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Roundhill HALO ETF LOHA

i

Market dataready · fetched 2026-11-11T14:04:26.551Z

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 · 2026-11-11T01:00:04.447285604Z

FundamentalsRoundhill Investments · ready · as of 2026-11-10 · fetched 2026-11-11T14:04:26.085928+00:00

Share price$26.75
1D+0.5%
AH$26.47$26.55$26.63$26.70$26.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLOHA
Sold putSold callAH

Roundhill HALO ETF options

Live interpolated LOHA call and put midpoint premiums by absolute delta.Roundhill HALO ETF$0.42$0.76$1.11$1.45$1.80$23.64$24.81$25.99$27.16$28.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive LOHA spot · $26.75LOHA PRICE$0.68$0.68$0.68$0.46$0.47$0.48$0.59$0.71$0.83$0.95$1.06$0.68$0.68$0.71$0.74$0.79$0.87$0.94$1.02$1.11$1.20$1.29$1.38$1.70
PutsExpensive2.10×
Calls——
Skew——
Implied moveBearish±$1.53
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.25159.1%30.6%23.02128.2%16.5%
25Δ30.88116.2%18.0%24.3399.9%11.6%
30Δ29.1889.7%11.6%25.1882.2%8.5%
35Δ27.7548.8%5.5%25.7869.9%6.4%
40Δ27.3741.4%4.1%26.2062.3%5.0%
45Δ27.0033.9%2.7%26.5257.5%4.1%
50Δ26.8034.4%2.4%26.8452.7%3.2%
55Δ26.6134.9%2.1%27.1048.9%2.5%
60Δ26.4135.4%1.8%27.3046.2%2.1%
65Δ26.2135.8%1.5%27.5043.5%1.7%
70Δ26.0236.3%1.3%27.7140.8%1.2%
75Δ27.9138.0%0.8%
80Δ28.3039.2%0.6%

20Δ

Calls
Pseudo strike
34.25
IV
159.1%
B/E move
30.6%
Puts
Pseudo strike
23.02
IV
128.2%
B/E move
16.5%

25Δ

Calls
Pseudo strike
30.88
IV
116.2%
B/E move
18.0%
Puts
Pseudo strike
24.33
IV
99.9%
B/E move
11.6%

30Δ

Calls
Pseudo strike
29.18
IV
89.7%
B/E move
11.6%
Puts
Pseudo strike
25.18
IV
82.2%
B/E move
8.5%

35Δ

Calls
Pseudo strike
27.75
IV
48.8%
B/E move
5.5%
Puts
Pseudo strike
25.78
IV
69.9%
B/E move
6.4%

40Δ

Calls
Pseudo strike
27.37
IV
41.4%
B/E move
4.1%
Puts
Pseudo strike
26.20
IV
62.3%
B/E move
5.0%

45Δ

Calls
Pseudo strike
27.00
IV
33.9%
B/E move
2.7%
Puts
Pseudo strike
26.52
IV
57.5%
B/E move
4.1%

50Δ

Calls
Pseudo strike
26.80
IV
34.4%
B/E move
2.4%
Puts
Pseudo strike
26.84
IV
52.7%
B/E move
3.2%

55Δ

Calls
Pseudo strike
26.61
IV
34.9%
B/E move
2.1%
Puts
Pseudo strike
27.10
IV
48.9%
B/E move
2.5%

60Δ

Calls
Pseudo strike
26.41
IV
35.4%
B/E move
1.8%
Puts
Pseudo strike
27.30
IV
46.2%
B/E move
2.1%

65Δ

Calls
Pseudo strike
26.21
IV
35.8%
B/E move
1.5%
Puts
Pseudo strike
27.50
IV
43.5%
B/E move
1.7%

70Δ

Calls
Pseudo strike
26.02
IV
36.3%
B/E move
1.3%
Puts
Pseudo strike
27.71
IV
40.8%
B/E move
1.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.91
IV
38.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.30
IV
39.2%
B/E move
0.6%

Options history

IV · four-Friday blend28.30%
Daily close
LOHA22.8%47.9%73.0%2026-08-13: 27.90%2026-08-14: 30.57%2026-08-17: 30.42%2026-08-18: 40.56%2026-08-19: 35.21%2026-08-21: 29.12%2026-08-24: 28.15%2026-08-25: 26.65%2026-08-26: 26.29%2026-08-27: 27.86%2026-08-28: 28.44%2026-08-31: 32.91%2026-09-02: 33.30%2026-09-03: 33.64%2026-09-04: 34.06%2026-09-08: 35.78%2026-09-09: 35.31%2026-09-10: 32.90%2026-09-11: 32.24%2026-09-14: 36.38%2026-09-15: 39.74%2026-09-16: 51.53%2026-09-17: 69.54%2026-09-18: 31.86%2026-09-21: 30.11%2026-09-22: 30.23%2026-09-23: 29.98%2026-09-24: 29.69%2026-09-25: 30.06%2026-09-28: 30.80%2026-09-29: 30.64%2026-09-30: 29.98%2026-10-01: 30.71%2026-10-02: 31.90%2026-10-05: 32.87%2026-10-06: 33.92%2026-10-07: 32.70%2026-10-08: 34.71%2026-10-09: 35.12%2026-10-12: 38.60%2026-10-13: 42.17%2026-10-14: 47.02%2026-10-15: 59.31%2026-10-16: 26.37%2026-10-19: 27.09%2026-10-20: 26.38%2026-10-21: 27.04%2026-10-22: 28.36%2026-10-23: 27.79%2026-10-26: 29.25%2026-10-27: 29.47%2026-10-28: 29.25%2026-10-29: 27.74%2026-10-30: 28.30%Aug 13Sep 23Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
27.90%
30.57%
30.42%
40.56%
35.21%
29.12%
28.15%
26.65%
26.29%
27.86%
28.44%
32.91%
33.30%
33.64%
34.06%
35.78%
35.31%
32.90%
32.24%
36.38%
39.74%
51.53%
69.54%
31.86%
30.11%
30.23%
29.98%
29.69%
30.06%
30.80%
30.64%
29.98%
30.71%
31.90%
32.87%
33.92%
32.70%
34.71%
35.12%
38.60%
42.17%
47.02%
59.31%
26.37%
27.09%
26.38%
27.04%
28.36%
27.79%
29.25%
29.47%
29.25%
27.74%
28.30%