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The RBB Fund, Inc. US Treasury 2 Year Note ETF UTWO

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Market datapartial · fetched 2026-10-23T16:42:32.581Z

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 · 2026-10-23T16:41:56.144746669Z

FundamentalsAlpha Vantage · unavailable

Share price$47.66
1D-0.0%
$47.62$47.64$47.66$47.68$47.705:30 AM6:30 AM9:00 AM1:00 PMUTWO
Sold putSold call

The RBB Fund, Inc. US Treasury 2 Year Note ETF options

Live interpolated UTWO call and put midpoint premiums by absolute delta.The RBB Fund, Inc. US Treasury 2 Year Note ETF$1.60$3.00$4.40$5.80$7.19$39.23$43.04$46.85$50.66$54.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UTWO spot · $47.66UTWO PRICE$1.75$1.75$1.76$1.80$1.84$1.96$2.13$2.33$2.50$2.70$2.90$1.80$1.80$1.80$1.80$1.87$2.07$2.39$2.47$2.49$2.82$3.81$6.79
PutsExpensive4.54×
CallsExpensive3.55×
SkewBearish+5.31 pp
Implied moveBearish±$4.22
TiltBearish15.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.5946.1%20.7%
25Δ42.7535.5%14.1%
30Δ55.6133.9%20.4%44.8728.4%9.6%
35Δ52.6226.9%14.1%46.3223.3%6.6%
40Δ50.8022.1%10.3%47.3520.1%4.6%
45Δ49.6618.9%8.0%48.1518.7%3.3%
50Δ48.8116.3%6.3%48.8618.3%2.5%
55Δ48.2014.8%5.2%49.3416.6%1.7%
60Δ47.6613.9%4.5%49.7614.5%0.8%
65Δ47.1713.2%3.9%50.3613.9%0.2%
70Δ45.9012.2%1.6%51.4416.2%0.1%
75Δ45.5211.4%1.2%54.3424.0%0.2%
80Δ45.1410.6%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.59
IV
46.1%
B/E move
20.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.75
IV
35.5%
B/E move
14.1%

30Δ

Calls
Pseudo strike
55.61
IV
33.9%
B/E move
20.4%
Puts
Pseudo strike
44.87
IV
28.4%
B/E move
9.6%

35Δ

Calls
Pseudo strike
52.62
IV
26.9%
B/E move
14.1%
Puts
Pseudo strike
46.32
IV
23.3%
B/E move
6.6%

40Δ

Calls
Pseudo strike
50.80
IV
22.1%
B/E move
10.3%
Puts
Pseudo strike
47.35
IV
20.1%
B/E move
4.6%

45Δ

Calls
Pseudo strike
49.66
IV
18.9%
B/E move
8.0%
Puts
Pseudo strike
48.15
IV
18.7%
B/E move
3.3%

50Δ

Calls
Pseudo strike
48.81
IV
16.3%
B/E move
6.3%
Puts
Pseudo strike
48.86
IV
18.3%
B/E move
2.5%

55Δ

Calls
Pseudo strike
48.20
IV
14.8%
B/E move
5.2%
Puts
Pseudo strike
49.34
IV
16.6%
B/E move
1.7%

60Δ

Calls
Pseudo strike
47.66
IV
13.9%
B/E move
4.5%
Puts
Pseudo strike
49.76
IV
14.5%
B/E move
0.8%

65Δ

Calls
Pseudo strike
47.17
IV
13.2%
B/E move
3.9%
Puts
Pseudo strike
50.36
IV
13.9%
B/E move
0.2%

70Δ

Calls
Pseudo strike
45.90
IV
12.2%
B/E move
1.6%
Puts
Pseudo strike
51.44
IV
16.2%
B/E move
0.1%

75Δ

Calls
Pseudo strike
45.52
IV
11.4%
B/E move
1.2%
Puts
Pseudo strike
54.34
IV
24.0%
B/E move
0.2%

80Δ

Calls
Pseudo strike
45.14
IV
10.6%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations