%
40Δ52.7926.8%4.7%50.7825.1%3.3%
45Δ52.1522.3%3.5%51.2722.7%2.5%
50Δ51.7320.1%2.8%51.6621.3%2.0%
55Δ51.3918.6%2.3%52.0520.0%1.5%
60Δ51.0517.1%1.8%52.3919.3%1.2%
65Δ52.7318.7%0.9%
70Δ53.0818.1%0.6%
75Δ53.4617.7%0.4%
80Δ53.8417.4%0.2%

20Δ

Calls
Pseudo strike
62.34
IV
71.2%
B/E move
23.3%
Puts
Pseudo strike
45.40
IV
59.9%
B/E move
13.7%

25Δ

Calls
Pseudo strike
57.63
IV
52.3%
B/E move
14.1%
Puts
Pseudo strike
47.70
IV
45.6%
B/E move
9.3%

30Δ

Calls
Pseudo strike
55.15
IV
40.4%
B/E move
9.3%
Puts
Pseudo strike
49.15
IV
36.2%
B/E move
6.4%

35Δ

Calls
Pseudo strike
53.71
IV
32.5%
B/E move
6.5%
Puts
Pseudo strike
50.12
IV
29.6%
B/E move
4.6%

40Δ

Calls
Pseudo strike
52.79
IV
26.8%
B/E move
4.7%
Puts
Pseudo strike
50.78
IV
25.1%
B/E move
3.3%

45Δ

Calls
Pseudo strike
52.15
IV
22.3%
B/E move
3.5%
Puts
Pseudo strike
51.27
IV
22.7%
B/E move
2.5%

50Δ

Calls
Pseudo strike
51.73
IV
20.1%
B/E move
2.8%
Puts
Pseudo strike
51.66
IV
21.3%
B/E move
2.0%

55Δ

Calls
Pseudo strike
51.39
IV
18.6%
B/E move
2.3%
Puts
Pseudo strike
52.05
IV
20.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
51.05
IV
17.1%
B/E move
1.8%
Puts
Pseudo strike
52.39
IV
19.3%
B/E move
1.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.73
IV
18.7%
B/E move
0.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.08
IV
18.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.46
IV
17.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.84
IV
17.4%
B/E move
0.2%

Options history

No recorded observations