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Roundhill Video Games ETF NERD

i

Market dataready · fetched 2026-11-12T02:39:10.169Z

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 · 2026-11-12T01:00:04.86576677Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:39:09.859499+00:00

Share price$24.04
1D+0.0%
AH$24.09$24.11$24.14$24.17$24.195:30 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$0.43$0.59$0.74$0.89$1.04$21.66$22.89$24.11$25.33$26.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NERD spot · $24.04NERD PRICE$0.45$0.45$0.46$0.48$0.48$0.49$0.50$0.54$0.63$0.72$0.81$0.90$0.99$0.45$0.46$0.50$0.55$0.60$0.65$0.70$0.75$0.80$0.85$0.90$0.95$1.00
PutsExpensive2.95×
CallsCheap0.89×
SkewBearish+2.40 pp
Implied moveBearish±$1.20
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.56118.1%20.7%21.32101.4%13.2%
25Δ26.6387.2%12.7%22.2779.7%9.3%
30Δ25.6669.4%8.6%22.9066.6%6.8%
35Δ25.0056.9%6.0%23.2660.0%5.5%
40Δ24.7249.7%4.8%23.5654.6%4.5%
45Δ24.4542.6%3.7%23.8749.2%3.4%
50Δ24.1735.5%2.6%24.0845.2%2.8%
55Δ23.9430.8%1.8%24.2242.2%2.4%
60Δ23.8030.1%1.6%24.3639.1%2.0%
65Δ23.6529.3%1.4%24.5036.1%1.6%
70Δ23.5028.5%1.1%24.6533.1%1.2%
75Δ23.3627.7%0.9%24.7930.0%0.8%
80Δ23.2126.9%0.7%24.9327.0%0.5%

20Δ

Calls
Pseudo strike
28.56
IV
118.1%
B/E move
20.7%
Puts
Pseudo strike
21.32
IV
101.4%
B/E move
13.2%

25Δ

Calls
Pseudo strike
26.63
IV
87.2%
B/E move
12.7%
Puts
Pseudo strike
22.27
IV
79.7%
B/E move
9.3%

30Δ

Calls
Pseudo strike
25.66
IV
69.4%
B/E move
8.6%
Puts
Pseudo strike
22.90
IV
66.6%
B/E move
6.8%

35Δ

Calls
Pseudo strike
25.00
IV
56.9%
B/E move
6.0%
Puts
Pseudo strike
23.26
IV
60.0%
B/E move
5.5%

40Δ

Calls
Pseudo strike
24.72
IV
49.7%
B/E move
4.8%
Puts
Pseudo strike
23.56
IV
54.6%
B/E move
4.5%

45Δ

Calls
Pseudo strike
24.45
IV
42.6%
B/E move
3.7%
Puts
Pseudo strike
23.87
IV
49.2%
B/E move
3.4%

50Δ

Calls
Pseudo strike
24.17
IV
35.5%
B/E move
2.6%
Puts
Pseudo strike
24.08
IV
45.2%
B/E move
2.8%

55Δ

Calls
Pseudo strike
23.94
IV
30.8%
B/E move
1.8%
Puts
Pseudo strike
24.22
IV
42.2%
B/E move
2.4%

60Δ

Calls
Pseudo strike
23.80
IV
30.1%
B/E move
1.6%
Puts
Pseudo strike
24.36
IV
39.1%
B/E move
2.0%

65Δ

Calls
Pseudo strike
23.65
IV
29.3%
B/E move
1.4%
Puts
Pseudo strike
24.50
IV
36.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
23.50
IV
28.5%
B/E move
1.1%
Puts
Pseudo strike
24.65
IV
33.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
23.36
IV
27.7%
B/E move
0.9%
Puts
Pseudo strike
24.79
IV
30.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
23.21
IV
26.9%
B/E move
0.7%
Puts
Pseudo strike
24.93
IV
27.0%
B/E move
0.5%

Options history

IV · four-Friday blend29.30%
Daily EOD
NERD25.8%27.7%29.6%2026-10-19: 26.08%2026-10-20: 26.15%2026-10-21: 26.62%2026-10-22: 26.89%2026-10-23: 27.85%2026-10-26: 27.94%2026-10-27: 27.19%2026-10-28: 27.42%2026-10-29: 27.46%2026-10-30: 29.30%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
26.08%
26.15%
26.62%
26.89%
27.85%
27.94%
27.19%
27.42%
27.46%
29.30%