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

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Market datapartial · fetched 2026-10-22T23:12:01.008Z

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 · 2026-10-22T22:12:58.730506286Z

FundamentalsAlpha Vantage · unavailable

Share price$38.50
1D-0.0%
AH$38.18$38.31$38.44$38.57$38.705:30 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$0.53$0.97$1.41$1.86$2.30$34.76$36.61$38.45$40.30$42.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UTHY spot · $38.50UTHY PRICE$0.57$0.58$0.63$0.68$0.73$0.77$0.83$0.89$0.96$1.02$1.15$1.30$1.46$0.58$0.62$0.66$0.72$0.79$0.87$0.96$1.04$1.20$1.36$1.53$1.73$2.17
PutsCheap0.89×
CallsCheap0.90×
SkewBearish+0.57 pp
Implied moveBearish±$1.79
TiltBearish10.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.0350.8%15.8%35.0244.8%10.5%
25Δ41.8838.5%10.3%36.0737.4%7.9%
30Δ41.1734.4%8.6%37.0630.5%5.4%
35Δ40.4530.2%6.8%37.5727.4%4.3%
40Δ39.7426.0%5.1%38.0524.6%3.2%
45Δ39.0221.9%3.4%38.3523.0%2.6%
50Δ38.7620.3%2.9%38.6621.5%2.1%
55Δ38.5218.7%2.4%38.9619.9%1.5%
60Δ38.2817.2%1.9%39.2419.4%1.2%
65Δ38.0415.6%1.4%39.5019.0%0.9%
70Δ37.8114.9%1.2%39.7718.7%0.7%
75Δ37.5914.4%1.0%40.0718.5%0.4%
80Δ37.3613.9%0.8%40.5719.5%0.3%

20Δ

Calls
Pseudo strike
44.03
IV
50.8%
B/E move
15.8%
Puts
Pseudo strike
35.02
IV
44.8%
B/E move
10.5%

25Δ

Calls
Pseudo strike
41.88
IV
38.5%
B/E move
10.3%
Puts
Pseudo strike
36.07
IV
37.4%
B/E move
7.9%

30Δ

Calls
Pseudo strike
41.17
IV
34.4%
B/E move
8.6%
Puts
Pseudo strike
37.06
IV
30.5%
B/E move
5.4%

35Δ

Calls
Pseudo strike
40.45
IV
30.2%
B/E move
6.8%
Puts
Pseudo strike
37.57
IV
27.4%
B/E move
4.3%

40Δ

Calls
Pseudo strike
39.74
IV
26.0%
B/E move
5.1%
Puts
Pseudo strike
38.05
IV
24.6%
B/E move
3.2%

45Δ

Calls
Pseudo strike
39.02
IV
21.9%
B/E move
3.4%
Puts
Pseudo strike
38.35
IV
23.0%
B/E move
2.6%

50Δ

Calls
Pseudo strike
38.76
IV
20.3%
B/E move
2.9%
Puts
Pseudo strike
38.66
IV
21.5%
B/E move
2.1%

55Δ

Calls
Pseudo strike
38.52
IV
18.7%
B/E move
2.4%
Puts
Pseudo strike
38.96
IV
19.9%
B/E move
1.5%

60Δ

Calls
Pseudo strike
38.28
IV
17.2%
B/E move
1.9%
Puts
Pseudo strike
39.24
IV
19.4%
B/E move
1.2%

65Δ

Calls
Pseudo strike
38.04
IV
15.6%
B/E move
1.4%
Puts
Pseudo strike
39.50
IV
19.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
37.81
IV
14.9%
B/E move
1.2%
Puts
Pseudo strike
39.77
IV
18.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
37.59
IV
14.4%
B/E move
1.0%
Puts
Pseudo strike
40.07
IV
18.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
37.36
IV
13.9%
B/E move
0.8%
Puts
Pseudo strike
40.57
IV
19.5%
B/E move
0.3%

Options history

No recorded observations