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Roundhill Memory ETF DRAM

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Market dataready · fetched 2026-10-21T17:51:36.903Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

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 · 2026-10-21T17:51:18.418094706Z

FundamentalsAlpha Vantage · ready

Share price$49.19
1D-0.8%
$48.17$48.60$49.03$49.46$49.895:30 AM6:30 AM9:00 AM1:00 PMDRAM
Sold putSold call

Roundhill Memory ETF options

Live interpolated DRAM call and put midpoint premiums by absolute delta.Roundhill Memory ETF$0.19$0.77$1.34$1.92$2.49$45.15$46.94$48.72$50.51$52.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRAM spot · $49.19DRAM PRICE$0.26$0.34$0.43$0.54$0.65$0.77$0.91$1.07$1.24$1.44$1.65$1.93$2.27$0.28$0.37$0.47$0.58$0.69$0.82$0.96$1.12$1.30$1.50$1.72$2.00$2.32
PutsCheap0.72×
CallsFair1.04×
SkewBullish-0.30 pp
Implied moveBearish±$1.88
TiltBearish2.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.2764.2%4.8%47.2367.1%4.5%
25Δ50.8563.9%4.1%47.6466.4%3.9%
30Δ50.4863.6%3.5%48.0265.4%3.3%
35Δ50.1663.9%3.1%48.3465.1%2.9%
40Δ49.8564.1%2.7%48.6564.7%2.5%
45Δ49.5564.1%2.3%48.9664.2%2.1%
50Δ49.2564.5%2.0%49.2564.0%1.8%
55Δ48.9664.8%1.7%49.5463.8%1.5%
60Δ48.6565.1%1.4%49.8563.8%1.3%
65Δ48.3465.5%1.2%50.1663.7%1.1%
70Δ48.0165.8%1.0%50.4863.7%0.9%
75Δ47.6466.5%0.8%50.8663.9%0.7%
80Δ47.2167.8%0.6%51.2764.0%0.5%

20Δ

Calls
Pseudo strike
51.27
IV
64.2%
B/E move
4.8%
Puts
Pseudo strike
47.23
IV
67.1%
B/E move
4.5%

25Δ

Calls
Pseudo strike
50.85
IV
63.9%
B/E move
4.1%
Puts
Pseudo strike
47.64
IV
66.4%
B/E move
3.9%

30Δ

Calls
Pseudo strike
50.48
IV
63.6%
B/E move
3.5%
Puts
Pseudo strike
48.02
IV
65.4%
B/E move
3.3%

35Δ

Calls
Pseudo strike
50.16
IV
63.9%
B/E move
3.1%
Puts
Pseudo strike
48.34
IV
65.1%
B/E move
2.9%

40Δ

Calls
Pseudo strike
49.85
IV
64.1%
B/E move
2.7%
Puts
Pseudo strike
48.65
IV
64.7%
B/E move
2.5%

45Δ

Calls
Pseudo strike
49.55
IV
64.1%
B/E move
2.3%
Puts
Pseudo strike
48.96
IV
64.2%
B/E move
2.1%

50Δ

Calls
Pseudo strike
49.25
IV
64.5%
B/E move
2.0%
Puts
Pseudo strike
49.25
IV
64.0%
B/E move
1.8%

55Δ

Calls
Pseudo strike
48.96
IV
64.8%
B/E move
1.7%
Puts
Pseudo strike
49.54
IV
63.8%
B/E move
1.5%

60Δ

Calls
Pseudo strike
48.65
IV
65.1%
B/E move
1.4%
Puts
Pseudo strike
49.85
IV
63.8%
B/E move
1.3%

65Δ

Calls
Pseudo strike
48.34
IV
65.5%
B/E move
1.2%
Puts
Pseudo strike
50.16
IV
63.7%
B/E move
1.1%

70Δ

Calls
Pseudo strike
48.01
IV
65.8%
B/E move
1.0%
Puts
Pseudo strike
50.48
IV
63.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
47.64
IV
66.5%
B/E move
0.8%
Puts
Pseudo strike
50.86
IV
63.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
47.21
IV
67.8%
B/E move
0.6%
Puts
Pseudo strike
51.27
IV
64.0%
B/E move
0.5%

Options history

DRAM62.1763.9065.632026-10-19: 65.39%2026-10-20: 62.40%Oct 19Oct 20
Table
DateIV
65.39%
62.40%