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Roundhill ETF Trust Roundhill MLCC & Electronic Components ETF CCML

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Market datapartial · fetched 2026-10-22T12:27:55.774Z

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 · 2026-10-21T23:06:40.836965993Z

FundamentalsAlpha Vantage · unavailable

Share price$23.60
1D+2.9%
AH$23.32$23.52$23.73$23.93$24.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCCML
Sold putSold callAH

Roundhill ETF Trust Roundhill MLCC & Electronic Components ETF options

Live interpolated CCML call and put midpoint premiums by absolute delta.Roundhill ETF Trust Roundhill MLCC & Electronic Components ETF$0.46$1.55$2.64$3.74$4.83$17.19$20.71$24.23$27.74$31.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CCML spot · $23.60CCML PRICE$0.58$0.68$0.75$0.84$0.95$1.14$1.32$1.55$1.78$2.05$2.31$2.71$3.15$0.66$0.77$0.89$1.03$1.19$1.42$1.66$2.01$2.37$2.77$3.22$3.79$4.52
PutsCheap0.81×
CallsFair0.95×
SkewBearish+1.46 pp
Implied moveBearish±$2.98
TiltBearish14.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.9886.2%29.5%20.1079.2%17.6%
25Δ27.9775.0%21.4%21.1369.7%13.7%
30Δ26.5364.4%15.6%21.9063.1%10.9%
35Δ25.6458.8%12.2%22.4859.7%9.1%
40Δ24.9254.4%9.7%23.0256.9%7.5%
45Δ24.4454.5%8.4%23.5056.7%6.5%
50Δ23.9654.6%7.1%23.9856.5%5.5%
55Δ23.5054.8%6.1%24.5057.6%4.7%
60Δ23.0455.1%5.2%25.0358.8%4.0%
65Δ22.5754.7%4.3%25.6058.8%3.3%
70Δ22.1054.2%3.5%26.2159.1%2.6%
75Δ21.5555.1%2.8%26.9260.0%2.0%
80Δ20.9756.4%2.2%27.7861.0%1.4%

20Δ

Calls
Pseudo strike
29.98
IV
86.2%
B/E move
29.5%
Puts
Pseudo strike
20.10
IV
79.2%
B/E move
17.6%

25Δ

Calls
Pseudo strike
27.97
IV
75.0%
B/E move
21.4%
Puts
Pseudo strike
21.13
IV
69.7%
B/E move
13.7%

30Δ

Calls
Pseudo strike
26.53
IV
64.4%
B/E move
15.6%
Puts
Pseudo strike
21.90
IV
63.1%
B/E move
10.9%

35Δ

Calls
Pseudo strike
25.64
IV
58.8%
B/E move
12.2%
Puts
Pseudo strike
22.48
IV
59.7%
B/E move
9.1%

40Δ

Calls
Pseudo strike
24.92
IV
54.4%
B/E move
9.7%
Puts
Pseudo strike
23.02
IV
56.9%
B/E move
7.5%

45Δ

Calls
Pseudo strike
24.44
IV
54.5%
B/E move
8.4%
Puts
Pseudo strike
23.50
IV
56.7%
B/E move
6.5%

50Δ

Calls
Pseudo strike
23.96
IV
54.6%
B/E move
7.1%
Puts
Pseudo strike
23.98
IV
56.5%
B/E move
5.5%

55Δ

Calls
Pseudo strike
23.50
IV
54.8%
B/E move
6.1%
Puts
Pseudo strike
24.50
IV
57.6%
B/E move
4.7%

60Δ

Calls
Pseudo strike
23.04
IV
55.1%
B/E move
5.2%
Puts
Pseudo strike
25.03
IV
58.8%
B/E move
4.0%

65Δ

Calls
Pseudo strike
22.57
IV
54.7%
B/E move
4.3%
Puts
Pseudo strike
25.60
IV
58.8%
B/E move
3.3%

70Δ

Calls
Pseudo strike
22.10
IV
54.2%
B/E move
3.5%
Puts
Pseudo strike
26.21
IV
59.1%
B/E move
2.6%

75Δ

Calls
Pseudo strike
21.55
IV
55.1%
B/E move
2.8%
Puts
Pseudo strike
26.92
IV
60.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
20.97
IV
56.4%
B/E move
2.2%
Puts
Pseudo strike
27.78
IV
61.0%
B/E move
1.4%

Options history

No recorded observations