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Roundhill Sports Betting & iGaming ETF BETZ

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Market datapartial · fetched 2026-10-23T14:14:10.981Z

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 · 2026-10-23T13:30:00.289565511Z

FundamentalsAlpha Vantage · unavailable

Share price$16.89
1D+0.0%
$16.88$16.89$16.89$16.89$16.905:30 AM6:30 AM9:00 AM1:00 PMBETZ
Sold putSold call

Roundhill Sports Betting & iGaming ETF options

Live interpolated BETZ call and put midpoint premiums by absolute delta.Roundhill Sports Betting & iGaming ETF$0.31$0.50$0.69$0.89$1.08$14.47$15.68$16.89$18.11$19.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BETZ spot · $16.89BETZ PRICE$0.40$0.38$0.33$0.40$0.48$0.56$0.64$0.70$0.77$0.83$0.90$0.96$1.03$0.41$0.44$0.47$0.51$0.55$0.59$0.63$0.69$0.75$0.81$0.87$0.93$0.99
PutsCheap0.90×
CallsCheap0.94×
SkewBullish-1.75 pp
Implied moveBalanced±$1.27
TiltBalanced1.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.2985.1%28.4%14.5772.6%16.2%
25Δ19.4161.0%17.2%15.3359.2%11.9%
30Δ18.0739.0%8.9%15.9149.2%8.6%
35Δ17.7737.5%7.6%16.2244.1%7.0%
40Δ17.5337.0%6.6%16.4939.9%5.6%
45Δ17.2836.5%5.6%16.7635.7%4.3%
50Δ17.0436.0%4.7%17.0131.8%3.0%
55Δ16.8634.3%4.0%17.1429.9%2.6%
60Δ16.7032.3%3.4%17.2728.1%2.2%
65Δ16.5430.3%2.9%17.3926.3%1.8%
70Δ16.3828.3%2.3%17.5224.5%1.4%
75Δ16.2226.3%1.7%17.6522.7%1.0%
80Δ16.0624.3%1.2%17.7820.9%0.6%

20Δ

Calls
Pseudo strike
21.29
IV
85.1%
B/E move
28.4%
Puts
Pseudo strike
14.57
IV
72.6%
B/E move
16.2%

25Δ

Calls
Pseudo strike
19.41
IV
61.0%
B/E move
17.2%
Puts
Pseudo strike
15.33
IV
59.2%
B/E move
11.9%

30Δ

Calls
Pseudo strike
18.07
IV
39.0%
B/E move
8.9%
Puts
Pseudo strike
15.91
IV
49.2%
B/E move
8.6%

35Δ

Calls
Pseudo strike
17.77
IV
37.5%
B/E move
7.6%
Puts
Pseudo strike
16.22
IV
44.1%
B/E move
7.0%

40Δ

Calls
Pseudo strike
17.53
IV
37.0%
B/E move
6.6%
Puts
Pseudo strike
16.49
IV
39.9%
B/E move
5.6%

45Δ

Calls
Pseudo strike
17.28
IV
36.5%
B/E move
5.6%
Puts
Pseudo strike
16.76
IV
35.7%
B/E move
4.3%

50Δ

Calls
Pseudo strike
17.04
IV
36.0%
B/E move
4.7%
Puts
Pseudo strike
17.01
IV
31.8%
B/E move
3.0%

55Δ

Calls
Pseudo strike
16.86
IV
34.3%
B/E move
4.0%
Puts
Pseudo strike
17.14
IV
29.9%
B/E move
2.6%

60Δ

Calls
Pseudo strike
16.70
IV
32.3%
B/E move
3.4%
Puts
Pseudo strike
17.27
IV
28.1%
B/E move
2.2%

65Δ

Calls
Pseudo strike
16.54
IV
30.3%
B/E move
2.9%
Puts
Pseudo strike
17.39
IV
26.3%
B/E move
1.8%

70Δ

Calls
Pseudo strike
16.38
IV
28.3%
B/E move
2.3%
Puts
Pseudo strike
17.52
IV
24.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
16.22
IV
26.3%
B/E move
1.7%
Puts
Pseudo strike
17.65
IV
22.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
16.06
IV
24.3%
B/E move
1.2%
Puts
Pseudo strike
17.78
IV
20.9%
B/E move
0.6%

Options history

BETZ26.5427.4928.442026-10-20: 27.64%2026-10-21: 28.31%2026-10-22: 26.67%Oct 20Oct 22
Table
DateIV
27.64%
28.31%
26.67%