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Roundhill Sports Betting & iGaming ETF BETZ

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Market datapartial · fetched 2026-10-22T20:25:58.011Z

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 · 2026-10-22T20:10:00.002842117Z

FundamentalsAlpha Vantage · unavailable

Share price$17.02
1D+0.8%
AH$16.71$16.81$16.91$17.01$17.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBETZ
Sold putSold callAH

Roundhill Sports Betting & iGaming ETF options

Live interpolated BETZ call and put midpoint premiums by absolute delta.Roundhill Sports Betting & iGaming ETF$0.15$1.08$2.01$2.95$3.88$14.51$15.76$17.01$18.26$19.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BETZ spot · $17.02BETZ PRICE$0.25$0.25$0.26$0.29$0.32$0.34$0.37$0.41$0.52$0.62$0.73$0.83$0.94$0.28$0.33$0.38$0.42$0.47$0.51$0.61$0.72$0.83$0.94$1.05$1.67$3.61
PutsCheap0.86×
CallsCheap0.60×
SkewBearish+10.97 pp
Implied moveBearish±$0.98
TiltBearish31.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.4950.4%15.9%15.2949.6%11.8%
25Δ18.5237.8%10.3%15.8143.9%9.1%
30Δ17.9529.8%6.9%16.1639.8%7.3%
35Δ17.7527.6%6.0%16.4236.6%6.0%
40Δ17.5625.3%5.0%16.6833.4%4.8%
45Δ17.3723.1%4.0%16.9430.2%3.5%
50Δ17.1720.9%3.1%17.1429.2%2.9%
55Δ16.9918.8%2.2%17.3228.9%2.5%
60Δ16.8418.9%1.9%17.5028.6%2.0%
65Δ16.7019.0%1.7%17.6928.3%1.6%
70Δ16.5519.0%1.5%17.8728.0%1.2%
75Δ16.4119.1%1.2%18.5334.9%0.9%
80Δ16.2619.2%1.0%20.4460.1%1.1%

20Δ

Calls
Pseudo strike
19.49
IV
50.4%
B/E move
15.9%
Puts
Pseudo strike
15.29
IV
49.6%
B/E move
11.8%

25Δ

Calls
Pseudo strike
18.52
IV
37.8%
B/E move
10.3%
Puts
Pseudo strike
15.81
IV
43.9%
B/E move
9.1%

30Δ

Calls
Pseudo strike
17.95
IV
29.8%
B/E move
6.9%
Puts
Pseudo strike
16.16
IV
39.8%
B/E move
7.3%

35Δ

Calls
Pseudo strike
17.75
IV
27.6%
B/E move
6.0%
Puts
Pseudo strike
16.42
IV
36.6%
B/E move
6.0%

40Δ

Calls
Pseudo strike
17.56
IV
25.3%
B/E move
5.0%
Puts
Pseudo strike
16.68
IV
33.4%
B/E move
4.8%

45Δ

Calls
Pseudo strike
17.37
IV
23.1%
B/E move
4.0%
Puts
Pseudo strike
16.94
IV
30.2%
B/E move
3.5%

50Δ

Calls
Pseudo strike
17.17
IV
20.9%
B/E move
3.1%
Puts
Pseudo strike
17.14
IV
29.2%
B/E move
2.9%

55Δ

Calls
Pseudo strike
16.99
IV
18.8%
B/E move
2.2%
Puts
Pseudo strike
17.32
IV
28.9%
B/E move
2.5%

60Δ

Calls
Pseudo strike
16.84
IV
18.9%
B/E move
1.9%
Puts
Pseudo strike
17.50
IV
28.6%
B/E move
2.0%

65Δ

Calls
Pseudo strike
16.70
IV
19.0%
B/E move
1.7%
Puts
Pseudo strike
17.69
IV
28.3%
B/E move
1.6%

70Δ

Calls
Pseudo strike
16.55
IV
19.0%
B/E move
1.5%
Puts
Pseudo strike
17.87
IV
28.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
16.41
IV
19.1%
B/E move
1.2%
Puts
Pseudo strike
18.53
IV
34.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
16.26
IV
19.2%
B/E move
1.0%
Puts
Pseudo strike
20.44
IV
60.1%
B/E move
1.1%

Options history

BETZ27.5827.9728.372026-10-20: 27.64%2026-10-21: 28.31%Oct 20Oct 21
Table
DateIV
27.64%
28.31%