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Return Stacked Global Stocks & Bonds ETF RSSB

i

Market dataready · fetched 2026-10-22T16:44:23.231Z

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 · 2026-10-22T16:37:41.152303261Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T16:36:49.755615+00:00

Share price$30.02
1D-0.0%
$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$2.93$3.56$4.19$4.83$5.46$15.71$22.72$29.73$36.75$43.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RSSB spot · $30.02RSSB PRICE$5.00$5.00$5.02$5.20$5.28$5.11$5.09$5.00$5.00$2.99$5.00$5.00$5.04$5.19$5.11$5.04$5.02$5.00$5.02$5.03
PutsExpensive8.76×
CallsExpensive9.18×
SkewBearish+6.69 pp
Implied moveBalanced±$10.19
TiltBearish28.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.17317.0%46.1%
25Δ24.03258.3%36.6%
30Δ27.34135.5%18.9%
35Δ28.18182.7%22.8%
40Δ29.65157.0%17.9%
45Δ30.89136.7%13.9%
50Δ35.56203.5%35.1%31.93121.9%10.9%
55Δ31.78167.9%22.5%32.62106.1%8.3%
60Δ29.50141.6%15.0%33.2092.2%6.2%
65Δ27.98125.1%10.5%33.6781.0%4.5%
70Δ26.93108.5%7.3%34.0770.9%3.2%
75Δ26.3889.7%4.9%34.3263.1%2.4%
80Δ25.8174.4%3.0%34.5655.4%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.17
IV
317.0%
B/E move
46.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.03
IV
258.3%
B/E move
36.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.34
IV
135.5%
B/E move
18.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.18
IV
182.7%
B/E move
22.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.65
IV
157.0%
B/E move
17.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.89
IV
136.7%
B/E move
13.9%

50Δ

Calls
Pseudo strike
35.56
IV
203.5%
B/E move
35.1%
Puts
Pseudo strike
31.93
IV
121.9%
B/E move
10.9%

55Δ

Calls
Pseudo strike
31.78
IV
167.9%
B/E move
22.5%
Puts
Pseudo strike
32.62
IV
106.1%
B/E move
8.3%

60Δ

Calls
Pseudo strike
29.50
IV
141.6%
B/E move
15.0%
Puts
Pseudo strike
33.20
IV
92.2%
B/E move
6.2%

65Δ

Calls
Pseudo strike
27.98
IV
125.1%
B/E move
10.5%
Puts
Pseudo strike
33.67
IV
81.0%
B/E move
4.5%

70Δ

Calls
Pseudo strike
26.93
IV
108.5%
B/E move
7.3%
Puts
Pseudo strike
34.07
IV
70.9%
B/E move
3.2%

75Δ

Calls
Pseudo strike
26.38
IV
89.7%
B/E move
4.9%
Puts
Pseudo strike
34.32
IV
63.1%
B/E move
2.4%

80Δ

Calls
Pseudo strike
25.81
IV
74.4%
B/E move
3.0%
Puts
Pseudo strike
34.56
IV
55.4%
B/E move
1.6%

Options history

No recorded observations