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Roundhill Sports Betting & iGaming ETF BETZ

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Market dataready · fetched 2026-10-24T08:23:14.925Z

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 2026-10-24T08:23:14.876894+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+1.92 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
20Δ21.3286.1%28.4%14.5973.5%16.2%
25Δ19.4561.9%17.2%15.3560.0%11.9%
30Δ18.1340.1%9.1%15.9449.8%8.6%
35Δ17.7937.4%7.4%16.2546.3%7.1%
40Δ17.5536.9%6.5%16.5243.5%5.9%
45Δ17.3136.3%5.5%16.8040.6%4.7%
50Δ17.0735.8%4.6%17.0438.0%3.7%
55Δ16.8934.2%3.9%17.2035.8%3.1%
60Δ16.7432.1%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%
75Δ16.2925.9%1.8%17.8426.9%1.0%
80Δ16.1423.8%1.3%18.0024.7%0.4%

20Δ

Calls
Pseudo strike
21.32
IV
86.1%
B/E move
28.4%
Puts
Pseudo strike
14.59
IV
73.5%
B/E move
16.2%

25Δ

Calls
Pseudo strike
19.45
IV
61.9%
B/E move
17.2%
Puts
Pseudo strike
15.35
IV
60.0%
B/E move
11.9%

30Δ

Calls
Pseudo strike
18.13
IV
40.1%
B/E move
9.1%
Puts
Pseudo strike
15.94
IV
49.8%
B/E move
8.6%

35Δ

Calls
Pseudo strike
17.79
IV
37.4%
B/E move
7.4%
Puts
Pseudo strike
16.25
IV
46.3%
B/E move
7.1%

40Δ

Calls
Pseudo strike
17.55
IV
36.9%
B/E move
6.5%
Puts
Pseudo strike
16.52
IV
43.5%
B/E move
5.9%

45Δ

Calls
Pseudo strike
17.31
IV
36.3%
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
35.8%
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
34.2%
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
32.1%
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
25.9%
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

BETZ18.6730.9543.232026-07-27: 29.34%2026-07-28: 28.36%2026-07-29: 31.75%2026-07-30: 30.38%2026-07-31: 30.23%2026-08-03: 31.88%2026-08-04: 29.76%2026-08-05: 31.27%2026-08-06: 33.21%2026-08-07: 30.09%2026-08-10: 34.29%2026-08-12: 30.92%2026-08-13: 29.08%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%Jul 27Oct 23
Table
DateIV
29.34%
28.36%
31.75%
30.38%
30.23%
31.88%
29.76%
31.27%
33.21%
30.09%
34.29%
30.92%
29.08%
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%