IntraAlpha
Create free account Start free

The RBB Fund, Inc. US Treasury 30 Year Bond ETF UTHY

i

Market dataready · fetched 2026-11-14T03:09:33.582Z

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 · 2026-11-13T21:00:00.158801967Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-14T03:09:33.275878+00:00

Share price$37.50
1D+0.2%
AH$37.39$37.44$37.50$37.56$37.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUTHY
Sold putSold callAH

The RBB Fund, Inc. US Treasury 30 Year Bond ETF options

Live interpolated UTHY call and put midpoint premiums by absolute delta.The RBB Fund, Inc. US Treasury 30 Year Bond ETF$0.42$0.91$1.40$1.89$2.38$35.11$36.32$37.54$38.76$39.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UTHY spot · $37.50UTHY PRICE$0.47$0.47$0.47$0.49$0.50$0.54$0.58$0.63$0.67$0.71$0.89$1.56$2.24$0.47$0.48$0.50$0.52$0.54$0.58$0.63$0.67$0.71$0.76$0.91$1.06$1.21
PutsExpensive2.57×
CallsExpensive6.63×
SkewBullish-1.70 pp
Implied moveBearish±$1.21
TiltBullish6.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.9089.1%13.0%34.4379.9%9.4%
25Δ40.4569.9%9.1%35.3864.4%6.9%
30Δ39.0050.8%5.3%36.0054.2%5.3%
35Δ38.5243.1%4.0%36.6144.0%3.7%
40Δ38.0435.5%2.8%37.0736.6%2.6%
45Δ37.8432.7%2.4%37.2633.9%2.2%
50Δ37.6730.4%2.0%37.4531.2%1.8%
55Δ37.4928.1%1.7%37.6328.6%1.4%
60Δ37.3225.8%1.3%37.8225.9%1.0%
65Δ37.1423.5%1.0%38.0123.3%0.7%
70Δ36.8622.6%0.7%38.2122.9%0.5%
75Δ36.1527.6%0.6%38.4022.5%0.4%
80Δ35.4432.6%0.5%38.6022.1%0.3%

20Δ

Calls
Pseudo strike
41.90
IV
89.1%
B/E move
13.0%
Puts
Pseudo strike
34.43
IV
79.9%
B/E move
9.4%

25Δ

Calls
Pseudo strike
40.45
IV
69.9%
B/E move
9.1%
Puts
Pseudo strike
35.38
IV
64.4%
B/E move
6.9%

30Δ

Calls
Pseudo strike
39.00
IV
50.8%
B/E move
5.3%
Puts
Pseudo strike
36.00
IV
54.2%
B/E move
5.3%

35Δ

Calls
Pseudo strike
38.52
IV
43.1%
B/E move
4.0%
Puts
Pseudo strike
36.61
IV
44.0%
B/E move
3.7%

40Δ

Calls
Pseudo strike
38.04
IV
35.5%
B/E move
2.8%
Puts
Pseudo strike
37.07
IV
36.6%
B/E move
2.6%

45Δ

Calls
Pseudo strike
37.84
IV
32.7%
B/E move
2.4%
Puts
Pseudo strike
37.26
IV
33.9%
B/E move
2.2%

50Δ

Calls
Pseudo strike
37.67
IV
30.4%
B/E move
2.0%
Puts
Pseudo strike
37.45
IV
31.2%
B/E move
1.8%

55Δ

Calls
Pseudo strike
37.49
IV
28.1%
B/E move
1.7%
Puts
Pseudo strike
37.63
IV
28.6%
B/E move
1.4%

60Δ

Calls
Pseudo strike
37.32
IV
25.8%
B/E move
1.3%
Puts
Pseudo strike
37.82
IV
25.9%
B/E move
1.0%

65Δ

Calls
Pseudo strike
37.14
IV
23.5%
B/E move
1.0%
Puts
Pseudo strike
38.01
IV
23.3%
B/E move
0.7%

70Δ

Calls
Pseudo strike
36.86
IV
22.6%
B/E move
0.7%
Puts
Pseudo strike
38.21
IV
22.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
36.15
IV
27.6%
B/E move
0.6%
Puts
Pseudo strike
38.40
IV
22.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
35.44
IV
32.6%
B/E move
0.5%
Puts
Pseudo strike
38.60
IV
22.1%
B/E move
0.3%

Options history

IV · four-Friday blend15.94%
Daily EOD
UTHY14.9%16.9%18.9%2026-10-19: 17.13%2026-10-20: 18.66%2026-10-21: 18.18%2026-10-22: 18.61%2026-10-23: 16.73%2026-10-26: 16.97%2026-10-27: 16.70%2026-10-28: 15.84%2026-10-29: 15.18%2026-10-30: 15.94%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.13%
18.66%
18.18%
18.61%
16.73%
16.97%
16.70%
15.84%
15.18%
15.94%