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Roundhill Photonics & Optics ETF LYTE

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Market datapartial · fetched 2026-10-22T17:47:16.151Z

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 · 2026-10-22T17:46:24.829239299Z

FundamentalsAlpha Vantage · unavailable

Share price$18.05
1D-5.1%
$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$1.47$2.67$3.86$5.06$12.39$16.40$20.41$24.42$28.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LYTE spot · $18.05LYTE PRICE$0.40$0.54$0.69$0.85$1.01$1.18$1.45$1.73$2.03$2.37$3.28$3.98$4.71$0.52$0.70$0.88$1.07$1.32$1.59$2.04$2.39$2.60$2.91$3.56$4.21$4.71
PutsFair1.01×
CallsExpensive1.63×
SkewBullish-9.67 pp
Implied moveBearish±$3.50
TiltBearish8.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.3778.4%26.2%15.3280.9%18.0%
25Δ21.5979.0%22.6%15.9281.5%15.7%
30Δ20.9280.1%19.7%16.4880.1%13.6%
35Δ20.2479.1%16.8%17.0478.4%11.5%
40Δ19.6478.3%14.4%17.5478.9%10.1%
45Δ19.0677.5%12.2%18.0679.8%8.8%
50Δ18.5680.8%10.9%18.6684.9%8.0%
55Δ18.0784.7%9.7%19.2085.6%6.9%
60Δ17.5386.3%8.4%19.6680.6%5.5%
65Δ16.9688.7%7.1%20.2077.4%4.2%
70Δ16.11112.3%7.4%20.9979.6%3.5%
75Δ15.22121.7%6.4%21.7781.9%2.7%
80Δ14.26127.6%5.1%22.4279.2%1.9%

20Δ

Calls
Pseudo strike
22.37
IV
78.4%
B/E move
26.2%
Puts
Pseudo strike
15.32
IV
80.9%
B/E move
18.0%

25Δ

Calls
Pseudo strike
21.59
IV
79.0%
B/E move
22.6%
Puts
Pseudo strike
15.92
IV
81.5%
B/E move
15.7%

30Δ

Calls
Pseudo strike
20.92
IV
80.1%
B/E move
19.7%
Puts
Pseudo strike
16.48
IV
80.1%
B/E move
13.6%

35Δ

Calls
Pseudo strike
20.24
IV
79.1%
B/E move
16.8%
Puts
Pseudo strike
17.04
IV
78.4%
B/E move
11.5%

40Δ

Calls
Pseudo strike
19.64
IV
78.3%
B/E move
14.4%
Puts
Pseudo strike
17.54
IV
78.9%
B/E move
10.1%

45Δ

Calls
Pseudo strike
19.06
IV
77.5%
B/E move
12.2%
Puts
Pseudo strike
18.06
IV
79.8%
B/E move
8.8%

50Δ

Calls
Pseudo strike
18.56
IV
80.8%
B/E move
10.9%
Puts
Pseudo strike
18.66
IV
84.9%
B/E move
8.0%

55Δ

Calls
Pseudo strike
18.07
IV
84.7%
B/E move
9.7%
Puts
Pseudo strike
19.20
IV
85.6%
B/E move
6.9%

60Δ

Calls
Pseudo strike
17.53
IV
86.3%
B/E move
8.4%
Puts
Pseudo strike
19.66
IV
80.6%
B/E move
5.5%

65Δ

Calls
Pseudo strike
16.96
IV
88.7%
B/E move
7.1%
Puts
Pseudo strike
20.20
IV
77.4%
B/E move
4.2%

70Δ

Calls
Pseudo strike
16.11
IV
112.3%
B/E move
7.4%
Puts
Pseudo strike
20.99
IV
79.6%
B/E move
3.5%

75Δ

Calls
Pseudo strike
15.22
IV
121.7%
B/E move
6.4%
Puts
Pseudo strike
21.77
IV
81.9%
B/E move
2.7%

80Δ

Calls
Pseudo strike
14.26
IV
127.6%
B/E move
5.1%
Puts
Pseudo strike
22.42
IV
79.2%
B/E move
1.9%

Options history

No recorded observations