IntraAlpha
Create free account Start free

Roundhill Photonics & Optics ETF LYTE

i

Market dataready · fetched 2026-11-13T19:12:44.517Z

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 · 2026-11-13T19:11:38.188547074Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T19:12:43.964497+00:00

Share price$15.05
1D-5.1%
$14.55$14.91$15.28$15.64$16.005:30 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$0.12$0.87$1.61$2.35$3.09$12.26$13.71$15.17$16.62$18.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive LYTE spot · $15.05LYTE PRICE$0.20$0.25$0.29$0.38$0.47$0.56$0.66$0.76$0.88$1.01$1.14$1.26$0.27$0.35$0.45$0.57$0.68$0.80$0.98$1.17$1.37$1.58$1.83$2.07$2.88
PutsFair1.01×
Calls——
Skew——
Implied moveBearish±$1.64
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.9593.7%14.0%13.42105.3%12.6%
25Δ16.5086.2%11.3%13.78103.8%10.7%
30Δ16.0578.7%8.6%14.11102.9%9.2%
35Δ15.8178.9%7.6%14.39103.0%8.1%
40Δ15.5980.2%6.8%14.67103.0%7.1%
45Δ15.3881.5%5.9%14.94103.1%6.0%
50Δ15.1682.7%5.1%15.24104.5%5.3%
55Δ14.9483.4%4.3%15.54106.2%4.6%
60Δ14.7282.4%3.7%15.83107.9%3.9%
65Δ14.5081.4%3.1%16.15108.2%3.2%
70Δ14.2880.4%2.5%16.48106.9%2.6%
75Δ14.0779.4%1.8%16.82105.6%2.0%
80Δ17.68123.5%1.7%

20Δ

Calls
Pseudo strike
16.95
IV
93.7%
B/E move
14.0%
Puts
Pseudo strike
13.42
IV
105.3%
B/E move
12.6%

25Δ

Calls
Pseudo strike
16.50
IV
86.2%
B/E move
11.3%
Puts
Pseudo strike
13.78
IV
103.8%
B/E move
10.7%

30Δ

Calls
Pseudo strike
16.05
IV
78.7%
B/E move
8.6%
Puts
Pseudo strike
14.11
IV
102.9%
B/E move
9.2%

35Δ

Calls
Pseudo strike
15.81
IV
78.9%
B/E move
7.6%
Puts
Pseudo strike
14.39
IV
103.0%
B/E move
8.1%

40Δ

Calls
Pseudo strike
15.59
IV
80.2%
B/E move
6.8%
Puts
Pseudo strike
14.67
IV
103.0%
B/E move
7.1%

45Δ

Calls
Pseudo strike
15.38
IV
81.5%
B/E move
5.9%
Puts
Pseudo strike
14.94
IV
103.1%
B/E move
6.0%

50Δ

Calls
Pseudo strike
15.16
IV
82.7%
B/E move
5.1%
Puts
Pseudo strike
15.24
IV
104.5%
B/E move
5.3%

55Δ

Calls
Pseudo strike
14.94
IV
83.4%
B/E move
4.3%
Puts
Pseudo strike
15.54
IV
106.2%
B/E move
4.6%

60Δ

Calls
Pseudo strike
14.72
IV
82.4%
B/E move
3.7%
Puts
Pseudo strike
15.83
IV
107.9%
B/E move
3.9%

65Δ

Calls
Pseudo strike
14.50
IV
81.4%
B/E move
3.1%
Puts
Pseudo strike
16.15
IV
108.2%
B/E move
3.2%

70Δ

Calls
Pseudo strike
14.28
IV
80.4%
B/E move
2.5%
Puts
Pseudo strike
16.48
IV
106.9%
B/E move
2.6%

75Δ

Calls
Pseudo strike
14.07
IV
79.4%
B/E move
1.8%
Puts
Pseudo strike
16.82
IV
105.6%
B/E move
2.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.68
IV
123.5%
B/E move
1.7%

Options history

IV · four-Friday blend74.64%
Daily EOD
LYTE66.5%70.9%75.3%2026-10-19: 67.69%2026-10-20: 67.06%2026-10-21: 69.80%2026-10-22: 71.95%2026-10-23: 72.68%2026-10-26: 71.59%2026-10-27: 71.86%2026-10-28: 70.76%2026-10-29: 71.67%2026-10-30: 74.64%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
67.69%
67.06%
69.80%
71.95%
72.68%
71.59%
71.86%
70.76%
71.67%
74.64%