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

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Market dataready · fetched 2026-10-22T18:29:15.042Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-10-22T18:19:08.331096191Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T18:27:07.456176+00:00

Share price$38.60
1D+0.0%
$38.18$38.30$38.42$38.53$38.655:30 AM6:30 AM9:00 AM1:00 PMUTHY
Sold putSold call

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$0.81$2.54$4.27$6.00$7.73$28.97$33.08$37.19$41.29$45.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UTHY spot · $38.60UTHY PRICE$1.00$1.06$1.13$1.18$1.24$1.30$1.36$1.42$1.48$1.53$1.14$1.70$2.25$2.80$3.36$3.91$4.46$5.02$5.57$6.13$6.68$7.23
PutsExpensive1.48×
CallsCheap0.87×
SkewBearish+14.33 pp
Implied moveBearish±$5.77
TiltBearish59.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.2435.7%16.9%
25Δ45.5429.9%20.6%34.3535.2%15.4%
30Δ43.2324.7%14.7%35.4634.6%14.0%
35Δ42.4922.6%13.0%36.5734.1%12.5%
40Δ41.9120.7%11.6%37.6833.5%11.1%
45Δ41.3318.9%10.3%38.8033.0%9.6%
50Δ40.7417.1%8.9%39.9132.4%8.2%
55Δ40.1615.2%7.6%41.0231.9%6.7%
60Δ39.5813.4%6.2%42.1331.3%5.3%
65Δ38.9911.6%4.8%43.2430.8%3.8%
70Δ38.419.8%3.5%44.3530.2%2.4%
75Δ45.4629.7%1.0%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.24
IV
35.7%
B/E move
16.9%

25Δ

Calls
Pseudo strike
45.54
IV
29.9%
B/E move
20.6%
Puts
Pseudo strike
34.35
IV
35.2%
B/E move
15.4%

30Δ

Calls
Pseudo strike
43.23
IV
24.7%
B/E move
14.7%
Puts
Pseudo strike
35.46
IV
34.6%
B/E move
14.0%

35Δ

Calls
Pseudo strike
42.49
IV
22.6%
B/E move
13.0%
Puts
Pseudo strike
36.57
IV
34.1%
B/E move
12.5%

40Δ

Calls
Pseudo strike
41.91
IV
20.7%
B/E move
11.6%
Puts
Pseudo strike
37.68
IV
33.5%
B/E move
11.1%

45Δ

Calls
Pseudo strike
41.33
IV
18.9%
B/E move
10.3%
Puts
Pseudo strike
38.80
IV
33.0%
B/E move
9.6%

50Δ

Calls
Pseudo strike
40.74
IV
17.1%
B/E move
8.9%
Puts
Pseudo strike
39.91
IV
32.4%
B/E move
8.2%

55Δ

Calls
Pseudo strike
40.16
IV
15.2%
B/E move
7.6%
Puts
Pseudo strike
41.02
IV
31.9%
B/E move
6.7%

60Δ

Calls
Pseudo strike
39.58
IV
13.4%
B/E move
6.2%
Puts
Pseudo strike
42.13
IV
31.3%
B/E move
5.3%

65Δ

Calls
Pseudo strike
38.99
IV
11.6%
B/E move
4.8%
Puts
Pseudo strike
43.24
IV
30.8%
B/E move
3.8%

70Δ

Calls
Pseudo strike
38.41
IV
9.8%
B/E move
3.5%
Puts
Pseudo strike
44.35
IV
30.2%
B/E move
2.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.46
IV
29.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations