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

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Market datapartial · fetched 2026-10-22T22:00:36.590Z

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 · 2026-10-22T20:46:01.020146464Z

FundamentalsAlpha Vantage · unavailable

Share price$41.62
1D+0.6%
AH$41.33$41.42$41.52$41.61$41.715:30 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$0.67$1.20$1.73$2.26$2.79$37.90$39.74$41.59$43.43$45.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UTEN spot · $41.62UTEN PRICE$0.72$0.72$0.72$0.72$0.76$0.81$0.88$0.99$1.10$1.20$1.31$1.41$1.52$0.72$0.72$0.73$0.79$0.85$0.94$1.03$1.13$1.26$1.39$1.51$1.91$2.64
PutsExpensive1.52×
CallsExpensive1.42×
SkewBearish+0.57 pp
Implied moveBearish±$1.91
TiltBearish9.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.8459.9%19.1%37.3251.8%12.1%
25Δ45.7944.2%11.8%39.0139.2%8.0%
30Δ44.1634.2%7.8%40.0331.2%5.6%
35Δ43.1927.6%5.5%40.6027.6%4.3%
40Δ42.6524.0%4.3%41.1124.5%3.3%
45Δ42.2021.2%3.3%41.4622.9%2.6%
50Δ41.8619.4%2.7%41.8121.3%2.0%
55Δ41.6218.4%2.4%42.1220.0%1.5%
60Δ41.3817.5%2.1%42.3719.1%1.2%
65Δ41.1416.5%1.7%42.6218.2%0.9%
70Δ40.8915.5%1.4%42.8817.3%0.6%
75Δ40.6514.6%1.1%43.3618.6%0.4%
80Δ40.4113.6%0.7%44.1122.3%0.3%

20Δ

Calls
Pseudo strike
48.84
IV
59.9%
B/E move
19.1%
Puts
Pseudo strike
37.32
IV
51.8%
B/E move
12.1%

25Δ

Calls
Pseudo strike
45.79
IV
44.2%
B/E move
11.8%
Puts
Pseudo strike
39.01
IV
39.2%
B/E move
8.0%

30Δ

Calls
Pseudo strike
44.16
IV
34.2%
B/E move
7.8%
Puts
Pseudo strike
40.03
IV
31.2%
B/E move
5.6%

35Δ

Calls
Pseudo strike
43.19
IV
27.6%
B/E move
5.5%
Puts
Pseudo strike
40.60
IV
27.6%
B/E move
4.3%

40Δ

Calls
Pseudo strike
42.65
IV
24.0%
B/E move
4.3%
Puts
Pseudo strike
41.11
IV
24.5%
B/E move
3.3%

45Δ

Calls
Pseudo strike
42.20
IV
21.2%
B/E move
3.3%
Puts
Pseudo strike
41.46
IV
22.9%
B/E move
2.6%

50Δ

Calls
Pseudo strike
41.86
IV
19.4%
B/E move
2.7%
Puts
Pseudo strike
41.81
IV
21.3%
B/E move
2.0%

55Δ

Calls
Pseudo strike
41.62
IV
18.4%
B/E move
2.4%
Puts
Pseudo strike
42.12
IV
20.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
41.38
IV
17.5%
B/E move
2.1%
Puts
Pseudo strike
42.37
IV
19.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
41.14
IV
16.5%
B/E move
1.7%
Puts
Pseudo strike
42.62
IV
18.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
40.89
IV
15.5%
B/E move
1.4%
Puts
Pseudo strike
42.88
IV
17.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
40.65
IV
14.6%
B/E move
1.1%
Puts
Pseudo strike
43.36
IV
18.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
40.41
IV
13.6%
B/E move
0.7%
Puts
Pseudo strike
44.11
IV
22.3%
B/E move
0.3%

Options history

No recorded observations