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Roundhill Meme Stock ETF MEME

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Market dataready · fetched 2026-10-22T21:07:05.833Z

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 · 2026-10-22T20:37:41.095947539Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:07:03.531284+00:00

Share price$6.41
1D-5.3%
AH$6.25$6.40$6.55$6.69$6.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMEME
Sold putSold callAH

Roundhill Meme Stock ETF options

Live interpolated MEME call and put midpoint premiums by absolute delta.Roundhill Meme Stock ETF$0.17$0.72$1.26$1.81$2.35$4.60$5.91$7.22$8.54$9.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MEME spot · $6.41MEME PRICE$0.33$0.35$0.35$0.35$0.37$0.48$0.60$0.72$0.83$0.96$1.37$1.78$2.19$0.23$0.28$0.32$0.37$0.42$0.48$0.54$0.60$0.65$0.71$0.79$0.94$1.09
PutsFair0.96×
CallsExpensive2.01×
SkewBullish-55.80 pp
Implied moveBullish±$1.14
TiltBullish18.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.49207.2%100.0%5.21102.5%22.4%
25Δ10.43171.8%68.2%5.5093.2%18.5%
30Δ9.23139.3%49.5%5.8083.9%14.5%
35Δ8.04106.8%30.8%6.0476.4%11.4%
40Δ6.9779.2%14.5%6.1973.1%10.1%
45Δ6.7884.0%13.3%6.3369.7%8.8%
50Δ6.5888.8%12.1%6.4766.3%7.4%
55Δ6.3993.6%10.8%6.6162.9%6.1%
60Δ6.1998.4%9.6%6.7659.6%4.8%
65Δ5.99103.4%8.4%6.9056.2%3.5%
70Δ5.53126.6%7.7%7.0553.1%2.4%
75Δ5.08149.7%7.0%7.2350.9%1.9%
80Δ4.62172.9%6.3%7.4148.7%1.4%

20Δ

Calls
Pseudo strike
12.49
IV
207.2%
B/E move
100.0%
Puts
Pseudo strike
5.21
IV
102.5%
B/E move
22.4%

25Δ

Calls
Pseudo strike
10.43
IV
171.8%
B/E move
68.2%
Puts
Pseudo strike
5.50
IV
93.2%
B/E move
18.5%

30Δ

Calls
Pseudo strike
9.23
IV
139.3%
B/E move
49.5%
Puts
Pseudo strike
5.80
IV
83.9%
B/E move
14.5%

35Δ

Calls
Pseudo strike
8.04
IV
106.8%
B/E move
30.8%
Puts
Pseudo strike
6.04
IV
76.4%
B/E move
11.4%

40Δ

Calls
Pseudo strike
6.97
IV
79.2%
B/E move
14.5%
Puts
Pseudo strike
6.19
IV
73.1%
B/E move
10.1%

45Δ

Calls
Pseudo strike
6.78
IV
84.0%
B/E move
13.3%
Puts
Pseudo strike
6.33
IV
69.7%
B/E move
8.8%

50Δ

Calls
Pseudo strike
6.58
IV
88.8%
B/E move
12.1%
Puts
Pseudo strike
6.47
IV
66.3%
B/E move
7.4%

55Δ

Calls
Pseudo strike
6.39
IV
93.6%
B/E move
10.8%
Puts
Pseudo strike
6.61
IV
62.9%
B/E move
6.1%

60Δ

Calls
Pseudo strike
6.19
IV
98.4%
B/E move
9.6%
Puts
Pseudo strike
6.76
IV
59.6%
B/E move
4.8%

65Δ

Calls
Pseudo strike
5.99
IV
103.4%
B/E move
8.4%
Puts
Pseudo strike
6.90
IV
56.2%
B/E move
3.5%

70Δ

Calls
Pseudo strike
5.53
IV
126.6%
B/E move
7.7%
Puts
Pseudo strike
7.05
IV
53.1%
B/E move
2.4%

75Δ

Calls
Pseudo strike
5.08
IV
149.7%
B/E move
7.0%
Puts
Pseudo strike
7.23
IV
50.9%
B/E move
1.9%

80Δ

Calls
Pseudo strike
4.62
IV
172.9%
B/E move
6.3%
Puts
Pseudo strike
7.41
IV
48.7%
B/E move
1.4%

Options history

No recorded observations