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Roundhill Humanoid Robotics ETF HUMN

i

Market dataready · fetched 2026-11-11T15:47:24.053Z

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 · 2026-11-11T15:45:10.198028814Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:47:23.522521+00:00

Share price$28.44
1D-0.2%
$28.10$28.21$28.31$28.42$28.535:30 AM6:30 AM9:00 AM1:00 PMHUMN
Sold putSold call

Roundhill Humanoid Robotics ETF options

Live interpolated HUMN call and put midpoint premiums by absolute delta.Roundhill Humanoid Robotics ETF$0.55$1.20$1.85$2.50$3.15$24.24$26.37$28.50$30.63$32.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive HUMN spot · $28.44HUMN PRICE$0.72$0.72$0.62$0.78$0.95$1.04$1.12$1.22$1.37$1.52$1.68$1.86$0.73$0.79$0.86$0.93$1.00$1.09$1.19$1.30$1.49$1.72$1.94$2.42$2.97
PutsExpensive1.45×
Calls——
Skew——
Implied moveBearish±$2.23
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.54161.6%31.0%24.38132.0%16.9%
25Δ32.89117.9%18.2%25.73107.4%12.3%
30Δ26.6193.1%9.5%
35Δ29.5757.9%6.2%27.2782.3%7.4%
40Δ29.2961.8%5.7%27.8073.1%5.8%
45Δ29.0065.6%5.3%28.2267.1%4.6%
50Δ28.6661.6%4.4%28.5663.0%3.8%
55Δ28.3157.4%3.5%28.9158.8%2.9%
60Δ27.9753.5%2.6%29.2557.4%2.4%
65Δ27.6951.6%2.2%29.6057.0%2.0%
70Δ27.4149.8%1.7%29.9556.6%1.5%
75Δ27.1447.9%1.3%30.5160.0%1.2%
80Δ26.8545.4%1.0%31.1363.6%1.0%

20Δ

Calls
Pseudo strike
36.54
IV
161.6%
B/E move
31.0%
Puts
Pseudo strike
24.38
IV
132.0%
B/E move
16.9%

25Δ

Calls
Pseudo strike
32.89
IV
117.9%
B/E move
18.2%
Puts
Pseudo strike
25.73
IV
107.4%
B/E move
12.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.61
IV
93.1%
B/E move
9.5%

35Δ

Calls
Pseudo strike
29.57
IV
57.9%
B/E move
6.2%
Puts
Pseudo strike
27.27
IV
82.3%
B/E move
7.4%

40Δ

Calls
Pseudo strike
29.29
IV
61.8%
B/E move
5.7%
Puts
Pseudo strike
27.80
IV
73.1%
B/E move
5.8%

45Δ

Calls
Pseudo strike
29.00
IV
65.6%
B/E move
5.3%
Puts
Pseudo strike
28.22
IV
67.1%
B/E move
4.6%

50Δ

Calls
Pseudo strike
28.66
IV
61.6%
B/E move
4.4%
Puts
Pseudo strike
28.56
IV
63.0%
B/E move
3.8%

55Δ

Calls
Pseudo strike
28.31
IV
57.4%
B/E move
3.5%
Puts
Pseudo strike
28.91
IV
58.8%
B/E move
2.9%

60Δ

Calls
Pseudo strike
27.97
IV
53.5%
B/E move
2.6%
Puts
Pseudo strike
29.25
IV
57.4%
B/E move
2.4%

65Δ

Calls
Pseudo strike
27.69
IV
51.6%
B/E move
2.2%
Puts
Pseudo strike
29.60
IV
57.0%
B/E move
2.0%

70Δ

Calls
Pseudo strike
27.41
IV
49.8%
B/E move
1.7%
Puts
Pseudo strike
29.95
IV
56.6%
B/E move
1.5%

75Δ

Calls
Pseudo strike
27.14
IV
47.9%
B/E move
1.3%
Puts
Pseudo strike
30.51
IV
60.0%
B/E move
1.2%

80Δ

Calls
Pseudo strike
26.85
IV
45.4%
B/E move
1.0%
Puts
Pseudo strike
31.13
IV
63.6%
B/E move
1.0%

Options history

IV · four-Friday blend43.74%
Daily close
HUMN35.0%52.3%69.6%2026-08-13: 40.70%2026-08-14: 42.00%2026-08-17: 44.80%2026-08-18: 47.94%2026-08-19: 54.79%2026-08-20: 51.03%2026-08-21: 41.67%2026-08-24: 38.00%2026-08-25: 39.97%2026-08-26: 39.30%2026-08-27: 38.34%2026-08-28: 38.52%2026-08-31: 38.39%2026-09-01: 42.62%2026-09-02: 41.11%2026-09-03: 41.01%2026-09-04: 41.38%2026-09-08: 39.31%2026-09-09: 43.17%2026-09-10: 43.59%2026-09-11: 43.22%2026-09-14: 48.63%2026-09-15: 52.19%2026-09-16: 55.78%2026-09-17: 67.23%2026-09-18: 38.26%2026-09-21: 38.90%2026-09-22: 39.52%2026-09-23: 38.42%2026-09-24: 38.75%2026-09-25: 39.21%2026-09-28: 40.89%2026-09-29: 37.38%2026-09-30: 41.75%2026-10-01: 43.69%2026-10-02: 40.56%2026-10-05: 41.89%2026-10-06: 41.72%2026-10-07: 43.94%2026-10-08: 43.49%2026-10-09: 43.96%2026-10-12: 47.38%2026-10-13: 49.01%2026-10-14: 55.73%2026-10-15: 67.06%2026-10-16: 39.82%2026-10-19: 41.51%2026-10-20: 40.90%2026-10-21: 40.98%2026-10-22: 42.79%2026-10-23: 43.12%2026-10-26: 42.98%2026-10-27: 42.38%2026-10-28: 44.32%2026-10-29: 42.19%2026-10-30: 43.74%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
40.70%
42.00%
44.80%
47.94%
54.79%
51.03%
41.67%
38.00%
39.97%
39.30%
38.34%
38.52%
38.39%
42.62%
41.11%
41.01%
41.38%
39.31%
43.17%
43.59%
43.22%
48.63%
52.19%
55.78%
67.23%
38.26%
38.90%
39.52%
38.42%
38.75%
39.21%
40.89%
37.38%
41.75%
43.69%
40.56%
41.89%
41.72%
43.94%
43.49%
43.96%
47.38%
49.01%
55.73%
67.06%
39.82%
41.51%
40.90%
40.98%
42.79%
43.12%
42.98%
42.38%
44.32%
42.19%
43.74%