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Roundhill Sports Betting & iGaming ETF BETZ

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Market dataready · fetched 2026-10-22T18:29:05.508Z

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 · 2026-10-22T18:10:26.624839665Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T18:29:04.277374+00:00

Share price$16.95
1D+1.1%
$16.71$16.81$16.91$17.01$17.115:30 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$0.22$0.46$0.69$0.92$1.16$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEBETZ PRICE$0.25$0.27$0.29$0.32$0.34$0.37$0.39$0.49$0.61$0.73$0.85$0.97$1.09$0.33$0.37$0.40$0.43$0.47$0.50
PutsExpensive1.52×
CallsCheap0.71×
SkewBearish+36.44 pp
Implied move——
TiltBullish47.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.4150.5%16.0%12.7996.1%26.5%
25Δ18.7642.6%12.2%13.5384.0%22.3%
30Δ18.4238.5%10.4%14.2872.0%18.1%
35Δ18.0934.4%8.6%15.0259.9%14.0%
40Δ17.7530.2%6.8%15.7647.8%9.8%
45Δ17.4226.1%4.9%16.5035.7%5.6%
50Δ17.0922.0%3.1%
55Δ16.8821.4%2.5%
60Δ16.7122.1%2.2%
65Δ16.5522.8%1.9%
70Δ16.3823.5%1.6%
75Δ16.2124.2%1.4%
80Δ16.0524.9%1.1%

20Δ

Calls
Pseudo strike
19.41
IV
50.5%
B/E move
16.0%
Puts
Pseudo strike
12.79
IV
96.1%
B/E move
26.5%

25Δ

Calls
Pseudo strike
18.76
IV
42.6%
B/E move
12.2%
Puts
Pseudo strike
13.53
IV
84.0%
B/E move
22.3%

30Δ

Calls
Pseudo strike
18.42
IV
38.5%
B/E move
10.4%
Puts
Pseudo strike
14.28
IV
72.0%
B/E move
18.1%

35Δ

Calls
Pseudo strike
18.09
IV
34.4%
B/E move
8.6%
Puts
Pseudo strike
15.02
IV
59.9%
B/E move
14.0%

40Δ

Calls
Pseudo strike
17.75
IV
30.2%
B/E move
6.8%
Puts
Pseudo strike
15.76
IV
47.8%
B/E move
9.8%

45Δ

Calls
Pseudo strike
17.42
IV
26.1%
B/E move
4.9%
Puts
Pseudo strike
16.50
IV
35.7%
B/E move
5.6%

50Δ

Calls
Pseudo strike
17.09
IV
22.0%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
16.88
IV
21.4%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
16.71
IV
22.1%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
16.55
IV
22.8%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
16.38
IV
23.5%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
16.21
IV
24.2%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
16.05
IV
24.9%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

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