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The RBB Fund, Inc. F/m US Treasury 3 Month Bill Fund TBIL

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Market dataready · fetched 2026-10-24T04:29:29.037Z

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 · 2026-10-23T23:57:33.904116985Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:29:28.425370+00:00

Share price$49.99
1D+0.0%
AH$49.96$49.97$49.99$50.00$50.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTBIL
Sold putSold callAH

The RBB Fund, Inc. F/m US Treasury 3 Month Bill Fund options

Live interpolated TBIL call and put midpoint premiums by absolute delta.The RBB Fund, Inc. F/m US Treasury 3 Month Bill Fund$1.47$2.19$2.91$3.63$4.34$44.09$46.84$49.59$52.34$55.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TBIL spot · $49.99TBIL PRICE$1.58$1.61$1.65$1.84$2.04$1.55$1.55$1.62$1.82$2.03$2.23$2.43$2.63$2.83$3.03$4.14
PutsExpensive15.33×
CallsExpensive15.09×
SkewBearish+4.08 pp
Implied moveBearish±$3.64
TiltBearish49.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ47.0438.5%9.0%
35Δ48.3331.6%6.4%
40Δ49.1927.5%4.9%
45Δ51.4126.0%6.0%49.7026.1%4.2%
50Δ50.7122.5%4.7%50.2124.8%3.6%
55Δ50.0119.1%3.3%50.7223.4%3.0%
60Δ49.5718.3%2.9%51.2322.0%2.4%
65Δ49.1417.6%2.4%51.7520.7%1.8%
70Δ52.2619.3%1.1%
75Δ52.7717.9%0.5%
80Δ54.0120.9%0.2%

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
47.04
IV
38.5%
B/E move
9.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.33
IV
31.6%
B/E move
6.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.19
IV
27.5%
B/E move
4.9%

45Δ

Calls
Pseudo strike
51.41
IV
26.0%
B/E move
6.0%
Puts
Pseudo strike
49.70
IV
26.1%
B/E move
4.2%

50Δ

Calls
Pseudo strike
50.71
IV
22.5%
B/E move
4.7%
Puts
Pseudo strike
50.21
IV
24.8%
B/E move
3.6%

55Δ

Calls
Pseudo strike
50.01
IV
19.1%
B/E move
3.3%
Puts
Pseudo strike
50.72
IV
23.4%
B/E move
3.0%

60Δ

Calls
Pseudo strike
49.57
IV
18.3%
B/E move
2.9%
Puts
Pseudo strike
51.23
IV
22.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
49.14
IV
17.6%
B/E move
2.4%
Puts
Pseudo strike
51.75
IV
20.7%
B/E move
1.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.26
IV
19.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.77
IV
17.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.01
IV
20.9%
B/E move
0.2%

Options history

No recorded observations