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Roundhill Meme Stock ETF MEME

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Market dataready · fetched 2026-11-12T03:19:40.890Z

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 · 2026-11-12T01:00:00.014726183Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:19:40.536784+00:00

Share price$6.24
1D+1.3%
AH$6.03$6.12$6.21$6.30$6.395:30 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$0.44$0.71$0.98$1.25$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEMEME PRICE$0.38$0.43$0.38$0.41$0.45$0.20$0.25$0.30$0.35$0.40$0.48$0.55$0.62$0.70$0.77$0.85$0.96$1.17
PutsFair0.96×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.12472.9%148.3%5.14168.9%20.8%
25Δ11.41395.9%89.8%5.38158.1%17.8%
30Δ8.24247.2%38.1%5.61147.3%14.8%
35Δ7.57215.0%27.8%5.85136.4%11.8%
40Δ7.04190.9%20.0%6.05128.1%9.5%
45Δ6.19124.2%8.4%
50Δ6.33120.3%7.3%
55Δ6.47116.3%6.2%
60Δ6.61112.4%5.2%
65Δ6.76108.5%4.1%
70Δ6.90104.5%3.0%
75Δ7.06101.3%2.1%
80Δ7.31100.0%1.6%

20Δ

Calls
Pseudo strike
15.12
IV
472.9%
B/E move
148.3%
Puts
Pseudo strike
5.14
IV
168.9%
B/E move
20.8%

25Δ

Calls
Pseudo strike
11.41
IV
395.9%
B/E move
89.8%
Puts
Pseudo strike
5.38
IV
158.1%
B/E move
17.8%

30Δ

Calls
Pseudo strike
8.24
IV
247.2%
B/E move
38.1%
Puts
Pseudo strike
5.61
IV
147.3%
B/E move
14.8%

35Δ

Calls
Pseudo strike
7.57
IV
215.0%
B/E move
27.8%
Puts
Pseudo strike
5.85
IV
136.4%
B/E move
11.8%

40Δ

Calls
Pseudo strike
7.04
IV
190.9%
B/E move
20.0%
Puts
Pseudo strike
6.05
IV
128.1%
B/E move
9.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.19
IV
124.2%
B/E move
8.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.33
IV
120.3%
B/E move
7.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.47
IV
116.3%
B/E move
6.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.61
IV
112.4%
B/E move
5.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.76
IV
108.5%
B/E move
4.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.90
IV
104.5%
B/E move
3.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.06
IV
101.3%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.31
IV
100.0%
B/E move
1.6%

Options history

IV · four-Friday blend80.83%
Daily EOD
MEME72.1%76.8%81.5%2026-10-19: 76.47%2026-10-20: 72.75%2026-10-21: 76.63%2026-10-22: 78.51%2026-10-23: 79.51%2026-10-26: 77.31%2026-10-27: 76.98%2026-10-28: 77.98%2026-10-29: 77.54%2026-10-30: 80.83%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
76.47%
72.75%
76.63%
78.51%
79.51%
77.31%
76.98%
77.98%
77.54%
80.83%