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Roundhill ETF Trust Roundhill Neocloud ETF NCLD

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Market dataready · fetched 2026-10-22T23:01:11.351Z

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 · 2026-10-22T22:59:54.643948009Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:01:08.948776+00:00

Share price$15.68
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$0.28$1.88$3.48$5.07$6.67$10.02$14.36$18.70$23.04$27.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NCLD spot · $15.68NCLD PRICE$0.45$0.55$0.69$0.86$1.04$1.21$1.34$1.60$1.95$2.23$2.47$2.97$3.59$0.49$0.60$0.80$1.03$1.28$1.55$1.80$2.02$2.28$2.68$3.62$4.61$6.21
PutsFair0.97×
CallsExpensive1.24×
SkewBullish-8.33 pp
Implied moveBearish±$3.14
TiltBearish16.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.01103.9%36.8%13.1388.8%19.4%
25Δ19.5795.3%28.4%13.8280.9%15.7%
30Δ18.7293.7%23.8%14.3381.4%13.7%
35Δ18.0794.6%20.7%14.7784.7%12.4%
40Δ17.4694.8%18.0%15.2486.8%11.0%
45Δ16.8593.7%15.2%15.7387.6%9.6%
50Δ16.2588.5%12.2%16.2086.6%8.2%
55Δ15.7190.2%10.4%16.6583.5%6.7%
60Δ15.2196.9%9.5%17.1181.0%5.4%
65Δ14.7097.6%8.0%17.6681.3%4.5%
70Δ14.1993.9%6.2%18.6892.5%4.0%
75Δ13.5199.5%5.1%19.7899.5%3.3%
80Δ12.75107.2%4.2%21.51107.0%2.5%

20Δ

Calls
Pseudo strike
21.01
IV
103.9%
B/E move
36.8%
Puts
Pseudo strike
13.13
IV
88.8%
B/E move
19.4%

25Δ

Calls
Pseudo strike
19.57
IV
95.3%
B/E move
28.4%
Puts
Pseudo strike
13.82
IV
80.9%
B/E move
15.7%

30Δ

Calls
Pseudo strike
18.72
IV
93.7%
B/E move
23.8%
Puts
Pseudo strike
14.33
IV
81.4%
B/E move
13.7%

35Δ

Calls
Pseudo strike
18.07
IV
94.6%
B/E move
20.7%
Puts
Pseudo strike
14.77
IV
84.7%
B/E move
12.4%

40Δ

Calls
Pseudo strike
17.46
IV
94.8%
B/E move
18.0%
Puts
Pseudo strike
15.24
IV
86.8%
B/E move
11.0%

45Δ

Calls
Pseudo strike
16.85
IV
93.7%
B/E move
15.2%
Puts
Pseudo strike
15.73
IV
87.6%
B/E move
9.6%

50Δ

Calls
Pseudo strike
16.25
IV
88.5%
B/E move
12.2%
Puts
Pseudo strike
16.20
IV
86.6%
B/E move
8.2%

55Δ

Calls
Pseudo strike
15.71
IV
90.2%
B/E move
10.4%
Puts
Pseudo strike
16.65
IV
83.5%
B/E move
6.7%

60Δ

Calls
Pseudo strike
15.21
IV
96.9%
B/E move
9.5%
Puts
Pseudo strike
17.11
IV
81.0%
B/E move
5.4%

65Δ

Calls
Pseudo strike
14.70
IV
97.6%
B/E move
8.0%
Puts
Pseudo strike
17.66
IV
81.3%
B/E move
4.5%

70Δ

Calls
Pseudo strike
14.19
IV
93.9%
B/E move
6.2%
Puts
Pseudo strike
18.68
IV
92.5%
B/E move
4.0%

75Δ

Calls
Pseudo strike
13.51
IV
99.5%
B/E move
5.1%
Puts
Pseudo strike
19.78
IV
99.5%
B/E move
3.3%

80Δ

Calls
Pseudo strike
12.75
IV
107.2%
B/E move
4.2%
Puts
Pseudo strike
21.51
IV
107.0%
B/E move
2.5%

Options history

No recorded observations