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Return Stacked U.S. Stocks & Managed Futures ETF RSST

i

Market dataready · fetched 2026-11-13T18:50:18.606Z

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 · 2026-11-13T18:48:26.620204412Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:50:17.906840+00:00

Share price$33.63
1D-0.9%
$33.34$33.50$33.66$33.81$33.975:30 AM6:30 AM9:00 AM1:00 PMRSST
Sold putSold call

Return Stacked U.S. Stocks & Managed Futures ETF options

Live interpolated RSST call and put midpoint premiums by absolute delta.Return Stacked U.S. Stocks & Managed Futures ETF$0.52$0.79$1.07$1.34$1.62$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICERSST PRICE$0.55$0.69$0.83$0.97$1.12$1.26$1.40$1.54
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ33.8833.5%2.4%
50Δ33.6633.4%2.1%
55Δ33.4433.2%1.9%
60Δ33.2233.1%1.7%
65Δ33.0033.0%1.4%
70Δ32.7732.8%1.2%
75Δ32.5532.7%1.0%
80Δ32.3332.6%0.7%

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
IV
B/E move

30Δ

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

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
33.88
IV
33.5%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
33.66
IV
33.4%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
33.44
IV
33.2%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
33.22
IV
33.1%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
33.00
IV
33.0%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
32.77
IV
32.8%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
32.55
IV
32.7%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
32.33
IV
32.6%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend97.07%
Daily EOD
RSST49.2%74.9%100.6%2026-10-19: 68.02%2026-10-20: 74.04%2026-10-21: 82.48%2026-10-22: 87.16%2026-10-23: 87.19%2026-10-26: 67.72%2026-10-27: 52.70%2026-10-28: 85.42%2026-10-29: 92.06%2026-10-30: 97.07%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
68.02%
74.04%
82.48%
87.16%
87.19%
67.72%
52.70%
85.42%
92.06%
97.07%