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Roundhill ETF Trust Roundhill Neocloud ETF NCLD

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Market datapartial · fetched 2026-10-22T23:17:42.818Z

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 · 2026-10-22T23:15:12.479283902Z

FundamentalsAlpha Vantage · unavailable

Share price$15.52
1D-6.6%
AH$15.35$15.71$16.06$16.41$16.775:30 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$0.32$1.51$2.70$3.89$5.08$9.87$14.25$18.64$23.02$27.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NCLD spot · $15.52NCLD PRICE$0.45$0.56$0.71$0.88$1.06$1.23$1.38$1.69$2.04$2.31$2.58$3.23$3.85$0.48$0.58$0.74$0.97$1.19$1.45$1.70$1.91$2.11$2.41$2.76$4.01$4.74
PutsCheap0.90×
CallsExpensive1.31×
SkewBullish-20.29 pp
Implied moveBearish±$3.08
TiltBearish6.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.95106.1%37.9%13.0487.3%19.1%
25Δ19.5198.0%29.3%13.7079.5%15.5%
30Δ18.6797.0%24.8%14.2377.5%13.1%
35Δ18.0098.2%21.6%14.6580.4%11.8%
40Δ17.3898.7%18.8%15.0882.9%10.5%
45Δ16.7596.9%15.8%15.5483.2%9.2%
50Δ16.1191.9%12.7%16.0183.5%7.8%
55Δ15.5897.1%11.3%16.4280.1%6.5%
60Δ15.08104.4%10.3%16.8376.7%5.2%
65Δ14.53103.0%8.5%17.2874.9%4.1%
70Δ13.96100.7%6.6%17.7874.4%3.3%
75Δ13.20112.9%5.9%19.0789.7%3.0%
80Δ12.40119.1%4.7%19.9390.2%2.1%

20Δ

Calls
Pseudo strike
20.95
IV
106.1%
B/E move
37.9%
Puts
Pseudo strike
13.04
IV
87.3%
B/E move
19.1%

25Δ

Calls
Pseudo strike
19.51
IV
98.0%
B/E move
29.3%
Puts
Pseudo strike
13.70
IV
79.5%
B/E move
15.5%

30Δ

Calls
Pseudo strike
18.67
IV
97.0%
B/E move
24.8%
Puts
Pseudo strike
14.23
IV
77.5%
B/E move
13.1%

35Δ

Calls
Pseudo strike
18.00
IV
98.2%
B/E move
21.6%
Puts
Pseudo strike
14.65
IV
80.4%
B/E move
11.8%

40Δ

Calls
Pseudo strike
17.38
IV
98.7%
B/E move
18.8%
Puts
Pseudo strike
15.08
IV
82.9%
B/E move
10.5%

45Δ

Calls
Pseudo strike
16.75
IV
96.9%
B/E move
15.8%
Puts
Pseudo strike
15.54
IV
83.2%
B/E move
9.2%

50Δ

Calls
Pseudo strike
16.11
IV
91.9%
B/E move
12.7%
Puts
Pseudo strike
16.01
IV
83.5%
B/E move
7.8%

55Δ

Calls
Pseudo strike
15.58
IV
97.1%
B/E move
11.3%
Puts
Pseudo strike
16.42
IV
80.1%
B/E move
6.5%

60Δ

Calls
Pseudo strike
15.08
IV
104.4%
B/E move
10.3%
Puts
Pseudo strike
16.83
IV
76.7%
B/E move
5.2%

65Δ

Calls
Pseudo strike
14.53
IV
103.0%
B/E move
8.5%
Puts
Pseudo strike
17.28
IV
74.9%
B/E move
4.1%

70Δ

Calls
Pseudo strike
13.96
IV
100.7%
B/E move
6.6%
Puts
Pseudo strike
17.78
IV
74.4%
B/E move
3.3%

75Δ

Calls
Pseudo strike
13.20
IV
112.9%
B/E move
5.9%
Puts
Pseudo strike
19.07
IV
89.7%
B/E move
3.0%

80Δ

Calls
Pseudo strike
12.40
IV
119.1%
B/E move
4.7%
Puts
Pseudo strike
19.93
IV
90.2%
B/E move
2.1%

Options history

No recorded observations