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Roundhill Space & Technology ETF MARS

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Market dataready · fetched 2026-10-22T21:03:26.678Z

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 · 2026-10-22T20:10:04.530791766Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:03:24.757327+00:00

Share price$21.91
1D-3.1%
AH$21.68$21.93$22.19$22.44$22.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMARS
Sold putSold callAH

Roundhill Space & Technology ETF options

Live interpolated MARS call and put midpoint premiums by absolute delta.Roundhill Space & Technology ETF$0.56$1.40$2.24$3.08$3.92$17.69$20.31$22.93$25.55$28.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MARS spot · $21.91MARS PRICE$0.65$0.71$0.79$0.87$0.97$1.11$1.28$1.50$1.80$2.12$2.46$2.94$3.67$0.69$0.77$0.86$0.94$0.89$0.83$0.86$1.17$1.48$1.80$2.11$2.42$2.64
PutsFair0.97×
CallsExpensive1.34×
SkewBullish-18.46 pp
Implied moveBullish±$2.13
TiltBullish8.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.79108.2%38.9%18.3589.2%19.4%
25Δ26.7687.1%25.4%19.4675.5%14.7%
30Δ25.1475.2%18.4%20.2666.4%11.5%
35Δ24.0566.2%13.7%20.9058.9%8.9%
40Δ23.3461.0%11.0%21.3349.0%6.7%
45Δ22.7658.0%8.9%21.7138.7%4.7%
50Δ22.2856.9%7.5%22.0932.1%3.1%
55Δ21.8157.4%6.4%22.4536.1%2.9%
60Δ21.3459.9%5.6%22.8140.1%2.7%
65Δ20.8662.0%4.9%23.2042.4%2.3%
70Δ20.3362.8%4.0%23.6242.9%1.8%
75Δ19.7066.0%3.3%24.0343.0%1.4%
80Δ18.8573.4%2.8%24.3440.0%0.9%

20Δ

Calls
Pseudo strike
29.79
IV
108.2%
B/E move
38.9%
Puts
Pseudo strike
18.35
IV
89.2%
B/E move
19.4%

25Δ

Calls
Pseudo strike
26.76
IV
87.1%
B/E move
25.4%
Puts
Pseudo strike
19.46
IV
75.5%
B/E move
14.7%

30Δ

Calls
Pseudo strike
25.14
IV
75.2%
B/E move
18.4%
Puts
Pseudo strike
20.26
IV
66.4%
B/E move
11.5%

35Δ

Calls
Pseudo strike
24.05
IV
66.2%
B/E move
13.7%
Puts
Pseudo strike
20.90
IV
58.9%
B/E move
8.9%

40Δ

Calls
Pseudo strike
23.34
IV
61.0%
B/E move
11.0%
Puts
Pseudo strike
21.33
IV
49.0%
B/E move
6.7%

45Δ

Calls
Pseudo strike
22.76
IV
58.0%
B/E move
8.9%
Puts
Pseudo strike
21.71
IV
38.7%
B/E move
4.7%

50Δ

Calls
Pseudo strike
22.28
IV
56.9%
B/E move
7.5%
Puts
Pseudo strike
22.09
IV
32.1%
B/E move
3.1%

55Δ

Calls
Pseudo strike
21.81
IV
57.4%
B/E move
6.4%
Puts
Pseudo strike
22.45
IV
36.1%
B/E move
2.9%

60Δ

Calls
Pseudo strike
21.34
IV
59.9%
B/E move
5.6%
Puts
Pseudo strike
22.81
IV
40.1%
B/E move
2.7%

65Δ

Calls
Pseudo strike
20.86
IV
62.0%
B/E move
4.9%
Puts
Pseudo strike
23.20
IV
42.4%
B/E move
2.3%

70Δ

Calls
Pseudo strike
20.33
IV
62.8%
B/E move
4.0%
Puts
Pseudo strike
23.62
IV
42.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
19.70
IV
66.0%
B/E move
3.3%
Puts
Pseudo strike
24.03
IV
43.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
18.85
IV
73.4%
B/E move
2.8%
Puts
Pseudo strike
24.34
IV
40.0%
B/E move
0.9%

Options history

No recorded observations