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Roundhill Robotaxi, Autonomous Vehicles & Technology ETF CABZ

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Market datapartial · fetched 2026-10-23T08:04:26.151Z

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 · 2026-10-23T00:00:01.337195666Z

FundamentalsAlpha Vantage · unavailable

Share price$17.59
1D+0.0%
AH$17.70$17.71$17.71$17.71$17.725:30 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$0.58$1.01$1.44$1.88$2.31$14.14$15.94$17.75$19.55$21.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CABZ spot · $17.59CABZ PRICE$0.63$0.63$0.66$0.72$0.79$0.86$0.94$1.02$1.10$1.18$1.38$1.58$1.78$0.64$0.67$0.73$0.81$0.88$0.96$1.05$1.14$1.27$1.39$1.52$1.70$2.18
PutsExpensive1.75×
CallsExpensive4.60×
SkewBullish-6.32 pp
Implied moveBearish±$1.98
TiltBearish6.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.00134.5%51.4%14.45101.5%21.5%
25Δ21.9996.9%28.6%15.4882.5%15.8%
30Δ20.3378.8%19.3%16.2070.6%12.1%
35Δ19.4169.1%14.5%16.7163.6%9.6%
40Δ18.7662.0%11.1%17.1457.7%7.6%
45Δ18.2856.7%8.8%17.4653.5%6.2%
50Δ17.8752.2%6.9%17.7849.2%4.9%
55Δ17.5848.8%5.7%18.0845.7%3.7%
60Δ17.2845.3%4.5%18.3243.7%3.1%
65Δ16.9942.0%3.3%18.5641.7%2.4%
70Δ16.6941.8%2.8%18.8039.7%1.8%
75Δ16.4041.7%2.2%19.0838.5%1.2%
80Δ16.1141.5%1.7%19.6241.6%0.9%

20Δ

Calls
Pseudo strike
26.00
IV
134.5%
B/E move
51.4%
Puts
Pseudo strike
14.45
IV
101.5%
B/E move
21.5%

25Δ

Calls
Pseudo strike
21.99
IV
96.9%
B/E move
28.6%
Puts
Pseudo strike
15.48
IV
82.5%
B/E move
15.8%

30Δ

Calls
Pseudo strike
20.33
IV
78.8%
B/E move
19.3%
Puts
Pseudo strike
16.20
IV
70.6%
B/E move
12.1%

35Δ

Calls
Pseudo strike
19.41
IV
69.1%
B/E move
14.5%
Puts
Pseudo strike
16.71
IV
63.6%
B/E move
9.6%

40Δ

Calls
Pseudo strike
18.76
IV
62.0%
B/E move
11.1%
Puts
Pseudo strike
17.14
IV
57.7%
B/E move
7.6%

45Δ

Calls
Pseudo strike
18.28
IV
56.7%
B/E move
8.8%
Puts
Pseudo strike
17.46
IV
53.5%
B/E move
6.2%

50Δ

Calls
Pseudo strike
17.87
IV
52.2%
B/E move
6.9%
Puts
Pseudo strike
17.78
IV
49.2%
B/E move
4.9%

55Δ

Calls
Pseudo strike
17.58
IV
48.8%
B/E move
5.7%
Puts
Pseudo strike
18.08
IV
45.7%
B/E move
3.7%

60Δ

Calls
Pseudo strike
17.28
IV
45.3%
B/E move
4.5%
Puts
Pseudo strike
18.32
IV
43.7%
B/E move
3.1%

65Δ

Calls
Pseudo strike
16.99
IV
42.0%
B/E move
3.3%
Puts
Pseudo strike
18.56
IV
41.7%
B/E move
2.4%

70Δ

Calls
Pseudo strike
16.69
IV
41.8%
B/E move
2.8%
Puts
Pseudo strike
18.80
IV
39.7%
B/E move
1.8%

75Δ

Calls
Pseudo strike
16.40
IV
41.7%
B/E move
2.2%
Puts
Pseudo strike
19.08
IV
38.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
16.11
IV
41.5%
B/E move
1.7%
Puts
Pseudo strike
19.62
IV
41.6%
B/E move
0.9%

Options history

CABZ44.5999.92155.242026-10-20: 52.22%2026-10-21: 147.61%Oct 20Oct 21
Table
DateIV
52.22%
147.61%