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Roundhill Photonics & Optics ETF LYTE

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Market dataready · fetched 2026-10-22T16:42:14.102Z

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 · 2026-10-22T16:41:21.997776013Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T16:37:06.805249+00:00

Share price$18.18
1D-4.5%
$17.97$18.26$18.54$18.83$19.115:30 AM6:30 AM9:00 AM1:00 PMLYTE
Sold putSold call

Roundhill Photonics & Optics ETF options

Live interpolated LYTE call and put midpoint premiums by absolute delta.Roundhill Photonics & Optics ETF$0.27$1.55$2.83$4.11$5.39$12.41$16.41$20.42$24.42$28.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LYTE spot · $18.18LYTE PRICE$0.41$0.55$0.69$0.84$1.02$1.22$1.45$1.71$1.98$2.26$3.06$3.82$4.51$0.53$0.68$0.89$1.11$1.33$1.65$2.17$2.46$2.69$3.18$3.80$4.41$5.02
PutsFair1.03×
CallsExpensive1.58×
SkewBullish-5.38 pp
Implied moveBearish±$3.61
TiltBearish12.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.5678.9%26.4%15.3982.2%18.3%
25Δ21.8380.8%23.2%16.0879.1%15.3%
30Δ21.0479.6%19.5%16.6180.0%13.5%
35Δ20.3678.3%16.7%17.1480.4%11.8%
40Δ19.7678.1%14.3%17.6679.2%10.2%
45Δ19.2379.0%12.5%18.2181.1%8.9%
50Δ18.7080.5%10.9%18.8489.0%8.3%
55Δ18.1982.3%9.4%19.3687.3%7.0%
60Δ17.6683.0%8.0%19.8682.4%5.5%
65Δ17.1283.1%6.6%20.5481.2%4.5%
70Δ16.32101.6%6.6%21.3181.7%3.7%
75Δ15.44114.1%6.0%22.0882.2%2.8%
80Δ14.53119.1%4.7%22.8482.7%2.0%

20Δ

Calls
Pseudo strike
22.56
IV
78.9%
B/E move
26.4%
Puts
Pseudo strike
15.39
IV
82.2%
B/E move
18.3%

25Δ

Calls
Pseudo strike
21.83
IV
80.8%
B/E move
23.2%
Puts
Pseudo strike
16.08
IV
79.1%
B/E move
15.3%

30Δ

Calls
Pseudo strike
21.04
IV
79.6%
B/E move
19.5%
Puts
Pseudo strike
16.61
IV
80.0%
B/E move
13.5%

35Δ

Calls
Pseudo strike
20.36
IV
78.3%
B/E move
16.7%
Puts
Pseudo strike
17.14
IV
80.4%
B/E move
11.8%

40Δ

Calls
Pseudo strike
19.76
IV
78.1%
B/E move
14.3%
Puts
Pseudo strike
17.66
IV
79.2%
B/E move
10.2%

45Δ

Calls
Pseudo strike
19.23
IV
79.0%
B/E move
12.5%
Puts
Pseudo strike
18.21
IV
81.1%
B/E move
8.9%

50Δ

Calls
Pseudo strike
18.70
IV
80.5%
B/E move
10.9%
Puts
Pseudo strike
18.84
IV
89.0%
B/E move
8.3%

55Δ

Calls
Pseudo strike
18.19
IV
82.3%
B/E move
9.4%
Puts
Pseudo strike
19.36
IV
87.3%
B/E move
7.0%

60Δ

Calls
Pseudo strike
17.66
IV
83.0%
B/E move
8.0%
Puts
Pseudo strike
19.86
IV
82.4%
B/E move
5.5%

65Δ

Calls
Pseudo strike
17.12
IV
83.1%
B/E move
6.6%
Puts
Pseudo strike
20.54
IV
81.2%
B/E move
4.5%

70Δ

Calls
Pseudo strike
16.32
IV
101.6%
B/E move
6.6%
Puts
Pseudo strike
21.31
IV
81.7%
B/E move
3.7%

75Δ

Calls
Pseudo strike
15.44
IV
114.1%
B/E move
6.0%
Puts
Pseudo strike
22.08
IV
82.2%
B/E move
2.8%

80Δ

Calls
Pseudo strike
14.53
IV
119.1%
B/E move
4.7%
Puts
Pseudo strike
22.84
IV
82.7%
B/E move
2.0%

Options history

No recorded observations