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Roundhill Meme Stock ETF MEME

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Market dataready · fetched 2026-10-22T23:29:43.475Z

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 · 2026-10-22T23:11:28.338473368Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:23:26.259158+00:00

Share price$6.48
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$0.18$0.69$1.20$1.71$2.21$4.63$5.94$7.24$8.54$9.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MEME spot · $6.48MEME PRICE$0.33$0.35$0.35$0.35$0.35$0.46$0.57$0.68$0.80$0.91$1.23$1.65$2.07$0.24$0.28$0.33$0.39$0.45$0.51$0.58$0.64$0.70$0.80$0.99$1.18$1.37
PutsFair1.03×
CallsExpensive1.88×
SkewBullish-43.78 pp
Implied moveBalanced±$1.15
TiltBullish8.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.48204.7%97.7%5.25104.2%22.7%
25Δ10.47170.1%66.9%5.5694.6%18.6%
30Δ9.34139.0%49.5%5.8785.0%14.5%
35Δ8.20107.9%32.0%6.0979.2%11.9%
40Δ7.0776.8%14.6%6.2576.0%10.5%
45Δ6.8278.6%12.3%6.4172.7%9.0%
50Δ6.6382.6%11.2%6.5769.5%7.5%
55Δ6.4486.7%10.0%6.7366.2%6.1%
60Δ6.2590.7%8.8%6.8963.0%4.6%
65Δ6.0694.8%7.6%7.0660.9%3.4%
70Δ5.69110.4%6.8%7.2961.6%2.8%
75Δ5.22131.8%6.1%7.5262.4%2.1%
80Δ4.76153.2%5.3%7.7563.1%1.5%

20Δ

Calls
Pseudo strike
12.48
IV
204.7%
B/E move
97.7%
Puts
Pseudo strike
5.25
IV
104.2%
B/E move
22.7%

25Δ

Calls
Pseudo strike
10.47
IV
170.1%
B/E move
66.9%
Puts
Pseudo strike
5.56
IV
94.6%
B/E move
18.6%

30Δ

Calls
Pseudo strike
9.34
IV
139.0%
B/E move
49.5%
Puts
Pseudo strike
5.87
IV
85.0%
B/E move
14.5%

35Δ

Calls
Pseudo strike
8.20
IV
107.9%
B/E move
32.0%
Puts
Pseudo strike
6.09
IV
79.2%
B/E move
11.9%

40Δ

Calls
Pseudo strike
7.07
IV
76.8%
B/E move
14.6%
Puts
Pseudo strike
6.25
IV
76.0%
B/E move
10.5%

45Δ

Calls
Pseudo strike
6.82
IV
78.6%
B/E move
12.3%
Puts
Pseudo strike
6.41
IV
72.7%
B/E move
9.0%

50Δ

Calls
Pseudo strike
6.63
IV
82.6%
B/E move
11.2%
Puts
Pseudo strike
6.57
IV
69.5%
B/E move
7.5%

55Δ

Calls
Pseudo strike
6.44
IV
86.7%
B/E move
10.0%
Puts
Pseudo strike
6.73
IV
66.2%
B/E move
6.1%

60Δ

Calls
Pseudo strike
6.25
IV
90.7%
B/E move
8.8%
Puts
Pseudo strike
6.89
IV
63.0%
B/E move
4.6%

65Δ

Calls
Pseudo strike
6.06
IV
94.8%
B/E move
7.6%
Puts
Pseudo strike
7.06
IV
60.9%
B/E move
3.4%

70Δ

Calls
Pseudo strike
5.69
IV
110.4%
B/E move
6.8%
Puts
Pseudo strike
7.29
IV
61.6%
B/E move
2.8%

75Δ

Calls
Pseudo strike
5.22
IV
131.8%
B/E move
6.1%
Puts
Pseudo strike
7.52
IV
62.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
4.76
IV
153.2%
B/E move
5.3%
Puts
Pseudo strike
7.75
IV
63.1%
B/E move
1.5%

Options history

No recorded observations