IntraAlpha
Create free account Start free

Roundhill Space & Technology ETF MARS

i

Market dataready · fetched 2026-11-12T00:52:51.795Z

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 · 2026-11-11T23:30:04.604715884Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:52:51.394952+00:00

Share price$23.70
1D-1.3%
AH$23.37$23.56$23.74$23.93$24.115:30 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$0.52$1.02$1.53$2.03$2.54$18.17$20.73$23.29$25.85$28.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MARS spot · $23.70MARS PRICE$0.57$0.59$0.65$0.70$0.77$0.84$0.93$1.06$1.19$1.34$1.69$2.04$2.39$0.59$0.64$0.70$0.77$0.83$0.88$0.94$1.02$1.17$1.33$1.48$1.68$1.94
PutsCheap0.58×
CallsCheap0.82×
SkewBullish-11.56 pp
Implied moveBalanced±$1.87
TiltBullish2.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.97156.0%28.9%20.41129.8%16.4%
25Δ27.33117.9%17.8%21.47107.1%12.1%
30Δ26.0699.9%12.7%22.1992.9%9.3%
35Δ25.2787.7%9.6%22.7382.9%7.3%
40Δ24.7179.0%7.5%23.1574.4%5.8%
45Δ24.2571.9%5.9%23.4767.7%4.7%
50Δ23.8767.1%4.6%23.7860.9%3.6%
55Δ23.5765.0%3.9%24.0855.8%2.7%
60Δ23.2762.9%3.2%24.3354.4%2.3%
65Δ22.9561.7%2.5%24.5953.1%1.9%
70Δ22.5366.8%2.2%24.8451.7%1.4%
75Δ22.1072.0%1.9%25.1350.5%1.1%
80Δ21.6572.8%1.5%25.4649.5%0.8%

20Δ

Calls
Pseudo strike
29.97
IV
156.0%
B/E move
28.9%
Puts
Pseudo strike
20.41
IV
129.8%
B/E move
16.4%

25Δ

Calls
Pseudo strike
27.33
IV
117.9%
B/E move
17.8%
Puts
Pseudo strike
21.47
IV
107.1%
B/E move
12.1%

30Δ

Calls
Pseudo strike
26.06
IV
99.9%
B/E move
12.7%
Puts
Pseudo strike
22.19
IV
92.9%
B/E move
9.3%

35Δ

Calls
Pseudo strike
25.27
IV
87.7%
B/E move
9.6%
Puts
Pseudo strike
22.73
IV
82.9%
B/E move
7.3%

40Δ

Calls
Pseudo strike
24.71
IV
79.0%
B/E move
7.5%
Puts
Pseudo strike
23.15
IV
74.4%
B/E move
5.8%

45Δ

Calls
Pseudo strike
24.25
IV
71.9%
B/E move
5.9%
Puts
Pseudo strike
23.47
IV
67.7%
B/E move
4.7%

50Δ

Calls
Pseudo strike
23.87
IV
67.1%
B/E move
4.6%
Puts
Pseudo strike
23.78
IV
60.9%
B/E move
3.6%

55Δ

Calls
Pseudo strike
23.57
IV
65.0%
B/E move
3.9%
Puts
Pseudo strike
24.08
IV
55.8%
B/E move
2.7%

60Δ

Calls
Pseudo strike
23.27
IV
62.9%
B/E move
3.2%
Puts
Pseudo strike
24.33
IV
54.4%
B/E move
2.3%

65Δ

Calls
Pseudo strike
22.95
IV
61.7%
B/E move
2.5%
Puts
Pseudo strike
24.59
IV
53.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
22.53
IV
66.8%
B/E move
2.2%
Puts
Pseudo strike
24.84
IV
51.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
22.10
IV
72.0%
B/E move
1.9%
Puts
Pseudo strike
25.13
IV
50.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
21.65
IV
72.8%
B/E move
1.5%
Puts
Pseudo strike
25.46
IV
49.5%
B/E move
0.8%

Options history

IV · four-Friday blend49.99%
Daily EOD
MARS47.7%49.7%51.7%2026-10-19: 48.02%2026-10-20: 48.62%2026-10-21: 50.41%2026-10-22: 49.36%2026-10-23: 51.46%2026-10-26: 51.01%2026-10-27: 50.05%2026-10-28: 50.91%2026-10-29: 48.51%2026-10-30: 49.99%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.02%
48.62%
50.41%
49.36%
51.46%
51.01%
50.05%
50.91%
48.51%
49.99%