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The RBB Fund, Inc. US Treasury 10 Year Note ETF UTEN

i

Market dataready · fetched 2026-11-12T04:07:14.802Z

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 · 2026-11-11T22:33:13.937923059Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T04:07:14.439302+00:00

Share price$41.40
1D+0.1%
AH$41.33$41.36$41.40$41.43$41.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUTEN
Sold putSold callAH

The RBB Fund, Inc. US Treasury 10 Year Note ETF options

Live interpolated UTEN call and put midpoint premiums by absolute delta.The RBB Fund, Inc. US Treasury 10 Year Note ETF$0.61$0.85$1.09$1.33$1.58$-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 —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEUTEN PRICE$0.75$0.75$0.75$0.64$1.09$0.75$0.75$0.75$0.81$0.90$0.98$1.07$1.17$1.29$1.40$1.51
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
30Δ43.9265.1%7.9%39.6359.4%6.1%
35Δ42.9152.3%5.5%40.3248.8%4.4%
40Δ42.3043.4%4.0%40.8440.3%3.2%
45Δ41.1836.2%2.5%
50Δ41.4534.2%2.0%
55Δ41.7132.1%1.6%
60Δ41.9730.0%1.2%
65Δ42.1728.3%1.0%
70Δ42.3726.6%0.8%
75Δ40.9111.7%0.4%42.5624.9%0.6%
80Δ40.4616.7%0.4%42.7523.2%0.4%

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
43.92
IV
65.1%
B/E move
7.9%
Puts
Pseudo strike
39.63
IV
59.4%
B/E move
6.1%

35Δ

Calls
Pseudo strike
42.91
IV
52.3%
B/E move
5.5%
Puts
Pseudo strike
40.32
IV
48.8%
B/E move
4.4%

40Δ

Calls
Pseudo strike
42.30
IV
43.4%
B/E move
4.0%
Puts
Pseudo strike
40.84
IV
40.3%
B/E move
3.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.18
IV
36.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.45
IV
34.2%
B/E move
2.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.71
IV
32.1%
B/E move
1.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.97
IV
30.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.17
IV
28.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.37
IV
26.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
40.91
IV
11.7%
B/E move
0.4%
Puts
Pseudo strike
42.56
IV
24.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
40.46
IV
16.7%
B/E move
0.4%
Puts
Pseudo strike
42.75
IV
23.2%
B/E move
0.4%

Options history

IV · four-Friday blend19.05%
Daily EOD
UTEN17.7%18.5%19.3%2026-10-19: 17.83%2026-10-20: 17.91%2026-10-21: 17.86%2026-10-27: 19.06%2026-10-28: 18.64%2026-10-29: 19.24%2026-10-30: 19.05%Oct 19Oct 27Oct 30
7 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.83%
17.91%
17.86%
19.06%
18.64%
19.24%
19.05%