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Roundhill HALO ETF LOHA

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Market datapartial · fetched 2026-10-22T21:10:20.440Z

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 · 2026-10-22T20:10:04.464447145Z

FundamentalsAlpha Vantage · unavailable

Share price$26.28
1D+1.5%
AH$25.85$25.96$26.08$26.20$26.315:30 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$0.36$1.25$2.14$3.02$3.91$22.66$24.34$26.02$27.70$29.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LOHA spot · $26.28LOHA PRICE$0.65$0.65$0.64$0.65$0.72$0.73$0.68$0.64$0.59$0.55$0.50$0.46$0.76$0.65$0.67$0.56$0.71$0.85$0.97$1.06$1.14$1.26$1.62$1.98$2.61$3.65
PutsExpensive3.21×
CallsExpensive2.18×
SkewBearish+7.12 pp
Implied moveBearish±$1.74
TiltBearish36.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.5388.1%30.1%22.7071.6%16.1%
25Δ30.3264.4%17.9%24.0056.3%11.3%
30Δ28.6749.2%11.5%25.0937.4%6.7%
35Δ27.7640.1%8.1%25.4537.4%5.8%
40Δ27.2536.3%6.4%25.8237.5%5.0%
45Δ26.9232.4%5.2%26.1436.4%4.2%
50Δ26.7728.3%4.5%26.4434.0%3.4%
55Δ26.6224.3%3.7%26.7331.6%2.6%
60Δ26.4820.2%3.0%27.0429.6%1.9%
65Δ26.3316.2%2.3%27.4632.0%1.7%
70Δ26.1812.1%1.5%27.8934.4%1.4%
75Δ26.038.1%0.8%28.5838.6%1.2%
80Δ25.6610.1%0.5%29.6745.9%1.0%

20Δ

Calls
Pseudo strike
33.53
IV
88.1%
B/E move
30.1%
Puts
Pseudo strike
22.70
IV
71.6%
B/E move
16.1%

25Δ

Calls
Pseudo strike
30.32
IV
64.4%
B/E move
17.9%
Puts
Pseudo strike
24.00
IV
56.3%
B/E move
11.3%

30Δ

Calls
Pseudo strike
28.67
IV
49.2%
B/E move
11.5%
Puts
Pseudo strike
25.09
IV
37.4%
B/E move
6.7%

35Δ

Calls
Pseudo strike
27.76
IV
40.1%
B/E move
8.1%
Puts
Pseudo strike
25.45
IV
37.4%
B/E move
5.8%

40Δ

Calls
Pseudo strike
27.25
IV
36.3%
B/E move
6.4%
Puts
Pseudo strike
25.82
IV
37.5%
B/E move
5.0%

45Δ

Calls
Pseudo strike
26.92
IV
32.4%
B/E move
5.2%
Puts
Pseudo strike
26.14
IV
36.4%
B/E move
4.2%

50Δ

Calls
Pseudo strike
26.77
IV
28.3%
B/E move
4.5%
Puts
Pseudo strike
26.44
IV
34.0%
B/E move
3.4%

55Δ

Calls
Pseudo strike
26.62
IV
24.3%
B/E move
3.7%
Puts
Pseudo strike
26.73
IV
31.6%
B/E move
2.6%

60Δ

Calls
Pseudo strike
26.48
IV
20.2%
B/E move
3.0%
Puts
Pseudo strike
27.04
IV
29.6%
B/E move
1.9%

65Δ

Calls
Pseudo strike
26.33
IV
16.2%
B/E move
2.3%
Puts
Pseudo strike
27.46
IV
32.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
26.18
IV
12.1%
B/E move
1.5%
Puts
Pseudo strike
27.89
IV
34.4%
B/E move
1.4%

75Δ

Calls
Pseudo strike
26.03
IV
8.1%
B/E move
0.8%
Puts
Pseudo strike
28.58
IV
38.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
25.66
IV
10.1%
B/E move
0.5%
Puts
Pseudo strike
29.67
IV
45.9%
B/E move
1.0%

Options history

No recorded observations