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Roundhill Robotaxi, Autonomous Vehicles & Technology ETF CABZ

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Market datapartial · fetched 2026-11-12T16:04:05.431Z

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 · 2026-11-12T01:00:01.233227824Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:04:03.906445+00:00

Share price$18.23
1D+0.0%
AH$18.21$18.22$18.22$18.22$18.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCABZ
Sold putSold callAH

Roundhill Robotaxi, Autonomous Vehicles & Technology ETF options

Live interpolated CABZ call and put midpoint premiums by absolute delta.Roundhill Robotaxi, Autonomous Vehicles & Technology ETF$0.76$0.86$0.95$1.05$1.15$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECABZ PRICE$0.77$0.89$1.00$1.12
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ18.0977.0%4.9%
50Δ18.3474.9%4.2%
55Δ18.5872.9%3.5%
60Δ18.8370.8%2.8%
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.09
IV
77.0%
B/E move
4.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.34
IV
74.9%
B/E move
4.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.58
IV
72.9%
B/E move
3.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.83
IV
70.8%
B/E move
2.8%

65Δ

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

70Δ

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

75Δ

Calls
Pseudo strike
IV
B/E move
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 blend44.02%
Daily close
CABZ38.3%59.6%80.9%2026-08-14: 46.40%2026-08-17: 51.30%2026-08-18: 54.45%2026-08-19: 59.36%2026-08-20: 66.83%2026-08-21: 43.31%2026-08-24: 42.12%2026-08-25: 44.51%2026-08-26: 44.69%2026-08-27: 43.52%2026-08-28: 43.47%2026-08-31: 44.56%2026-09-01: 44.71%2026-09-02: 44.25%2026-09-03: 43.95%2026-09-04: 44.56%2026-09-08: 47.48%2026-09-09: 47.17%2026-09-10: 49.19%2026-09-11: 49.91%2026-09-14: 55.47%2026-09-15: 59.09%2026-09-16: 63.79%2026-09-17: 74.09%2026-09-18: 41.26%2026-09-21: 41.65%2026-09-22: 42.74%2026-09-23: 42.44%2026-09-24: 43.05%2026-09-25: 43.49%2026-09-28: 45.03%2026-09-29: 43.43%2026-09-30: 43.33%2026-10-01: 43.16%2026-10-02: 43.09%2026-10-05: 45.11%2026-10-06: 45.46%2026-10-07: 45.83%2026-10-08: 47.19%2026-10-09: 47.32%2026-10-12: 54.22%2026-10-13: 58.24%2026-10-14: 64.05%2026-10-15: 77.97%2026-10-16: 41.81%2026-10-19: 43.81%2026-10-20: 42.40%2026-10-21: 43.67%2026-10-22: 45.63%2026-10-23: 42.51%2026-10-26: 41.68%2026-10-27: 41.35%2026-10-28: 41.41%2026-10-29: 41.86%2026-10-30: 44.02%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
46.40%
51.30%
54.45%
59.36%
66.83%
43.31%
42.12%
44.51%
44.69%
43.52%
43.47%
44.56%
44.71%
44.25%
43.95%
44.56%
47.48%
47.17%
49.19%
49.91%
55.47%
59.09%
63.79%
74.09%
41.26%
41.65%
42.74%
42.44%
43.05%
43.49%
45.03%
43.43%
43.33%
43.16%
43.09%
45.11%
45.46%
45.83%
47.19%
47.32%
54.22%
58.24%
64.05%
77.97%
41.81%
43.81%
42.40%
43.67%
45.63%
42.51%
41.68%
41.35%
41.41%
41.86%
44.02%