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

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Market datapartial · fetched 2026-10-22T16:39:35.024Z

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 · 2026-10-22T16:33:18.498936202Z

FundamentalsAlpha Vantage · unavailable

Share price$30.03
1D+0.3%
$29.92$29.98$30.03$30.08$30.135:30 AM6:30 AM9:00 AM1:00 PMOZEM
Sold putSold call

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$0.26$1.33$2.40$3.47$4.54$26.07$27.89$29.71$31.53$33.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OZEM spot · $30.03OZEM PRICE$0.38$0.41$0.46$0.51$0.60$0.70$0.80$0.98$1.43$1.87$2.00$2.09$2.17$0.40$0.48$0.59$0.72$0.89$1.05$1.32$1.63$1.97$2.33$2.78$3.34$4.23
PutsExpensive1.08×
CallsFair1.03×
SkewBearish+7.54 pp
Implied moveBearish±$2.12
TiltBearish20.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.5742.0%13.0%27.5240.5%9.7%
25Δ32.3434.0%9.1%28.2536.1%7.5%
30Δ31.6630.0%7.0%28.7334.7%6.3%
35Δ31.1326.9%5.4%29.1634.0%5.3%
40Δ30.7825.7%4.5%29.5334.2%4.6%
45Δ30.5025.1%3.9%29.9034.4%3.9%
50Δ30.2124.5%3.3%30.3135.9%3.5%
55Δ29.9025.6%2.8%30.7438.0%3.1%
60Δ29.4731.9%2.9%31.1939.6%2.7%
65Δ29.0538.1%3.0%31.7040.4%2.2%
70Δ28.7835.9%2.5%32.2841.6%1.8%
75Δ28.5432.4%2.0%32.9643.3%1.4%
80Δ28.2929.0%1.4%33.9546.7%1.0%

20Δ

Calls
Pseudo strike
33.57
IV
42.0%
B/E move
13.0%
Puts
Pseudo strike
27.52
IV
40.5%
B/E move
9.7%

25Δ

Calls
Pseudo strike
32.34
IV
34.0%
B/E move
9.1%
Puts
Pseudo strike
28.25
IV
36.1%
B/E move
7.5%

30Δ

Calls
Pseudo strike
31.66
IV
30.0%
B/E move
7.0%
Puts
Pseudo strike
28.73
IV
34.7%
B/E move
6.3%

35Δ

Calls
Pseudo strike
31.13
IV
26.9%
B/E move
5.4%
Puts
Pseudo strike
29.16
IV
34.0%
B/E move
5.3%

40Δ

Calls
Pseudo strike
30.78
IV
25.7%
B/E move
4.5%
Puts
Pseudo strike
29.53
IV
34.2%
B/E move
4.6%

45Δ

Calls
Pseudo strike
30.50
IV
25.1%
B/E move
3.9%
Puts
Pseudo strike
29.90
IV
34.4%
B/E move
3.9%

50Δ

Calls
Pseudo strike
30.21
IV
24.5%
B/E move
3.3%
Puts
Pseudo strike
30.31
IV
35.9%
B/E move
3.5%

55Δ

Calls
Pseudo strike
29.90
IV
25.6%
B/E move
2.8%
Puts
Pseudo strike
30.74
IV
38.0%
B/E move
3.1%

60Δ

Calls
Pseudo strike
29.47
IV
31.9%
B/E move
2.9%
Puts
Pseudo strike
31.19
IV
39.6%
B/E move
2.7%

65Δ

Calls
Pseudo strike
29.05
IV
38.1%
B/E move
3.0%
Puts
Pseudo strike
31.70
IV
40.4%
B/E move
2.2%

70Δ

Calls
Pseudo strike
28.78
IV
35.9%
B/E move
2.5%
Puts
Pseudo strike
32.28
IV
41.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
28.54
IV
32.4%
B/E move
2.0%
Puts
Pseudo strike
32.96
IV
43.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
28.29
IV
29.0%
B/E move
1.4%
Puts
Pseudo strike
33.95
IV
46.7%
B/E move
1.0%

Options history

No recorded observations