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Roundhill Generative AI & Technology ETF CHAT

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Market dataready · fetched 2026-10-23T06:07:47.310Z

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 · 2026-10-23T00:00:00.028539547Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:07:46.893168+00:00

Share price$76.44
1D-3.7%
AH$75.72$76.71$77.70$78.68$79.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCHAT
Sold putSold callAH

Roundhill Generative AI & Technology ETF options

Live interpolated CHAT call and put midpoint premiums by absolute delta.Roundhill Generative AI & Technology ETF$0.90$3.04$5.19$7.33$9.48$62.39$71.91$81.43$90.95$100.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CHAT spot · $76.44CHAT PRICE$1.13$1.49$1.67$2.01$2.28$3.01$3.33$4.24$4.38$5.30$6.22$7.14$1.49$1.88$2.26$2.64$2.66$3.55$4.02$4.53$4.74$5.90$6.75$8.86
PutsCheap0.80×
CallsCheap0.94×
SkewBullish-5.68 pp
Implied moveBearish±$6.89
TiltBearish7.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.2650.2%15.6%
25Δ85.1750.1%13.4%71.0143.7%9.1%
30Δ82.3844.2%10.0%72.3342.8%7.8%
35Δ80.8442.9%8.4%73.6641.9%6.6%
40Δ79.3540.1%6.8%74.9841.0%5.4%
45Δ78.4244.7%6.5%76.1134.8%3.9%
50Δ77.2342.5%5.4%77.1239.2%3.8%
55Δ76.0646.7%5.0%78.1238.0%3.1%
60Δ74.9641.4%3.8%79.0937.0%2.5%
65Δ73.6442.2%3.3%79.8133.7%1.8%
70Δ72.3343.0%2.8%81.2136.1%1.5%
75Δ71.0143.8%2.2%82.3635.7%1.1%
80Δ84.6639.9%0.8%

20Δ

Calls
Pseudo strike
87.26
IV
50.2%
B/E move
15.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
85.17
IV
50.1%
B/E move
13.4%
Puts
Pseudo strike
71.01
IV
43.7%
B/E move
9.1%

30Δ

Calls
Pseudo strike
82.38
IV
44.2%
B/E move
10.0%
Puts
Pseudo strike
72.33
IV
42.8%
B/E move
7.8%

35Δ

Calls
Pseudo strike
80.84
IV
42.9%
B/E move
8.4%
Puts
Pseudo strike
73.66
IV
41.9%
B/E move
6.6%

40Δ

Calls
Pseudo strike
79.35
IV
40.1%
B/E move
6.8%
Puts
Pseudo strike
74.98
IV
41.0%
B/E move
5.4%

45Δ

Calls
Pseudo strike
78.42
IV
44.7%
B/E move
6.5%
Puts
Pseudo strike
76.11
IV
34.8%
B/E move
3.9%

50Δ

Calls
Pseudo strike
77.23
IV
42.5%
B/E move
5.4%
Puts
Pseudo strike
77.12
IV
39.2%
B/E move
3.8%

55Δ

Calls
Pseudo strike
76.06
IV
46.7%
B/E move
5.0%
Puts
Pseudo strike
78.12
IV
38.0%
B/E move
3.1%

60Δ

Calls
Pseudo strike
74.96
IV
41.4%
B/E move
3.8%
Puts
Pseudo strike
79.09
IV
37.0%
B/E move
2.5%

65Δ

Calls
Pseudo strike
73.64
IV
42.2%
B/E move
3.3%
Puts
Pseudo strike
79.81
IV
33.7%
B/E move
1.8%

70Δ

Calls
Pseudo strike
72.33
IV
43.0%
B/E move
2.8%
Puts
Pseudo strike
81.21
IV
36.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
71.01
IV
43.8%
B/E move
2.2%
Puts
Pseudo strike
82.36
IV
35.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
84.66
IV
39.9%
B/E move
0.8%

Options history

CHAT35.0135.1335.252026-10-20: 35.21%2026-10-21: 35.04%Oct 20Oct 21
Table
DateIV
35.21%
35.04%