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Return Stacked Global Stocks & Bonds ETF RSSB

i

Market dataready · fetched 2026-11-11T15:49:38.075Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T15:41:36.567502807Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:49:37.645540+00:00

Share price$29.82
1D-0.2%
$29.76$29.79$29.83$29.86$29.895:30 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$0.31$0.88$1.45$2.02$2.59$26.82$28.44$30.06$31.68$33.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RSSB spot · $29.82RSSB PRICE$0.38$0.53$0.70$0.87$1.04$1.22$1.39$1.56$1.73$1.91$2.08$2.25$2.42$0.40$0.46$0.52$0.59$0.65$0.71$0.77$0.84$0.90$0.96$1.03$1.09$1.15
PutsExpensive2.64×
CallsExpensive2.54×
SkewBullish-10.16 pp
Implied moveBullish±$2.16
TiltBullish28.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.2775.2%12.8%27.1073.6%10.4%
25Δ32.6470.2%11.2%27.4069.7%9.7%
30Δ32.2368.1%10.4%27.6965.8%8.9%
35Δ31.8266.1%9.6%27.9961.9%8.1%
40Δ31.4164.1%8.8%28.2958.0%7.3%
45Δ31.0062.1%8.0%28.5854.1%6.5%
50Δ30.5960.1%7.2%28.8850.1%5.8%
55Δ30.1858.1%6.4%29.1746.2%5.0%
60Δ29.7756.0%5.7%29.4742.3%4.2%
65Δ29.3654.0%4.9%29.7738.4%3.4%
70Δ28.9552.0%4.1%30.0634.5%2.6%
75Δ28.5450.0%3.3%30.3630.6%1.8%
80Δ28.1348.0%2.5%30.6626.7%1.1%

20Δ

Calls
Pseudo strike
33.27
IV
75.2%
B/E move
12.8%
Puts
Pseudo strike
27.10
IV
73.6%
B/E move
10.4%

25Δ

Calls
Pseudo strike
32.64
IV
70.2%
B/E move
11.2%
Puts
Pseudo strike
27.40
IV
69.7%
B/E move
9.7%

30Δ

Calls
Pseudo strike
32.23
IV
68.1%
B/E move
10.4%
Puts
Pseudo strike
27.69
IV
65.8%
B/E move
8.9%

35Δ

Calls
Pseudo strike
31.82
IV
66.1%
B/E move
9.6%
Puts
Pseudo strike
27.99
IV
61.9%
B/E move
8.1%

40Δ

Calls
Pseudo strike
31.41
IV
64.1%
B/E move
8.8%
Puts
Pseudo strike
28.29
IV
58.0%
B/E move
7.3%

45Δ

Calls
Pseudo strike
31.00
IV
62.1%
B/E move
8.0%
Puts
Pseudo strike
28.58
IV
54.1%
B/E move
6.5%

50Δ

Calls
Pseudo strike
30.59
IV
60.1%
B/E move
7.2%
Puts
Pseudo strike
28.88
IV
50.1%
B/E move
5.8%

55Δ

Calls
Pseudo strike
30.18
IV
58.1%
B/E move
6.4%
Puts
Pseudo strike
29.17
IV
46.2%
B/E move
5.0%

60Δ

Calls
Pseudo strike
29.77
IV
56.0%
B/E move
5.7%
Puts
Pseudo strike
29.47
IV
42.3%
B/E move
4.2%

65Δ

Calls
Pseudo strike
29.36
IV
54.0%
B/E move
4.9%
Puts
Pseudo strike
29.77
IV
38.4%
B/E move
3.4%

70Δ

Calls
Pseudo strike
28.95
IV
52.0%
B/E move
4.1%
Puts
Pseudo strike
30.06
IV
34.5%
B/E move
2.6%

75Δ

Calls
Pseudo strike
28.54
IV
50.0%
B/E move
3.3%
Puts
Pseudo strike
30.36
IV
30.6%
B/E move
1.8%

80Δ

Calls
Pseudo strike
28.13
IV
48.0%
B/E move
2.5%
Puts
Pseudo strike
30.66
IV
26.7%
B/E move
1.1%

Options history

IV · four-Friday blend63.69%
Daily EOD
RSSB60.4%84.2%108.0%2026-10-20: 92.90%2026-10-21: 96.85%2026-10-22: 97.29%2026-10-26: 99.01%2026-10-27: 100.43%2026-10-28: 104.70%2026-10-30: 63.69%Oct 20Oct 26Oct 30
7 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
92.90%
96.85%
97.29%
99.01%
100.43%
104.70%
63.69%