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Roundhill Nasdaq-100 0DTE Covered Call ETF Strategy ETF QDTE

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Market dataready · fetched 2026-10-24T15:15:54.349Z

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 · 2026-10-24T00:00:06.03944444Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T15:15:54.414543+00:00

Share price$27.58
1D+0.3%
AH$27.42$27.50$27.57$27.65$27.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQDTE
Sold putSold callAH

Roundhill Nasdaq-100 0DTE Covered Call ETF Strategy ETF options

Live interpolated QDTE call and put midpoint premiums by absolute delta.Roundhill Nasdaq-100 0DTE Covered Call ETF Strategy ETF$0.04$1.69$3.35$5.00$6.65$23.77$25.51$27.25$28.99$30.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QDTE spot · $27.58QDTE PRICE$0.68$0.55$0.38$0.22$0.27$0.34$0.41$0.49$0.56$0.64$0.71$0.79$1.27$0.26$0.75$0.67$0.60$0.69$0.86$1.02$1.24$1.59$1.95$2.63$3.84$6.18
PutsExpensive1.94×
CallsExpensive1.28×
SkewBearish+17.02 pp
Implied moveBearish±$1.44
TiltBearish50.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.0589.8%29.5%25.9429.5%6.9%
25Δ32.4263.8%19.5%25.0561.3%11.9%
30Δ30.3339.0%11.4%25.8947.5%8.6%
35Δ28.2514.2%3.2%26.7433.6%5.2%
40Δ27.8911.4%2.1%27.2029.9%3.9%
45Δ27.7711.6%1.9%27.4930.7%3.4%
50Δ27.6411.8%1.7%27.7831.6%3.0%
55Δ27.5212.1%1.5%28.1033.0%2.6%
60Δ27.3912.3%1.4%28.5435.8%2.3%
65Δ27.2712.5%1.2%28.9738.6%2.0%
70Δ27.1412.7%1.0%29.7044.1%1.8%
75Δ27.0213.0%0.8%30.9454.8%1.7%
80Δ26.4916.3%0.7%33.3171.4%1.6%

20Δ

Calls
Pseudo strike
35.05
IV
89.8%
B/E move
29.5%
Puts
Pseudo strike
25.94
IV
29.5%
B/E move
6.9%

25Δ

Calls
Pseudo strike
32.42
IV
63.8%
B/E move
19.5%
Puts
Pseudo strike
25.05
IV
61.3%
B/E move
11.9%

30Δ

Calls
Pseudo strike
30.33
IV
39.0%
B/E move
11.4%
Puts
Pseudo strike
25.89
IV
47.5%
B/E move
8.6%

35Δ

Calls
Pseudo strike
28.25
IV
14.2%
B/E move
3.2%
Puts
Pseudo strike
26.74
IV
33.6%
B/E move
5.2%

40Δ

Calls
Pseudo strike
27.89
IV
11.4%
B/E move
2.1%
Puts
Pseudo strike
27.20
IV
29.9%
B/E move
3.9%

45Δ

Calls
Pseudo strike
27.77
IV
11.6%
B/E move
1.9%
Puts
Pseudo strike
27.49
IV
30.7%
B/E move
3.4%

50Δ

Calls
Pseudo strike
27.64
IV
11.8%
B/E move
1.7%
Puts
Pseudo strike
27.78
IV
31.6%
B/E move
3.0%

55Δ

Calls
Pseudo strike
27.52
IV
12.1%
B/E move
1.5%
Puts
Pseudo strike
28.10
IV
33.0%
B/E move
2.6%

60Δ

Calls
Pseudo strike
27.39
IV
12.3%
B/E move
1.4%
Puts
Pseudo strike
28.54
IV
35.8%
B/E move
2.3%

65Δ

Calls
Pseudo strike
27.27
IV
12.5%
B/E move
1.2%
Puts
Pseudo strike
28.97
IV
38.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
27.14
IV
12.7%
B/E move
1.0%
Puts
Pseudo strike
29.70
IV
44.1%
B/E move
1.8%

75Δ

Calls
Pseudo strike
27.02
IV
13.0%
B/E move
0.8%
Puts
Pseudo strike
30.94
IV
54.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
26.49
IV
16.3%
B/E move
0.7%
Puts
Pseudo strike
33.31
IV
71.4%
B/E move
1.6%

Options history

No recorded observations