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Roundhill Generative AI & Technology ETF CHAT

i

Market datapartial · fetched 2026-11-12T15:29:49.008Z

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 · 2026-11-12T15:28:46.680504379Z

FundamentalsAlpha Vantage · unavailable

Share price$72.24
1D+1.6%
$70.93$71.38$71.82$72.27$72.725:30 AM6:30 AM9:00 AM1:00 PMCHAT
Sold putSold call

Roundhill Generative AI & Technology ETF options

Live interpolated CHAT call and put midpoint premiums by absolute delta.Roundhill Generative AI & Technology ETF$0.35$1.97$3.58$5.19$6.81$58.88$65.53$72.18$78.84$85.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CHAT spot · $72.24CHAT PRICE$0.53$0.71$0.94$1.18$1.41$1.64$1.95$2.34$2.91$3.57$3.84$3.96$4.41$0.90$1.15$1.44$1.74$2.05$2.31$3.00$3.61$5.01$5.90$6.34
Puts——
CallsCheap0.50×
Skew——
Implied moveBearish±$4.95
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.7045.4%6.9%66.5071.4%9.2%
25Δ75.8445.6%6.0%67.8568.7%7.7%
30Δ75.2247.7%5.4%68.9767.1%6.5%
35Δ74.5348.4%4.8%69.9865.5%5.5%
40Δ73.8248.1%4.1%70.9163.5%4.7%
45Δ73.1246.9%3.5%71.7760.2%3.8%
50Δ72.4847.4%3.0%72.6865.6%3.6%
55Δ71.8249.0%2.7%73.5967.8%3.1%
60Δ71.0953.1%2.4%
65Δ70.2356.9%2.2%
70Δ69.6453.5%1.7%76.1361.1%1.6%
75Δ69.1447.7%1.2%77.2562.1%1.2%
80Δ68.4645.4%0.9%77.9957.8%0.8%

20Δ

Calls
Pseudo strike
76.70
IV
45.4%
B/E move
6.9%
Puts
Pseudo strike
66.50
IV
71.4%
B/E move
9.2%

25Δ

Calls
Pseudo strike
75.84
IV
45.6%
B/E move
6.0%
Puts
Pseudo strike
67.85
IV
68.7%
B/E move
7.7%

30Δ

Calls
Pseudo strike
75.22
IV
47.7%
B/E move
5.4%
Puts
Pseudo strike
68.97
IV
67.1%
B/E move
6.5%

35Δ

Calls
Pseudo strike
74.53
IV
48.4%
B/E move
4.8%
Puts
Pseudo strike
69.98
IV
65.5%
B/E move
5.5%

40Δ

Calls
Pseudo strike
73.82
IV
48.1%
B/E move
4.1%
Puts
Pseudo strike
70.91
IV
63.5%
B/E move
4.7%

45Δ

Calls
Pseudo strike
73.12
IV
46.9%
B/E move
3.5%
Puts
Pseudo strike
71.77
IV
60.2%
B/E move
3.8%

50Δ

Calls
Pseudo strike
72.48
IV
47.4%
B/E move
3.0%
Puts
Pseudo strike
72.68
IV
65.6%
B/E move
3.6%

55Δ

Calls
Pseudo strike
71.82
IV
49.0%
B/E move
2.7%
Puts
Pseudo strike
73.59
IV
67.8%
B/E move
3.1%

60Δ

Calls
Pseudo strike
71.09
IV
53.1%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
70.23
IV
56.9%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
69.64
IV
53.5%
B/E move
1.7%
Puts
Pseudo strike
76.13
IV
61.1%
B/E move
1.6%

75Δ

Calls
Pseudo strike
69.14
IV
47.7%
B/E move
1.2%
Puts
Pseudo strike
77.25
IV
62.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
68.46
IV
45.4%
B/E move
0.9%
Puts
Pseudo strike
77.99
IV
57.8%
B/E move
0.8%

Options history

IV · four-Friday blend40.94%
Daily EOD
CHAT34.0%37.7%41.5%2026-10-19: 34.48%2026-10-20: 35.21%2026-10-21: 35.04%2026-10-22: 37.45%2026-10-23: 37.97%2026-10-26: 37.83%2026-10-27: 37.66%2026-10-28: 37.03%2026-10-29: 36.53%2026-10-30: 40.94%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.48%
35.21%
35.04%
37.45%
37.97%
37.83%
37.66%
37.03%
36.53%
40.94%