IntraAlpha
Create free account Start free

Roundhill Sports Betting & iGaming ETF BETZ

i

Market dataready · fetched 2026-11-12T17:19:17.367Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T16:51:10.864703944Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T17:19:16.948547+00:00

Share price$16.61
1D-0.7%
$16.44$16.52$16.60$16.67$16.755:30 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$0.42$0.52$0.62$0.73$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBETZ PRICE$0.33$0.40$0.43$0.47$0.50$0.53$0.57$0.60$0.63$0.66$0.70$0.40
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.32133.1%16.2%
25Δ18.5093.7%13.3%
30Δ18.0190.3%10.8%
35Δ17.8084.5%9.8%
40Δ17.6078.6%8.7%
45Δ17.3972.8%7.7%
50Δ17.1966.9%6.7%
55Δ16.9861.0%5.6%
60Δ16.7855.2%4.6%
65Δ16.5749.3%3.6%
70Δ16.3743.4%2.6%
75Δ16.1737.6%1.5%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.32
IV
133.1%
B/E move
16.2%

25Δ

Calls
Pseudo strike
18.50
IV
93.7%
B/E move
13.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
18.01
IV
90.3%
B/E move
10.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
17.80
IV
84.5%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
17.60
IV
78.6%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
17.39
IV
72.8%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
17.19
IV
66.9%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
16.98
IV
61.0%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
16.78
IV
55.2%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
16.57
IV
49.3%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
16.37
IV
43.4%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
16.17
IV
37.6%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend27.66%
Daily close
BETZ18.7%30.9%43.2%2026-08-14: 27.60%2026-08-18: 37.20%2026-08-19: 33.06%2026-08-20: 38.90%2026-08-21: 22.64%2026-08-24: 21.55%2026-08-25: 20.82%2026-08-26: 21.29%2026-08-27: 22.80%2026-08-28: 20.36%2026-08-31: 21.90%2026-09-02: 21.49%2026-09-03: 23.29%2026-09-04: 23.51%2026-09-08: 25.12%2026-09-10: 22.90%2026-09-11: 26.71%2026-09-15: 32.71%2026-09-17: 41.53%2026-09-18: 25.27%2026-09-21: 24.89%2026-09-22: 24.48%2026-09-23: 25.10%2026-09-24: 26.01%2026-09-25: 30.46%2026-09-28: 28.04%2026-09-30: 29.87%2026-10-01: 30.55%2026-10-02: 28.22%2026-10-05: 30.77%2026-10-06: 28.04%2026-10-07: 32.34%2026-10-09: 35.95%2026-10-12: 37.95%2026-10-13: 34.00%2026-10-16: 27.11%2026-10-19: 23.67%2026-10-20: 27.62%2026-10-21: 28.38%2026-10-22: 26.65%2026-10-23: 29.29%2026-10-26: 29.75%2026-10-27: 29.21%2026-10-28: 26.54%2026-10-29: 29.60%2026-10-30: 27.66%Aug 14Sep 23Oct 30
46 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
27.60%
37.20%
33.06%
38.90%
22.64%
21.55%
20.82%
21.29%
22.80%
20.36%
21.90%
21.49%
23.29%
23.51%
25.12%
22.90%
26.71%
32.71%
41.53%
25.27%
24.89%
24.48%
25.10%
26.01%
30.46%
28.04%
29.87%
30.55%
28.22%
30.77%
28.04%
32.34%
35.95%
37.95%
34.00%
27.11%
23.67%
27.62%
28.38%
26.65%
29.29%
29.75%
29.21%
26.54%
29.60%
27.66%