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Roundhill ETF Trust Roundhill MLCC & Electronic Components ETF CCML

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Market datapartial · fetched 2026-10-22T14:16:27.493Z

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 · 2026-10-22T13:56:49.041194831Z

FundamentalsAlpha Vantage · unavailable

Share price$22.30
1D+0.8%
$22.11$22.16$22.21$22.26$22.315:30 AM6:30 AM9:00 AM1:00 PMCCML
Sold putSold call

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$0.47$1.64$2.80$3.96$5.13$15.58$19.54$23.51$27.47$31.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CCML spot · $22.30CCML PRICE$0.60$0.72$0.84$0.97$1.10$1.26$1.43$1.60$1.77$1.94$2.16$2.69$3.22$0.66$0.78$0.91$1.03$1.16$1.34$1.59$1.87$2.26$2.66$3.08$3.83$4.79
PutsCheap0.78×
CallsExpensive1.09×
SkewBullish-4.15 pp
Implied moveBearish±$3.02
TiltBearish12.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.0599.4%37.5%18.7984.7%18.7%
25Δ28.4991.4%31.0%19.6077.0%15.6%
30Δ26.9383.3%24.6%20.2871.2%13.1%
35Δ25.3775.3%18.1%20.9665.4%10.7%
40Δ23.9467.9%12.3%21.6359.5%8.2%
45Δ23.4365.3%10.8%22.2156.5%6.4%
50Δ22.9362.7%9.2%22.6656.6%5.5%
55Δ22.4360.1%7.7%23.1357.1%4.7%
60Δ21.9257.4%6.2%23.6758.8%4.0%
65Δ21.4254.8%4.7%24.2359.8%3.3%
70Δ20.8953.2%3.4%24.7959.7%2.6%
75Δ20.2456.3%2.8%25.6861.6%2.0%
80Δ19.5959.4%2.3%26.7664.7%1.5%

20Δ

Calls
Pseudo strike
30.05
IV
99.4%
B/E move
37.5%
Puts
Pseudo strike
18.79
IV
84.7%
B/E move
18.7%

25Δ

Calls
Pseudo strike
28.49
IV
91.4%
B/E move
31.0%
Puts
Pseudo strike
19.60
IV
77.0%
B/E move
15.6%

30Δ

Calls
Pseudo strike
26.93
IV
83.3%
B/E move
24.6%
Puts
Pseudo strike
20.28
IV
71.2%
B/E move
13.1%

35Δ

Calls
Pseudo strike
25.37
IV
75.3%
B/E move
18.1%
Puts
Pseudo strike
20.96
IV
65.4%
B/E move
10.7%

40Δ

Calls
Pseudo strike
23.94
IV
67.9%
B/E move
12.3%
Puts
Pseudo strike
21.63
IV
59.5%
B/E move
8.2%

45Δ

Calls
Pseudo strike
23.43
IV
65.3%
B/E move
10.8%
Puts
Pseudo strike
22.21
IV
56.5%
B/E move
6.4%

50Δ

Calls
Pseudo strike
22.93
IV
62.7%
B/E move
9.2%
Puts
Pseudo strike
22.66
IV
56.6%
B/E move
5.5%

55Δ

Calls
Pseudo strike
22.43
IV
60.1%
B/E move
7.7%
Puts
Pseudo strike
23.13
IV
57.1%
B/E move
4.7%

60Δ

Calls
Pseudo strike
21.92
IV
57.4%
B/E move
6.2%
Puts
Pseudo strike
23.67
IV
58.8%
B/E move
4.0%

65Δ

Calls
Pseudo strike
21.42
IV
54.8%
B/E move
4.7%
Puts
Pseudo strike
24.23
IV
59.8%
B/E move
3.3%

70Δ

Calls
Pseudo strike
20.89
IV
53.2%
B/E move
3.4%
Puts
Pseudo strike
24.79
IV
59.7%
B/E move
2.6%

75Δ

Calls
Pseudo strike
20.24
IV
56.3%
B/E move
2.8%
Puts
Pseudo strike
25.68
IV
61.6%
B/E move
2.0%

80Δ

Calls
Pseudo strike
19.59
IV
59.4%
B/E move
2.3%
Puts
Pseudo strike
26.76
IV
64.7%
B/E move
1.5%

Options history

CCML52.4752.5852.702026-10-20: 52.65%2026-10-21: 52.52%Oct 20Oct 21
Table
DateIV
52.65%
52.52%