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

i

Market dataready · fetched 2026-11-12T03:20:31.379Z

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 · 2026-11-11T21:00:00.166858187Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:20:30.586873+00:00

Share price$31.73
1D+0.8%
AH$31.44$31.54$31.64$31.73$31.835:30 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$0.30$0.97$1.63$2.29$2.95$28.20$29.94$31.69$33.44$35.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OZEM spot · $31.73OZEM PRICE$0.38$0.38$0.40$0.55$0.70$0.85$1.02$1.22$1.42$1.74$2.18$2.51$2.76$0.38$0.43$0.61$0.78$0.94$1.06$1.18$1.45$1.79$2.04$2.15$2.25$2.36
PutsExpensive2.74×
CallsExpensive1.52×
SkewBearish+1.63 pp
Implied moveBearish±$2.21
TiltBearish3.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.1272.2%11.9%29.2866.0%8.9%
25Δ33.7654.0%7.6%30.1155.0%6.5%
30Δ32.9643.2%5.1%30.4458.5%6.0%
35Δ32.7046.2%4.8%30.7762.0%5.5%
40Δ32.4349.2%4.4%31.1263.3%4.9%
45Δ32.1752.2%4.1%31.4959.8%4.1%
50Δ31.8754.4%3.7%31.8756.4%3.3%
55Δ31.5255.1%3.2%32.2957.6%2.8%
60Δ31.1755.8%2.7%32.7361.3%2.5%
65Δ30.7459.2%2.4%33.1061.6%2.1%
70Δ30.2265.3%2.1%33.3456.7%1.7%
75Δ29.7865.9%1.8%33.5951.7%1.2%
80Δ29.3862.4%1.3%33.8446.7%0.8%

20Δ

Calls
Pseudo strike
35.12
IV
72.2%
B/E move
11.9%
Puts
Pseudo strike
29.28
IV
66.0%
B/E move
8.9%

25Δ

Calls
Pseudo strike
33.76
IV
54.0%
B/E move
7.6%
Puts
Pseudo strike
30.11
IV
55.0%
B/E move
6.5%

30Δ

Calls
Pseudo strike
32.96
IV
43.2%
B/E move
5.1%
Puts
Pseudo strike
30.44
IV
58.5%
B/E move
6.0%

35Δ

Calls
Pseudo strike
32.70
IV
46.2%
B/E move
4.8%
Puts
Pseudo strike
30.77
IV
62.0%
B/E move
5.5%

40Δ

Calls
Pseudo strike
32.43
IV
49.2%
B/E move
4.4%
Puts
Pseudo strike
31.12
IV
63.3%
B/E move
4.9%

45Δ

Calls
Pseudo strike
32.17
IV
52.2%
B/E move
4.1%
Puts
Pseudo strike
31.49
IV
59.8%
B/E move
4.1%

50Δ

Calls
Pseudo strike
31.87
IV
54.4%
B/E move
3.7%
Puts
Pseudo strike
31.87
IV
56.4%
B/E move
3.3%

55Δ

Calls
Pseudo strike
31.52
IV
55.1%
B/E move
3.2%
Puts
Pseudo strike
32.29
IV
57.6%
B/E move
2.8%

60Δ

Calls
Pseudo strike
31.17
IV
55.8%
B/E move
2.7%
Puts
Pseudo strike
32.73
IV
61.3%
B/E move
2.5%

65Δ

Calls
Pseudo strike
30.74
IV
59.2%
B/E move
2.4%
Puts
Pseudo strike
33.10
IV
61.6%
B/E move
2.1%

70Δ

Calls
Pseudo strike
30.22
IV
65.3%
B/E move
2.1%
Puts
Pseudo strike
33.34
IV
56.7%
B/E move
1.7%

75Δ

Calls
Pseudo strike
29.78
IV
65.9%
B/E move
1.8%
Puts
Pseudo strike
33.59
IV
51.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
29.38
IV
62.4%
B/E move
1.3%
Puts
Pseudo strike
33.84
IV
46.7%
B/E move
0.8%

Options history

IV · four-Friday blend31.97%
Daily EOD
OZEM27.5%30.6%33.7%2026-10-19: 30.60%2026-10-20: 28.63%2026-10-21: 31.79%2026-10-22: 30.72%2026-10-23: 31.91%2026-10-26: 30.95%2026-10-27: 32.73%2026-10-28: 27.93%2026-10-29: 33.27%2026-10-30: 31.97%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.60%
28.63%
31.79%
30.72%
31.91%
30.95%
32.73%
27.93%
33.27%
31.97%