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

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Market datapartial · fetched 2026-10-23T01:37:15.132Z

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 · 2026-10-22T23:43:27.302939894Z

FundamentalsAlpha Vantage · unavailable

Share price$47.72
1D+0.2%
AH$47.56$47.60$47.64$47.67$47.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUTWO
Sold putSold callAH

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$0.85$1.31$1.76$2.22$2.67$43.53$45.66$47.80$49.93$52.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UTWO spot · $47.72UTWO PRICE$0.90$0.90$0.90$0.91$0.91$0.92$0.94$1.04$1.14$1.24$1.34$1.47$1.59$0.90$0.90$0.90$0.90$0.94$1.04$1.14$1.20$1.26$1.31$1.37$1.74$2.54
PutsExpensive3.24×
CallsExpensive3.42×
SkewBullish-1.16 pp
Implied moveBearish±$2.08
TiltBearish6.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.8665.5%21.0%42.4755.9%12.9%
25Δ52.9448.1%12.8%44.4742.6%8.7%
30Δ50.9337.6%8.6%45.7533.8%6.0%
35Δ50.1732.6%7.0%46.5727.7%4.3%
40Δ49.4127.6%5.5%47.1623.8%3.1%
45Δ48.6422.5%3.9%47.5622.2%2.5%
50Δ47.9618.2%2.5%47.9620.6%1.9%
55Δ47.7017.2%2.1%48.2019.0%1.5%
60Δ47.4316.3%1.8%48.4317.3%1.1%
65Δ47.1715.3%1.4%48.6615.7%0.8%
70Δ46.9114.4%1.1%48.8814.0%0.4%
75Δ46.6713.5%0.9%49.3414.9%0.2%
80Δ46.4212.5%0.6%50.1418.8%0.2%

20Δ

Calls
Pseudo strike
56.86
IV
65.5%
B/E move
21.0%
Puts
Pseudo strike
42.47
IV
55.9%
B/E move
12.9%

25Δ

Calls
Pseudo strike
52.94
IV
48.1%
B/E move
12.8%
Puts
Pseudo strike
44.47
IV
42.6%
B/E move
8.7%

30Δ

Calls
Pseudo strike
50.93
IV
37.6%
B/E move
8.6%
Puts
Pseudo strike
45.75
IV
33.8%
B/E move
6.0%

35Δ

Calls
Pseudo strike
50.17
IV
32.6%
B/E move
7.0%
Puts
Pseudo strike
46.57
IV
27.7%
B/E move
4.3%

40Δ

Calls
Pseudo strike
49.41
IV
27.6%
B/E move
5.5%
Puts
Pseudo strike
47.16
IV
23.8%
B/E move
3.1%

45Δ

Calls
Pseudo strike
48.64
IV
22.5%
B/E move
3.9%
Puts
Pseudo strike
47.56
IV
22.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
47.96
IV
18.2%
B/E move
2.5%
Puts
Pseudo strike
47.96
IV
20.6%
B/E move
1.9%

55Δ

Calls
Pseudo strike
47.70
IV
17.2%
B/E move
2.1%
Puts
Pseudo strike
48.20
IV
19.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
47.43
IV
16.3%
B/E move
1.8%
Puts
Pseudo strike
48.43
IV
17.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
47.17
IV
15.3%
B/E move
1.4%
Puts
Pseudo strike
48.66
IV
15.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
46.91
IV
14.4%
B/E move
1.1%
Puts
Pseudo strike
48.88
IV
14.0%
B/E move
0.4%

75Δ

Calls
Pseudo strike
46.67
IV
13.5%
B/E move
0.9%
Puts
Pseudo strike
49.34
IV
14.9%
B/E move
0.2%

80Δ

Calls
Pseudo strike
46.42
IV
12.5%
B/E move
0.6%
Puts
Pseudo strike
50.14
IV
18.8%
B/E move
0.2%

Options history

No recorded observations