IntraAlpha
Create free account Start free

Return Stacked Global Stocks & Bonds ETF RSSB

i

Market datapartial · fetched 2026-10-22T14:48:13.695Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T14:45:05.894111092Z

FundamentalsAlpha Vantage · unavailable

Share price$29.90
1D-0.4%
$29.88$29.93$29.98$30.02$30.075:30 AM6:30 AM9:00 AM1:00 PMRSSB
Sold putSold call

Return Stacked Global Stocks & Bonds ETF options

Live interpolated RSSB call and put midpoint premiums by absolute delta.Return Stacked Global Stocks & Bonds ETF$0.42$0.83$1.24$1.65$2.06$26.87$28.39$29.92$31.44$32.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RSSB spot · $29.89RSSB PRICE$0.47$0.53$0.62$0.72$0.82$0.51$0.57$0.66$0.76$0.87$0.97$1.08$1.18$1.29$1.48$1.71$1.94
PutsFair0.96×
CallsCheap0.93×
SkewBearish+0.32 pp
Implied moveBearish±$1.79
TiltBearish61.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ28.1227.6%7.7%
30Δ31.6721.8%7.5%28.7224.4%5.8%
35Δ31.1619.9%6.0%29.1622.4%4.7%
40Δ30.7919.0%5.1%29.4521.4%4.0%
45Δ30.4818.5%4.4%29.7420.5%3.4%
50Δ30.1818.0%3.7%30.0319.6%2.8%
55Δ30.3218.6%2.2%
60Δ30.6117.7%1.6%
65Δ30.9016.7%0.9%
70Δ31.2016.3%0.6%
75Δ31.5116.2%0.3%
80Δ31.8216.0%0.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.12
IV
27.6%
B/E move
7.7%

30Δ

Calls
Pseudo strike
31.67
IV
21.8%
B/E move
7.5%
Puts
Pseudo strike
28.72
IV
24.4%
B/E move
5.8%

35Δ

Calls
Pseudo strike
31.16
IV
19.9%
B/E move
6.0%
Puts
Pseudo strike
29.16
IV
22.4%
B/E move
4.7%

40Δ

Calls
Pseudo strike
30.79
IV
19.0%
B/E move
5.1%
Puts
Pseudo strike
29.45
IV
21.4%
B/E move
4.0%

45Δ

Calls
Pseudo strike
30.48
IV
18.5%
B/E move
4.4%
Puts
Pseudo strike
29.74
IV
20.5%
B/E move
3.4%

50Δ

Calls
Pseudo strike
30.18
IV
18.0%
B/E move
3.7%
Puts
Pseudo strike
30.03
IV
19.6%
B/E move
2.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.32
IV
18.6%
B/E move
2.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.61
IV
17.7%
B/E move
1.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.90
IV
16.7%
B/E move
0.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.20
IV
16.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.51
IV
16.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.82
IV
16.0%
B/E move
0.0%

Options history

No recorded observations