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Roundhill ETF Trust Roundhill Neocloud ETF NCLD

i

Market dataready · fetched 2026-11-12T03:02:51.897Z

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 · 2026-11-12T00:55:42.233675189Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:02:51.455210+00:00

Share price$15.25
1D+3.0%
AH$15.04$15.38$15.72$16.05$16.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNCLD
Sold putSold callAH

Roundhill ETF Trust Roundhill Neocloud ETF options

Live interpolated NCLD call and put midpoint premiums by absolute delta.Roundhill ETF Trust Roundhill Neocloud ETF$0.16$1.12$2.08$3.05$4.01$10.63$12.96$15.29$17.62$19.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive NCLD spot · $15.25NCLD PRICE$0.33$0.44$0.57$0.71$0.85$0.98$1.19$1.39$1.65$1.95$2.36$2.96$3.73$0.26$0.32$0.39$0.46$0.53$0.63$0.75$0.87$0.98
Puts——
CallsCheap0.94×
Skew——
Implied moveBullish±$1.93
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.61132.5%24.2%13.6092.4%12.5%
25Δ18.05136.3%21.2%14.0883.5%9.8%
30Δ17.55139.0%18.8%14.3579.8%8.4%
35Δ17.05141.6%16.5%14.6376.1%7.1%
40Δ16.55139.5%14.1%14.9172.4%5.7%
45Δ16.06137.0%11.7%15.1570.8%4.8%
50Δ15.63139.5%10.3%15.3670.2%4.2%
55Δ15.21142.7%8.9%15.5769.7%3.6%
60Δ14.77147.1%7.7%15.7969.1%2.9%
65Δ14.30152.9%6.6%
70Δ13.76164.2%5.7%
75Δ13.07185.7%5.1%
80Δ12.19212.8%4.4%

20Δ

Calls
Pseudo strike
18.61
IV
132.5%
B/E move
24.2%
Puts
Pseudo strike
13.60
IV
92.4%
B/E move
12.5%

25Δ

Calls
Pseudo strike
18.05
IV
136.3%
B/E move
21.2%
Puts
Pseudo strike
14.08
IV
83.5%
B/E move
9.8%

30Δ

Calls
Pseudo strike
17.55
IV
139.0%
B/E move
18.8%
Puts
Pseudo strike
14.35
IV
79.8%
B/E move
8.4%

35Δ

Calls
Pseudo strike
17.05
IV
141.6%
B/E move
16.5%
Puts
Pseudo strike
14.63
IV
76.1%
B/E move
7.1%

40Δ

Calls
Pseudo strike
16.55
IV
139.5%
B/E move
14.1%
Puts
Pseudo strike
14.91
IV
72.4%
B/E move
5.7%

45Δ

Calls
Pseudo strike
16.06
IV
137.0%
B/E move
11.7%
Puts
Pseudo strike
15.15
IV
70.8%
B/E move
4.8%

50Δ

Calls
Pseudo strike
15.63
IV
139.5%
B/E move
10.3%
Puts
Pseudo strike
15.36
IV
70.2%
B/E move
4.2%

55Δ

Calls
Pseudo strike
15.21
IV
142.7%
B/E move
8.9%
Puts
Pseudo strike
15.57
IV
69.7%
B/E move
3.6%

60Δ

Calls
Pseudo strike
14.77
IV
147.1%
B/E move
7.7%
Puts
Pseudo strike
15.79
IV
69.1%
B/E move
2.9%

65Δ

Calls
Pseudo strike
14.30
IV
152.9%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
13.76
IV
164.2%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
13.07
IV
185.7%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
12.19
IV
212.8%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend83.36%
Daily EOD
NCLD77.6%81.3%85.0%2026-10-19: 78.11%2026-10-20: 81.13%2026-10-21: 80.93%2026-10-22: 82.56%2026-10-23: 83.75%2026-10-26: 83.30%2026-10-27: 84.48%2026-10-28: 81.89%2026-10-29: 80.76%2026-10-30: 83.36%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
78.11%
81.13%
80.93%
82.56%
83.75%
83.30%
84.48%
81.89%
80.76%
83.36%