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

i

Market dataready · fetched 2026-11-13T18:52:34.656Z

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 · 2026-11-13T18:49:50.264449378Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:52:34.175028+00:00

Share price$26.46
1D-2.0%
$26.19$26.40$26.62$26.83$27.045:30 AM6:30 AM9:00 AM1:00 PMQDTE
Sold putSold call

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$0.17$0.91$1.64$2.38$3.12$23.74$24.76$25.79$26.81$27.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive QDTE spot · $26.45QDTE PRICE$0.25$0.33$0.48$0.68$0.89$1.09$1.29$1.49$1.70$1.92$2.33$0.38$0.39$0.40$0.42$0.59$0.87$1.15$1.44$1.72$2.00$2.29$2.57$2.91
PutsExpensive2.10×
Calls——
Skew——
Implied moveBearish±$2.04
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.4156.7%8.4%24.0587.3%10.5%
25Δ28.1460.6%7.6%24.6274.6%8.4%
30Δ25.1961.9%6.3%
35Δ25.7649.2%4.2%
40Δ26.8039.9%3.1%26.2045.9%3.2%
45Δ26.5444.0%2.9%26.5649.6%2.9%
50Δ26.2848.1%2.7%26.9153.3%2.6%
55Δ26.0152.1%2.5%27.2757.0%2.4%
60Δ25.7556.2%2.2%27.6260.7%2.1%
65Δ25.4960.3%2.0%27.9764.4%1.8%
70Δ25.2364.3%1.8%28.3368.1%1.6%
75Δ24.9468.2%1.5%28.6871.7%1.3%
80Δ24.4570.9%1.2%29.0975.4%1.0%

20Δ

Calls
Pseudo strike
28.41
IV
56.7%
B/E move
8.4%
Puts
Pseudo strike
24.05
IV
87.3%
B/E move
10.5%

25Δ

Calls
Pseudo strike
28.14
IV
60.6%
B/E move
7.6%
Puts
Pseudo strike
24.62
IV
74.6%
B/E move
8.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.19
IV
61.9%
B/E move
6.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.76
IV
49.2%
B/E move
4.2%

40Δ

Calls
Pseudo strike
26.80
IV
39.9%
B/E move
3.1%
Puts
Pseudo strike
26.20
IV
45.9%
B/E move
3.2%

45Δ

Calls
Pseudo strike
26.54
IV
44.0%
B/E move
2.9%
Puts
Pseudo strike
26.56
IV
49.6%
B/E move
2.9%

50Δ

Calls
Pseudo strike
26.28
IV
48.1%
B/E move
2.7%
Puts
Pseudo strike
26.91
IV
53.3%
B/E move
2.6%

55Δ

Calls
Pseudo strike
26.01
IV
52.1%
B/E move
2.5%
Puts
Pseudo strike
27.27
IV
57.0%
B/E move
2.4%

60Δ

Calls
Pseudo strike
25.75
IV
56.2%
B/E move
2.2%
Puts
Pseudo strike
27.62
IV
60.7%
B/E move
2.1%

65Δ

Calls
Pseudo strike
25.49
IV
60.3%
B/E move
2.0%
Puts
Pseudo strike
27.97
IV
64.4%
B/E move
1.8%

70Δ

Calls
Pseudo strike
25.23
IV
64.3%
B/E move
1.8%
Puts
Pseudo strike
28.33
IV
68.1%
B/E move
1.6%

75Δ

Calls
Pseudo strike
24.94
IV
68.2%
B/E move
1.5%
Puts
Pseudo strike
28.68
IV
71.7%
B/E move
1.3%

80Δ

Calls
Pseudo strike
24.45
IV
70.9%
B/E move
1.2%
Puts
Pseudo strike
29.09
IV
75.4%
B/E move
1.0%

Options history

IV · four-Friday blend30.93%
Daily EOD
QDTE27.9%31.7%35.5%2026-10-19: 32.96%2026-10-20: 31.63%2026-10-21: 33.09%2026-10-22: 30.85%2026-10-23: 33.84%2026-10-26: 35.00%2026-10-29: 28.39%2026-10-30: 30.93%Oct 19Oct 22Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
32.96%
31.63%
33.09%
30.85%
33.84%
35.00%
28.39%
30.93%