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Roundhill T-REX 2X Long DRAM Daily Target ETF RAM

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Market dataready · fetched 2026-11-10T22:15:33.277Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:14:15.390083615Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:15:32.594823+00:00

Share price$5.54
1D+3.0%
AH$5.21$5.38$5.54$5.71$5.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRAM
Sold putSold callAH

Roundhill T-REX 2X Long DRAM Daily Target ETF options

Live interpolated RAM call and put midpoint premiums by absolute delta.Roundhill T-REX 2X Long DRAM Daily Target ETF$0.04$0.43$0.82$1.21$1.60$4.32$4.88$5.44$6.00$6.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RAM spot · $5.54RAM PRICE$0.08$0.10$0.13$0.18$0.23$0.28$0.33$0.37$0.43$0.49$0.55$0.61$0.69$0.12$0.15$0.20$0.25$0.30$0.35$0.44$0.52$0.61$0.72$0.94$1.19$1.49
PutsExpensive1.71×
CallsExpensive1.14×
SkewBearish+40.46 pp
Implied moveBearish±$0.76
TiltBearish23.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.30149.3%15.2%4.81200.5%15.4%
25Δ6.14146.4%12.7%5.01187.9%12.3%
30Δ5.99144.8%10.4%5.13187.4%11.0%
35Δ5.89151.3%9.6%5.26186.9%9.7%
40Δ5.79157.8%8.7%5.38186.4%8.3%
45Δ5.70164.3%7.8%5.50185.9%7.0%
50Δ5.60170.7%6.9%5.63188.2%6.2%
55Δ5.50177.2%6.1%5.76190.5%5.4%
60Δ5.39173.8%5.2%5.89192.8%4.6%
65Δ5.29170.2%4.3%6.05198.6%3.8%
70Δ5.18166.6%3.4%6.30220.1%3.3%
75Δ5.07163.0%2.5%6.57240.0%2.9%
80Δ4.95157.6%1.8%6.91253.8%2.2%

20Δ

Calls
Pseudo strike
6.30
IV
149.3%
B/E move
15.2%
Puts
Pseudo strike
4.81
IV
200.5%
B/E move
15.4%

25Δ

Calls
Pseudo strike
6.14
IV
146.4%
B/E move
12.7%
Puts
Pseudo strike
5.01
IV
187.9%
B/E move
12.3%

30Δ

Calls
Pseudo strike
5.99
IV
144.8%
B/E move
10.4%
Puts
Pseudo strike
5.13
IV
187.4%
B/E move
11.0%

35Δ

Calls
Pseudo strike
5.89
IV
151.3%
B/E move
9.6%
Puts
Pseudo strike
5.26
IV
186.9%
B/E move
9.7%

40Δ

Calls
Pseudo strike
5.79
IV
157.8%
B/E move
8.7%
Puts
Pseudo strike
5.38
IV
186.4%
B/E move
8.3%

45Δ

Calls
Pseudo strike
5.70
IV
164.3%
B/E move
7.8%
Puts
Pseudo strike
5.50
IV
185.9%
B/E move
7.0%

50Δ

Calls
Pseudo strike
5.60
IV
170.7%
B/E move
6.9%
Puts
Pseudo strike
5.63
IV
188.2%
B/E move
6.2%

55Δ

Calls
Pseudo strike
5.50
IV
177.2%
B/E move
6.1%
Puts
Pseudo strike
5.76
IV
190.5%
B/E move
5.4%

60Δ

Calls
Pseudo strike
5.39
IV
173.8%
B/E move
5.2%
Puts
Pseudo strike
5.89
IV
192.8%
B/E move
4.6%

65Δ

Calls
Pseudo strike
5.29
IV
170.2%
B/E move
4.3%
Puts
Pseudo strike
6.05
IV
198.6%
B/E move
3.8%

70Δ

Calls
Pseudo strike
5.18
IV
166.6%
B/E move
3.4%
Puts
Pseudo strike
6.30
IV
220.1%
B/E move
3.3%

75Δ

Calls
Pseudo strike
5.07
IV
163.0%
B/E move
2.5%
Puts
Pseudo strike
6.57
IV
240.0%
B/E move
2.9%

80Δ

Calls
Pseudo strike
4.95
IV
157.6%
B/E move
1.8%
Puts
Pseudo strike
6.91
IV
253.8%
B/E move
2.2%

Options history

IV · four-Friday blend130.93%
Daily close
RAM90.5%124.0%157.6%2026-08-12: 139.48%2026-08-13: 139.49%2026-08-14: 135.40%2026-08-17: 142.97%2026-08-18: 150.43%2026-08-19: 146.62%2026-08-20: 145.10%2026-08-21: 137.43%2026-08-24: 138.51%2026-08-25: 135.61%2026-08-26: 133.41%2026-08-27: 128.06%2026-08-28: 120.87%2026-08-31: 115.11%2026-09-01: 114.68%2026-09-02: 111.86%2026-09-03: 112.24%2026-09-04: 124.50%2026-09-08: 131.94%2026-09-09: 129.01%2026-09-10: 127.99%2026-09-11: 117.52%2026-09-14: 124.66%2026-09-15: 122.64%2026-09-16: 125.70%2026-09-17: 117.08%2026-09-18: 119.23%2026-09-21: 118.63%2026-09-22: 121.07%2026-09-23: 117.86%2026-09-24: 119.30%2026-09-25: 118.46%2026-09-28: 119.17%2026-09-29: 119.51%2026-09-30: 118.31%2026-10-01: 114.33%2026-10-02: 108.01%2026-10-05: 101.61%2026-10-06: 95.10%2026-10-07: 97.54%2026-10-08: 101.84%2026-10-09: 96.96%2026-10-12: 97.95%2026-10-13: 110.52%2026-10-14: 117.05%2026-10-15: 133.15%2026-10-16: 127.69%2026-10-19: 127.89%2026-10-20: 128.23%2026-10-21: 129.10%2026-10-22: 152.98%2026-10-23: 128.16%2026-10-26: 130.48%2026-10-27: 135.65%2026-10-28: 132.18%2026-10-29: 139.14%2026-10-30: 130.93%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
139.48%
139.49%
135.40%
142.97%
150.43%
146.62%
145.10%
137.43%
138.51%
135.61%
133.41%
128.06%
120.87%
115.11%
114.68%
111.86%
112.24%
124.50%
131.94%
129.01%
127.99%
117.52%
124.66%
122.64%
125.70%
117.08%
119.23%
118.63%
121.07%
117.86%
119.30%
118.46%
119.17%
119.51%
118.31%
114.33%
108.01%
101.61%
95.10%
97.54%
101.84%
96.96%
97.95%
110.52%
117.05%
133.15%
127.69%
127.89%
128.23%
129.10%
152.98%
128.16%
130.48%
135.65%
132.18%
139.14%
130.93%