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Roundhill Metaverse ETF METV

i

Market dataready · fetched 2026-11-13T02:03:35.189Z

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 · 2026-11-13T01:00:00.060856388Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:03:34.874486+00:00

Share price$20.87
1D+0.2%
AH$20.81$20.86$20.91$20.96$21.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMETV
Sold putSold callAH

Roundhill Metaverse ETF options

Live interpolated METV call and put midpoint premiums by absolute delta.Roundhill Metaverse ETF$0.28$1.36$2.44$3.52$4.59$19.57$20.53$21.49$22.44$23.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive METV spot · $20.87METV PRICE$0.40$0.40$0.43$0.47$0.51$0.55$0.62$0.80$0.97$1.15$1.32$1.49$1.66$0.40$0.42$0.46$0.50$0.54$0.57$0.61$1.84$2.52$3.39$4.28
Puts——
CallsExpensive2.45×
Skew——
Implied moveBalanced±$1.23
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.90128.3%21.2%18.45110.4%13.5%
25Δ23.1794.5%12.9%19.2788.2%9.7%
30Δ22.6283.5%10.4%19.8075.8%7.3%
35Δ22.1975.0%8.6%20.1667.3%5.8%
40Δ21.7566.4%6.7%20.4161.1%4.8%
45Δ21.3257.9%4.8%20.6654.9%3.8%
50Δ20.9452.3%3.3%20.9148.7%2.7%
55Δ20.7055.6%3.0%
60Δ20.4558.9%2.7%
65Δ20.2162.3%2.3%22.1486.2%2.7%
70Δ19.9764.7%2.0%22.87100.9%2.5%
75Δ19.7261.8%1.6%23.82107.6%2.1%
80Δ19.4758.8%1.2%24.82112.4%1.6%

20Δ

Calls
Pseudo strike
24.90
IV
128.3%
B/E move
21.2%
Puts
Pseudo strike
18.45
IV
110.4%
B/E move
13.5%

25Δ

Calls
Pseudo strike
23.17
IV
94.5%
B/E move
12.9%
Puts
Pseudo strike
19.27
IV
88.2%
B/E move
9.7%

30Δ

Calls
Pseudo strike
22.62
IV
83.5%
B/E move
10.4%
Puts
Pseudo strike
19.80
IV
75.8%
B/E move
7.3%

35Δ

Calls
Pseudo strike
22.19
IV
75.0%
B/E move
8.6%
Puts
Pseudo strike
20.16
IV
67.3%
B/E move
5.8%

40Δ

Calls
Pseudo strike
21.75
IV
66.4%
B/E move
6.7%
Puts
Pseudo strike
20.41
IV
61.1%
B/E move
4.8%

45Δ

Calls
Pseudo strike
21.32
IV
57.9%
B/E move
4.8%
Puts
Pseudo strike
20.66
IV
54.9%
B/E move
3.8%

50Δ

Calls
Pseudo strike
20.94
IV
52.3%
B/E move
3.3%
Puts
Pseudo strike
20.91
IV
48.7%
B/E move
2.7%

55Δ

Calls
Pseudo strike
20.70
IV
55.6%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
20.45
IV
58.9%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
20.21
IV
62.3%
B/E move
2.3%
Puts
Pseudo strike
22.14
IV
86.2%
B/E move
2.7%

70Δ

Calls
Pseudo strike
19.97
IV
64.7%
B/E move
2.0%
Puts
Pseudo strike
22.87
IV
100.9%
B/E move
2.5%

75Δ

Calls
Pseudo strike
19.72
IV
61.8%
B/E move
1.6%
Puts
Pseudo strike
23.82
IV
107.6%
B/E move
2.1%

80Δ

Calls
Pseudo strike
19.47
IV
58.8%
B/E move
1.2%
Puts
Pseudo strike
24.82
IV
112.4%
B/E move
1.6%

Options history

IV · four-Friday blend26.82%
Daily EOD
METV21.4%24.7%27.9%2026-10-19: 25.73%2026-10-20: 26.18%2026-10-21: 22.90%2026-10-22: 27.48%2026-10-23: 26.98%2026-10-26: 24.92%2026-10-27: 26.10%2026-10-28: 26.83%2026-10-29: 21.89%2026-10-30: 26.82%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.73%
26.18%
22.90%
27.48%
26.98%
24.92%
26.10%
26.83%
21.89%
26.82%