Share price$49.17
1D-0.8%
Sold putSold call
Roundhill Memory ETF DRAM
i
Market dataready · fetched 2026-10-21T17:52:57.653Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:52:48.140828604Z
FundamentalsAlpha Vantage · ready
Roundhill Memory ETF options
PutsFair1.04×
CallsExpensive1.22×
SkewBullish-0.27 pp
Implied moveBearish±$6.69
TiltBearish11.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 57.86 | 59.9% | 19.4% | 43.22 | 61.2% | 14.2% |
| 25Δ | 56.19 | 59.7% | 16.6% | 44.55 | 60.4% | 12.2% |
| 30Δ | 54.75 | 59.5% | 14.3% | 45.75 | 59.9% | 10.5% |
| 35Δ | 53.44 | 59.3% | 12.3% | 46.87 | 59.4% | 9.1% |
| 40Δ | 52.25 | 59.4% | 10.7% | 47.94 | 59.1% | 7.8% |
| 45Δ | 51.13 | 59.4% | 9.2% | 48.99 | 59.1% | 6.8% |
| 50Δ | 50.06 | 59.6% | 8.0% | 50.03 | 58.4% | 5.7% |
| 55Δ | 48.99 | 59.6% | 6.8% | 51.10 | 58.6% | 4.8% |
| 60Δ | 47.93 | 59.9% | 5.7% | 52.23 | 59.0% | 4.0% |
| 65Δ | 46.85 | 60.1% | 4.8% | 53.42 | 59.1% | 3.3% |
| 70Δ | 45.72 | 60.5% | 3.9% | 54.68 | 58.9% | 2.6% |
| 75Δ | 44.50 | 61.3% | 3.2% | 56.14 | 59.4% | 2.0% |
| 80Δ | 43.24 | 61.0% | 2.4% | 58.38 | 63.1% | 1.5% |
20Δ
- Pseudo strike
- 57.86
- IV
- 59.9%
- B/E move
- 19.4%
- Pseudo strike
- 43.22
- IV
- 61.2%
- B/E move
- 14.2%
25Δ
- Pseudo strike
- 56.19
- IV
- 59.7%
- B/E move
- 16.6%
- Pseudo strike
- 44.55
- IV
- 60.4%
- B/E move
- 12.2%
30Δ
- Pseudo strike
- 54.75
- IV
- 59.5%
- B/E move
- 14.3%
- Pseudo strike
- 45.75
- IV
- 59.9%
- B/E move
- 10.5%
35Δ
- Pseudo strike
- 53.44
- IV
- 59.3%
- B/E move
- 12.3%
- Pseudo strike
- 46.87
- IV
- 59.4%
- B/E move
- 9.1%
40Δ
- Pseudo strike
- 52.25
- IV
- 59.4%
- B/E move
- 10.7%
- Pseudo strike
- 47.94
- IV
- 59.1%
- B/E move
- 7.8%
45Δ
- Pseudo strike
- 51.13
- IV
- 59.4%
- B/E move
- 9.2%
- Pseudo strike
- 48.99
- IV
- 59.1%
- B/E move
- 6.8%
50Δ
- Pseudo strike
- 50.06
- IV
- 59.6%
- B/E move
- 8.0%
- Pseudo strike
- 50.03
- IV
- 58.4%
- B/E move
- 5.7%
55Δ
- Pseudo strike
- 48.99
- IV
- 59.6%
- B/E move
- 6.8%
- Pseudo strike
- 51.10
- IV
- 58.6%
- B/E move
- 4.8%
60Δ
- Pseudo strike
- 47.93
- IV
- 59.9%
- B/E move
- 5.7%
- Pseudo strike
- 52.23
- IV
- 59.0%
- B/E move
- 4.0%
65Δ
- Pseudo strike
- 46.85
- IV
- 60.1%
- B/E move
- 4.8%
- Pseudo strike
- 53.42
- IV
- 59.1%
- B/E move
- 3.3%
70Δ
- Pseudo strike
- 45.72
- IV
- 60.5%
- B/E move
- 3.9%
- Pseudo strike
- 54.68
- IV
- 58.9%
- B/E move
- 2.6%
75Δ
- Pseudo strike
- 44.50
- IV
- 61.3%
- B/E move
- 3.2%
- Pseudo strike
- 56.14
- IV
- 59.4%
- B/E move
- 2.0%
80Δ
- Pseudo strike
- 43.24
- IV
- 61.0%
- B/E move
- 2.4%
- Pseudo strike
- 58.38
- IV
- 63.1%
- B/E move
- 1.5%
Options history
Table
| Date | IV |
|---|---|
| 65.39% | |
| 62.40% |