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

i

Market dataready · fetched 2026-10-25T18:29:23.647Z

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 2026-10-25T18:29:23.631000+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$1.68$3.33$4.97$6.62$23.78$25.52$27.26$29.00$30.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QDTE spot · $27.58QDTE PRICE$0.68$0.55$0.38$0.22$0.27$0.34$0.42$0.49$0.57$0.64$0.72$0.79$1.00$0.26$0.75$0.67$0.60$0.69$0.85$1.02$1.23$1.59$1.94$2.62$3.81$6.14
PutsExpensive1.99×
CallsExpensive1.30×
SkewBearish+17.50 pp
Implied moveBearish±$1.44
TiltBearish51.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.0591.7%29.5%25.9230.4%6.9%
25Δ32.4065.1%19.5%25.0562.7%11.9%
30Δ30.3039.5%11.3%25.8948.5%8.6%
35Δ28.2014.0%3.0%26.7334.3%5.3%
40Δ27.8911.7%2.1%27.2030.4%3.9%
45Δ27.7611.9%1.9%27.4931.3%3.4%
50Δ27.6412.2%1.7%27.7832.1%3.0%
55Δ27.5112.4%1.5%28.1033.5%2.6%
60Δ27.3912.6%1.4%28.5336.4%2.3%
65Δ27.2612.9%1.2%28.9639.3%2.0%
70Δ27.1413.1%1.0%29.6944.8%1.8%
75Δ27.0113.3%0.8%30.9155.6%1.7%
80Δ26.7713.5%0.7%33.2872.3%1.6%

20Δ

Calls
Pseudo strike
35.05
IV
91.7%
B/E move
29.5%
Puts
Pseudo strike
25.92
IV
30.4%
B/E move
6.9%

25Δ

Calls
Pseudo strike
32.40
IV
65.1%
B/E move
19.5%
Puts
Pseudo strike
25.05
IV
62.7%
B/E move
11.9%

30Δ

Calls
Pseudo strike
30.30
IV
39.5%
B/E move
11.3%
Puts
Pseudo strike
25.89
IV
48.5%
B/E move
8.6%

35Δ

Calls
Pseudo strike
28.20
IV
14.0%
B/E move
3.0%
Puts
Pseudo strike
26.73
IV
34.3%
B/E move
5.3%

40Δ

Calls
Pseudo strike
27.89
IV
11.7%
B/E move
2.1%
Puts
Pseudo strike
27.20
IV
30.4%
B/E move
3.9%

45Δ

Calls
Pseudo strike
27.76
IV
11.9%
B/E move
1.9%
Puts
Pseudo strike
27.49
IV
31.3%
B/E move
3.4%

50Δ

Calls
Pseudo strike
27.64
IV
12.2%
B/E move
1.7%
Puts
Pseudo strike
27.78
IV
32.1%
B/E move
3.0%

55Δ

Calls
Pseudo strike
27.51
IV
12.4%
B/E move
1.5%
Puts
Pseudo strike
28.10
IV
33.5%
B/E move
2.6%

60Δ

Calls
Pseudo strike
27.39
IV
12.6%
B/E move
1.4%
Puts
Pseudo strike
28.53
IV
36.4%
B/E move
2.3%

65Δ

Calls
Pseudo strike
27.26
IV
12.9%
B/E move
1.2%
Puts
Pseudo strike
28.96
IV
39.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
27.14
IV
13.1%
B/E move
1.0%
Puts
Pseudo strike
29.69
IV
44.8%
B/E move
1.8%

75Δ

Calls
Pseudo strike
27.01
IV
13.3%
B/E move
0.8%
Puts
Pseudo strike
30.91
IV
55.6%
B/E move
1.7%

80Δ

Calls
Pseudo strike
26.77
IV
13.5%
B/E move
0.7%
Puts
Pseudo strike
33.28
IV
72.3%
B/E move
1.6%

Options history

QDTE33.8133.8433.882026-10-23: 33.84%Oct 23Oct 23
Table
DateIV
33.84%