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Roundhill Sports Betting & iGaming ETF BETZ

i

Market dataready · fetched 2026-10-24T04:23:05.728Z

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 · 2026-10-24T00:00:00.092448878Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:23:06.166528+00:00

Share price$16.92
1D+0.2%
AH$16.79$16.83$16.88$16.93$16.975:30 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$0.31$0.53$0.76$0.99$1.21$14.53$15.73$16.94$18.14$19.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BETZ spot · $16.92BETZ PRICE$0.40$0.38$0.33$0.39$0.47$0.55$0.63$0.69$0.75$0.81$0.87$0.93$1.00$0.41$0.44$0.47$0.54$0.61$0.68$0.74$0.81$0.88$0.95$1.01$1.08$1.15
PutsFair0.99×
CallsCheap0.93×
SkewBearish+1.97 pp
Implied moveBearish±$1.37
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.3285.8%28.4%14.5973.3%16.2%
25Δ19.4561.7%17.2%15.3559.9%11.9%
30Δ18.1340.0%9.1%15.9449.7%8.6%
35Δ17.7937.3%7.4%16.2546.2%7.1%
40Δ17.5536.8%6.5%16.5243.4%5.9%
45Δ17.3136.2%5.5%16.8040.6%4.7%
50Δ17.0735.7%4.6%17.0438.0%3.7%
55Δ16.8934.1%3.9%17.2035.8%3.1%
60Δ16.7432.0%3.4%17.3633.6%2.6%
65Δ16.5930.0%2.9%17.5231.4%2.0%
70Δ16.4427.9%2.3%17.6829.2%1.5%
75Δ16.2925.8%1.8%17.8426.9%1.0%
80Δ16.1423.8%1.3%18.0024.7%0.4%

20Δ

Calls
Pseudo strike
21.32
IV
85.8%
B/E move
28.4%
Puts
Pseudo strike
14.59
IV
73.3%
B/E move
16.2%

25Δ

Calls
Pseudo strike
19.45
IV
61.7%
B/E move
17.2%
Puts
Pseudo strike
15.35
IV
59.9%
B/E move
11.9%

30Δ

Calls
Pseudo strike
18.13
IV
40.0%
B/E move
9.1%
Puts
Pseudo strike
15.94
IV
49.7%
B/E move
8.6%

35Δ

Calls
Pseudo strike
17.79
IV
37.3%
B/E move
7.4%
Puts
Pseudo strike
16.25
IV
46.2%
B/E move
7.1%

40Δ

Calls
Pseudo strike
17.55
IV
36.8%
B/E move
6.5%
Puts
Pseudo strike
16.52
IV
43.4%
B/E move
5.9%

45Δ

Calls
Pseudo strike
17.31
IV
36.2%
B/E move
5.5%
Puts
Pseudo strike
16.80
IV
40.6%
B/E move
4.7%

50Δ

Calls
Pseudo strike
17.07
IV
35.7%
B/E move
4.6%
Puts
Pseudo strike
17.04
IV
38.0%
B/E move
3.7%

55Δ

Calls
Pseudo strike
16.89
IV
34.1%
B/E move
3.9%
Puts
Pseudo strike
17.20
IV
35.8%
B/E move
3.1%

60Δ

Calls
Pseudo strike
16.74
IV
32.0%
B/E move
3.4%
Puts
Pseudo strike
17.36
IV
33.6%
B/E move
2.6%

65Δ

Calls
Pseudo strike
16.59
IV
30.0%
B/E move
2.9%
Puts
Pseudo strike
17.52
IV
31.4%
B/E move
2.0%

70Δ

Calls
Pseudo strike
16.44
IV
27.9%
B/E move
2.3%
Puts
Pseudo strike
17.68
IV
29.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
16.29
IV
25.8%
B/E move
1.8%
Puts
Pseudo strike
17.84
IV
26.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
16.14
IV
23.8%
B/E move
1.3%
Puts
Pseudo strike
18.00
IV
24.7%
B/E move
0.4%

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%