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Roundhill ETF Trust Roundhill GLP-1 & Weight Loss ETF OZEM

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Market datapartial · fetched 2026-10-22T21:00:17.859Z

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 · 2026-10-22T20:27:22.75543989Z

FundamentalsAlpha Vantage · unavailable

Share price$29.39
1D-1.9%
AH$29.33$29.54$29.75$29.96$30.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOZEM
Sold putSold callAH

Roundhill ETF Trust Roundhill GLP-1 & Weight Loss ETF options

Live interpolated OZEM call and put midpoint premiums by absolute delta.Roundhill ETF Trust Roundhill GLP-1 & Weight Loss ETF$0.27$1.23$2.19$3.15$4.11$25.61$27.62$29.62$31.62$33.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OZEM spot · $29.39OZEM PRICE$0.38$0.44$0.51$0.63$0.76$0.91$1.32$1.73$2.01$2.17$2.40$2.77$3.83$0.38$0.42$0.49$0.57$0.65$0.71$0.78$0.84$0.90$1.15$1.50$1.84$2.03
PutsCheap0.72×
CallsExpensive1.39×
SkewBullish-15.84 pp
Implied moveBullish±$2.10
TiltBullish23.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.9443.3%13.4%27.0538.8%9.2%
25Δ31.8737.5%9.9%27.8232.5%6.7%
30Δ31.1734.0%7.8%28.2829.7%5.4%
35Δ30.7133.2%6.6%28.6528.1%4.5%
40Δ30.3433.3%5.8%29.0126.5%3.5%
45Δ29.9634.1%5.1%29.2424.7%3.0%
50Δ29.5741.0%5.1%29.4623.0%2.4%
55Δ29.1947.8%5.2%29.6921.3%1.8%
60Δ28.7649.4%4.7%29.9219.6%1.3%
65Δ28.3146.2%3.7%30.2520.7%1.0%
70Δ27.8344.0%2.8%30.6423.2%0.9%
75Δ27.3044.3%2.3%31.0225.4%0.7%
80Δ26.1854.9%2.1%31.2823.6%0.5%

20Δ

Calls
Pseudo strike
32.94
IV
43.3%
B/E move
13.4%
Puts
Pseudo strike
27.05
IV
38.8%
B/E move
9.2%

25Δ

Calls
Pseudo strike
31.87
IV
37.5%
B/E move
9.9%
Puts
Pseudo strike
27.82
IV
32.5%
B/E move
6.7%

30Δ

Calls
Pseudo strike
31.17
IV
34.0%
B/E move
7.8%
Puts
Pseudo strike
28.28
IV
29.7%
B/E move
5.4%

35Δ

Calls
Pseudo strike
30.71
IV
33.2%
B/E move
6.6%
Puts
Pseudo strike
28.65
IV
28.1%
B/E move
4.5%

40Δ

Calls
Pseudo strike
30.34
IV
33.3%
B/E move
5.8%
Puts
Pseudo strike
29.01
IV
26.5%
B/E move
3.5%

45Δ

Calls
Pseudo strike
29.96
IV
34.1%
B/E move
5.1%
Puts
Pseudo strike
29.24
IV
24.7%
B/E move
3.0%

50Δ

Calls
Pseudo strike
29.57
IV
41.0%
B/E move
5.1%
Puts
Pseudo strike
29.46
IV
23.0%
B/E move
2.4%

55Δ

Calls
Pseudo strike
29.19
IV
47.8%
B/E move
5.2%
Puts
Pseudo strike
29.69
IV
21.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
28.76
IV
49.4%
B/E move
4.7%
Puts
Pseudo strike
29.92
IV
19.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
28.31
IV
46.2%
B/E move
3.7%
Puts
Pseudo strike
30.25
IV
20.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
27.83
IV
44.0%
B/E move
2.8%
Puts
Pseudo strike
30.64
IV
23.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
27.30
IV
44.3%
B/E move
2.3%
Puts
Pseudo strike
31.02
IV
25.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
26.18
IV
54.9%
B/E move
2.1%
Puts
Pseudo strike
31.28
IV
23.6%
B/E move
0.5%

Options history

No recorded observations