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

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Market dataready · fetched 2026-10-24T03:36:08.177Z

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 · 2026-10-23T20:00:00.335336978Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T03:36:08.542819+00:00

Share price$29.64
1D-1.4%
AH$29.46$29.60$29.75$29.89$30.045:30 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$0.16$2.13$4.11$6.08$8.05$25.66$27.61$29.57$31.53$33.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OZEM spot · $29.64OZEM PRICE$0.38$0.43$0.62$0.82$1.00$1.10$1.20$1.34$1.47$1.64$1.84$2.04$2.22$0.38$0.40$0.48$0.56$0.76$0.99$1.22$1.52$1.86$2.29$2.84$5.07$7.48
PutsExpensive1.11×
CallsExpensive1.25×
SkewBearish+1.64 pp
Implied moveBalanced±$2.42
TiltBearish23.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.1543.6%13.1%27.2739.5%9.3%
25Δ31.9235.7%9.1%28.1331.5%6.4%
30Δ31.6139.4%8.7%28.5329.7%5.4%
35Δ31.3043.0%8.3%28.9327.9%4.3%
40Δ30.9746.4%7.9%29.2629.6%3.9%
45Δ30.4342.6%6.4%29.5832.0%3.6%
50Δ29.9239.3%5.0%29.8934.4%3.3%
55Δ29.5337.4%4.2%30.2936.5%2.9%
60Δ29.1535.5%3.3%30.7438.4%2.5%
65Δ28.7934.2%2.7%31.2840.8%2.2%
70Δ28.4533.2%2.2%31.9344.0%1.9%
75Δ28.1032.2%1.7%34.2157.4%1.7%
80Δ27.8229.8%1.3%36.6872.0%1.5%

20Δ

Calls
Pseudo strike
33.15
IV
43.6%
B/E move
13.1%
Puts
Pseudo strike
27.27
IV
39.5%
B/E move
9.3%

25Δ

Calls
Pseudo strike
31.92
IV
35.7%
B/E move
9.1%
Puts
Pseudo strike
28.13
IV
31.5%
B/E move
6.4%

30Δ

Calls
Pseudo strike
31.61
IV
39.4%
B/E move
8.7%
Puts
Pseudo strike
28.53
IV
29.7%
B/E move
5.4%

35Δ

Calls
Pseudo strike
31.30
IV
43.0%
B/E move
8.3%
Puts
Pseudo strike
28.93
IV
27.9%
B/E move
4.3%

40Δ

Calls
Pseudo strike
30.97
IV
46.4%
B/E move
7.9%
Puts
Pseudo strike
29.26
IV
29.6%
B/E move
3.9%

45Δ

Calls
Pseudo strike
30.43
IV
42.6%
B/E move
6.4%
Puts
Pseudo strike
29.58
IV
32.0%
B/E move
3.6%

50Δ

Calls
Pseudo strike
29.92
IV
39.3%
B/E move
5.0%
Puts
Pseudo strike
29.89
IV
34.4%
B/E move
3.3%

55Δ

Calls
Pseudo strike
29.53
IV
37.4%
B/E move
4.2%
Puts
Pseudo strike
30.29
IV
36.5%
B/E move
2.9%

60Δ

Calls
Pseudo strike
29.15
IV
35.5%
B/E move
3.3%
Puts
Pseudo strike
30.74
IV
38.4%
B/E move
2.5%

65Δ

Calls
Pseudo strike
28.79
IV
34.2%
B/E move
2.7%
Puts
Pseudo strike
31.28
IV
40.8%
B/E move
2.2%

70Δ

Calls
Pseudo strike
28.45
IV
33.2%
B/E move
2.2%
Puts
Pseudo strike
31.93
IV
44.0%
B/E move
1.9%

75Δ

Calls
Pseudo strike
28.10
IV
32.2%
B/E move
1.7%
Puts
Pseudo strike
34.21
IV
57.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
27.82
IV
29.8%
B/E move
1.3%
Puts
Pseudo strike
36.68
IV
72.0%
B/E move
1.5%

Options history

No recorded observations