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

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Market dataready · fetched 2026-10-24T05:23:08.986Z

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 · 2026-10-24T00:00:06.527125414Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T05:23:09.218920+00:00

Share price$34.40
1D+0.4%
AH$34.10$34.22$34.34$34.45$34.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRSST
Sold putSold callAH

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$0.41$0.79$1.17$1.55$1.93$30.70$32.45$34.20$35.95$37.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RSST spot · $34.40RSST PRICE$0.45$0.45$0.47$0.53$0.58$0.65$0.73$0.80$0.88$1.03$1.28$1.52$1.82$0.53$0.56$0.59$0.64$0.70$0.75$0.81$0.86$0.91$1.07$1.26$1.46$1.65
PutsCheap0.77×
CallsCheap0.86×
SkewBearish+0.84 pp
Implied moveBearish±$1.53
TiltBearish2.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.6545.3%13.7%31.1847.3%10.9%
25Δ36.9133.7%8.6%32.3137.9%7.7%
30Δ36.0127.4%6.1%33.0931.3%5.5%
35Δ35.5824.9%5.0%33.5428.1%4.3%
40Δ35.1522.5%3.9%34.0024.9%3.2%
45Δ34.8521.0%3.2%34.2323.1%2.7%
50Δ34.6120.0%2.7%34.4721.2%2.1%
55Δ34.3719.0%2.3%34.7019.4%1.6%
60Δ34.1318.0%1.8%34.9317.6%1.1%
65Δ33.8717.9%1.5%35.1917.2%0.8%
70Δ33.5618.9%1.3%35.4517.4%0.6%
75Δ33.2619.9%1.1%35.7117.5%0.4%
80Δ32.9021.2%0.9%35.9717.7%0.2%

20Δ

Calls
Pseudo strike
38.65
IV
45.3%
B/E move
13.7%
Puts
Pseudo strike
31.18
IV
47.3%
B/E move
10.9%

25Δ

Calls
Pseudo strike
36.91
IV
33.7%
B/E move
8.6%
Puts
Pseudo strike
32.31
IV
37.9%
B/E move
7.7%

30Δ

Calls
Pseudo strike
36.01
IV
27.4%
B/E move
6.1%
Puts
Pseudo strike
33.09
IV
31.3%
B/E move
5.5%

35Δ

Calls
Pseudo strike
35.58
IV
24.9%
B/E move
5.0%
Puts
Pseudo strike
33.54
IV
28.1%
B/E move
4.3%

40Δ

Calls
Pseudo strike
35.15
IV
22.5%
B/E move
3.9%
Puts
Pseudo strike
34.00
IV
24.9%
B/E move
3.2%

45Δ

Calls
Pseudo strike
34.85
IV
21.0%
B/E move
3.2%
Puts
Pseudo strike
34.23
IV
23.1%
B/E move
2.7%

50Δ

Calls
Pseudo strike
34.61
IV
20.0%
B/E move
2.7%
Puts
Pseudo strike
34.47
IV
21.2%
B/E move
2.1%

55Δ

Calls
Pseudo strike
34.37
IV
19.0%
B/E move
2.3%
Puts
Pseudo strike
34.70
IV
19.4%
B/E move
1.6%

60Δ

Calls
Pseudo strike
34.13
IV
18.0%
B/E move
1.8%
Puts
Pseudo strike
34.93
IV
17.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
33.87
IV
17.9%
B/E move
1.5%
Puts
Pseudo strike
35.19
IV
17.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
33.56
IV
18.9%
B/E move
1.3%
Puts
Pseudo strike
35.45
IV
17.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
33.26
IV
19.9%
B/E move
1.1%
Puts
Pseudo strike
35.71
IV
17.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
32.90
IV
21.2%
B/E move
0.9%
Puts
Pseudo strike
35.97
IV
17.7%
B/E move
0.2%

Options history

No recorded observations