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Roundhill ETF Trust Roundhill Neocloud ETF NCLD

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Market dataready · fetched 2026-10-23T01:36:48.824Z

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 · 2026-10-22T23:40:41.440754457Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T01:36:48.334024+00:00

Share price$15.40
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$0.34$1.39$2.43$3.48$4.53$9.77$14.18$18.59$23.00$27.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NCLD spot · $15.40NCLD PRICE$0.46$0.57$0.72$0.89$1.08$1.25$1.40$1.75$2.11$2.37$2.76$3.41$4.04$0.47$0.57$0.70$0.92$1.13$1.37$1.62$1.83$2.01$2.21$2.54$2.86$4.22
PutsCheap0.85×
CallsExpensive1.37×
SkewBullish-29.67 pp
Implied moveBearish±$3.02
TiltBalanced0.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.90107.7%38.6%12.9786.2%18.9%
25Δ19.46100.0%30.1%13.6078.5%15.3%
30Δ18.6399.4%25.6%14.1574.6%12.7%
35Δ17.95100.8%22.3%14.5677.2%11.4%
40Δ17.32101.6%19.5%14.9779.8%10.2%
45Δ16.6799.5%16.4%15.4180.0%8.9%
50Δ16.0194.6%13.0%15.8580.0%7.6%
55Δ15.50102.3%12.0%16.2577.7%6.3%
60Δ14.98109.8%11.0%16.6374.1%5.1%
65Δ14.40107.3%8.9%17.0170.5%3.9%
70Δ13.76109.6%7.2%17.4669.3%3.1%
75Δ12.99122.7%6.5%17.9268.0%2.3%
80Δ12.15128.6%5.1%19.3282.4%2.0%

20Δ

Calls
Pseudo strike
20.90
IV
107.7%
B/E move
38.6%
Puts
Pseudo strike
12.97
IV
86.2%
B/E move
18.9%

25Δ

Calls
Pseudo strike
19.46
IV
100.0%
B/E move
30.1%
Puts
Pseudo strike
13.60
IV
78.5%
B/E move
15.3%

30Δ

Calls
Pseudo strike
18.63
IV
99.4%
B/E move
25.6%
Puts
Pseudo strike
14.15
IV
74.6%
B/E move
12.7%

35Δ

Calls
Pseudo strike
17.95
IV
100.8%
B/E move
22.3%
Puts
Pseudo strike
14.56
IV
77.2%
B/E move
11.4%

40Δ

Calls
Pseudo strike
17.32
IV
101.6%
B/E move
19.5%
Puts
Pseudo strike
14.97
IV
79.8%
B/E move
10.2%

45Δ

Calls
Pseudo strike
16.67
IV
99.5%
B/E move
16.4%
Puts
Pseudo strike
15.41
IV
80.0%
B/E move
8.9%

50Δ

Calls
Pseudo strike
16.01
IV
94.6%
B/E move
13.0%
Puts
Pseudo strike
15.85
IV
80.0%
B/E move
7.6%

55Δ

Calls
Pseudo strike
15.50
IV
102.3%
B/E move
12.0%
Puts
Pseudo strike
16.25
IV
77.7%
B/E move
6.3%

60Δ

Calls
Pseudo strike
14.98
IV
109.8%
B/E move
11.0%
Puts
Pseudo strike
16.63
IV
74.1%
B/E move
5.1%

65Δ

Calls
Pseudo strike
14.40
IV
107.3%
B/E move
8.9%
Puts
Pseudo strike
17.01
IV
70.5%
B/E move
3.9%

70Δ

Calls
Pseudo strike
13.76
IV
109.6%
B/E move
7.2%
Puts
Pseudo strike
17.46
IV
69.3%
B/E move
3.1%

75Δ

Calls
Pseudo strike
12.99
IV
122.7%
B/E move
6.5%
Puts
Pseudo strike
17.92
IV
68.0%
B/E move
2.3%

80Δ

Calls
Pseudo strike
12.15
IV
128.6%
B/E move
5.1%
Puts
Pseudo strike
19.32
IV
82.4%
B/E move
2.0%

Options history

No recorded observations