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Roundhill Video Games ETF NERD

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Market datapartial · fetched 2026-10-22T23:45:04.974Z

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 · 2026-10-22T22:30:04.938229511Z

FundamentalsAlpha Vantage · unavailable

Share price$23.22
1D+0.4%
AH$23.06$23.09$23.12$23.15$23.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNERD
Sold putSold callAH

Roundhill Video Games ETF options

Live interpolated NERD call and put midpoint premiums by absolute delta.Roundhill Video Games ETF$0.41$0.79$1.16$1.54$1.92$20.43$21.89$23.34$24.80$26.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NERD spot · $23.22NERD PRICE$0.45$0.45$0.46$0.51$0.56$0.62$0.69$0.75$0.83$0.97$1.12$1.26$1.40$0.49$0.53$0.58$0.62$0.66$0.72$0.80$0.88$0.96$1.04$1.28$1.54$1.81
PutsExpensive1.18×
CallsCheap0.87×
SkewBearish+1.25 pp
Implied moveBearish±$1.49
TiltBearish8.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.8567.4%21.8%20.4261.8%14.2%
25Δ25.8849.7%13.4%21.3450.8%10.4%
30Δ24.8839.5%9.1%22.0243.5%7.7%
35Δ24.3935.5%7.2%22.4238.7%6.1%
40Δ23.9531.8%5.6%22.8133.9%4.6%
45Δ23.7029.9%4.7%23.1130.8%3.6%
50Δ23.4528.0%3.9%23.3329.2%3.0%
55Δ23.2026.1%3.1%23.5427.5%2.4%
60Δ22.9524.5%2.4%23.7625.9%1.8%
65Δ22.7324.2%2.1%23.9724.3%1.3%
70Δ22.5124.0%1.7%24.2824.9%1.0%
75Δ22.2923.7%1.4%24.6025.9%0.7%
80Δ22.0723.5%1.1%24.9226.9%0.5%

20Δ

Calls
Pseudo strike
27.85
IV
67.4%
B/E move
21.8%
Puts
Pseudo strike
20.42
IV
61.8%
B/E move
14.2%

25Δ

Calls
Pseudo strike
25.88
IV
49.7%
B/E move
13.4%
Puts
Pseudo strike
21.34
IV
50.8%
B/E move
10.4%

30Δ

Calls
Pseudo strike
24.88
IV
39.5%
B/E move
9.1%
Puts
Pseudo strike
22.02
IV
43.5%
B/E move
7.7%

35Δ

Calls
Pseudo strike
24.39
IV
35.5%
B/E move
7.2%
Puts
Pseudo strike
22.42
IV
38.7%
B/E move
6.1%

40Δ

Calls
Pseudo strike
23.95
IV
31.8%
B/E move
5.6%
Puts
Pseudo strike
22.81
IV
33.9%
B/E move
4.6%

45Δ

Calls
Pseudo strike
23.70
IV
29.9%
B/E move
4.7%
Puts
Pseudo strike
23.11
IV
30.8%
B/E move
3.6%

50Δ

Calls
Pseudo strike
23.45
IV
28.0%
B/E move
3.9%
Puts
Pseudo strike
23.33
IV
29.2%
B/E move
3.0%

55Δ

Calls
Pseudo strike
23.20
IV
26.1%
B/E move
3.1%
Puts
Pseudo strike
23.54
IV
27.5%
B/E move
2.4%

60Δ

Calls
Pseudo strike
22.95
IV
24.5%
B/E move
2.4%
Puts
Pseudo strike
23.76
IV
25.9%
B/E move
1.8%

65Δ

Calls
Pseudo strike
22.73
IV
24.2%
B/E move
2.1%
Puts
Pseudo strike
23.97
IV
24.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
22.51
IV
24.0%
B/E move
1.7%
Puts
Pseudo strike
24.28
IV
24.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
22.29
IV
23.7%
B/E move
1.4%
Puts
Pseudo strike
24.60
IV
25.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
22.07
IV
23.5%
B/E move
1.1%
Puts
Pseudo strike
24.92
IV
26.9%
B/E move
0.5%

Options history

No recorded observations