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The RBB Fund, Inc. US Treasury 20 Year Bond ETF UTWY

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Market datapartial · fetched 2026-10-23T02:00:00.350Z

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 · 2026-10-22T20:00:00.306890226Z

FundamentalsAlpha Vantage · unavailable

Share price$40.73
1D+0.6%
AH$40.47$40.54$40.62$40.69$40.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUTWY
Sold putSold callAH

The RBB Fund, Inc. US Treasury 20 Year Bond ETF options

Live interpolated UTWY call and put midpoint premiums by absolute delta.The RBB Fund, Inc. US Treasury 20 Year Bond ETF$0.53$0.94$1.35$1.77$2.18$37.58$39.14$40.71$42.27$43.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UTWY spot · $40.73UTWY PRICE$0.57$0.58$0.61$0.64$0.70$0.76$0.82$0.88$0.94$1.00$1.06$1.16$1.38$0.57$0.59$0.63$0.69$0.76$0.83$0.91$0.99$1.09$1.18$1.28$1.37$2.06
PutsExpensive2.35×
CallsExpensive1.78×
SkewBearish+0.31 pp
Implied moveBearish±$1.72
TiltBearish7.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.2148.0%14.9%37.2042.7%10.1%
25Δ43.9435.5%9.3%38.5133.2%6.9%
30Δ42.8429.3%6.7%39.3028.1%5.1%
35Δ42.1125.0%5.0%39.8724.7%3.8%
40Δ41.6722.5%4.0%40.2522.6%3.0%
45Δ41.2920.4%3.2%40.5820.9%2.4%
50Δ40.9518.5%2.5%40.9119.2%1.8%
55Δ40.7517.3%2.2%41.1518.1%1.4%
60Δ40.5516.0%1.9%41.3617.1%1.1%
65Δ40.3514.7%1.5%41.5716.0%0.8%
70Δ40.1513.4%1.2%41.7815.0%0.5%
75Δ39.9312.4%0.9%41.9914.0%0.3%
80Δ39.6512.3%0.7%42.7017.7%0.2%

20Δ

Calls
Pseudo strike
46.21
IV
48.0%
B/E move
14.9%
Puts
Pseudo strike
37.20
IV
42.7%
B/E move
10.1%

25Δ

Calls
Pseudo strike
43.94
IV
35.5%
B/E move
9.3%
Puts
Pseudo strike
38.51
IV
33.2%
B/E move
6.9%

30Δ

Calls
Pseudo strike
42.84
IV
29.3%
B/E move
6.7%
Puts
Pseudo strike
39.30
IV
28.1%
B/E move
5.1%

35Δ

Calls
Pseudo strike
42.11
IV
25.0%
B/E move
5.0%
Puts
Pseudo strike
39.87
IV
24.7%
B/E move
3.8%

40Δ

Calls
Pseudo strike
41.67
IV
22.5%
B/E move
4.0%
Puts
Pseudo strike
40.25
IV
22.6%
B/E move
3.0%

45Δ

Calls
Pseudo strike
41.29
IV
20.4%
B/E move
3.2%
Puts
Pseudo strike
40.58
IV
20.9%
B/E move
2.4%

50Δ

Calls
Pseudo strike
40.95
IV
18.5%
B/E move
2.5%
Puts
Pseudo strike
40.91
IV
19.2%
B/E move
1.8%

55Δ

Calls
Pseudo strike
40.75
IV
17.3%
B/E move
2.2%
Puts
Pseudo strike
41.15
IV
18.1%
B/E move
1.4%

60Δ

Calls
Pseudo strike
40.55
IV
16.0%
B/E move
1.9%
Puts
Pseudo strike
41.36
IV
17.1%
B/E move
1.1%

65Δ

Calls
Pseudo strike
40.35
IV
14.7%
B/E move
1.5%
Puts
Pseudo strike
41.57
IV
16.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
40.15
IV
13.4%
B/E move
1.2%
Puts
Pseudo strike
41.78
IV
15.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
39.93
IV
12.4%
B/E move
0.9%
Puts
Pseudo strike
41.99
IV
14.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
39.65
IV
12.3%
B/E move
0.7%
Puts
Pseudo strike
42.70
IV
17.7%
B/E move
0.2%

Options history

No recorded observations