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Roundhill Russell 2000 0DTE Covered Call Strategy ETF RDTE

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Market datapartial · fetched 2026-10-22T16:42:02.974Z

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 · 2026-10-22T16:40:56.94485742Z

FundamentalsAlpha Vantage · unavailable

Share price$25.43
1D+0.7%
$25.24$25.32$25.41$25.49$25.575:30 AM6:30 AM9:00 AM1:00 PMRDTE
Sold putSold call

Roundhill Russell 2000 0DTE Covered Call Strategy ETF options

Live interpolated RDTE call and put midpoint premiums by absolute delta.Roundhill Russell 2000 0DTE Covered Call Strategy ETF$1.30$3.20$5.10$7.00$8.90$9.67$17.70$25.72$33.74$41.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RDTE spot · $25.43RDTE PRICE$1.51$2.11$2.72$3.32$3.92$4.53$5.00$5.00$5.01$5.13$5.25$5.33$5.00$5.00$5.00$5.00$5.05$5.16$5.26$5.26$5.18$5.92$7.13$8.35
PutsExpensive7.92×
CallsExpensive8.94×
SkewBullish-8.04 pp
Implied moveBearish±$10.26
TiltBearish15.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.73134.6%46.5%18.11350.3%48.5%
25Δ35.61158.3%48.3%20.52288.1%39.0%
30Δ35.48182.0%50.2%22.51241.7%31.2%
35Δ35.35205.7%52.1%24.15205.7%24.7%
40Δ35.23229.4%54.0%25.48178.8%19.7%
45Δ35.10253.0%55.8%26.62158.3%15.6%
50Δ33.38258.9%50.9%27.56140.6%12.3%
55Δ28.43212.2%31.5%28.26124.2%9.5%
60Δ25.48176.1%19.9%28.80108.1%7.1%
65Δ23.73152.5%13.5%29.93103.7%5.6%
70Δ22.53132.8%9.2%31.41106.0%4.6%
75Δ21.67115.0%6.2%32.88108.4%3.5%
80Δ

20Δ

Calls
Pseudo strike
35.73
IV
134.6%
B/E move
46.5%
Puts
Pseudo strike
18.11
IV
350.3%
B/E move
48.5%

25Δ

Calls
Pseudo strike
35.61
IV
158.3%
B/E move
48.3%
Puts
Pseudo strike
20.52
IV
288.1%
B/E move
39.0%

30Δ

Calls
Pseudo strike
35.48
IV
182.0%
B/E move
50.2%
Puts
Pseudo strike
22.51
IV
241.7%
B/E move
31.2%

35Δ

Calls
Pseudo strike
35.35
IV
205.7%
B/E move
52.1%
Puts
Pseudo strike
24.15
IV
205.7%
B/E move
24.7%

40Δ

Calls
Pseudo strike
35.23
IV
229.4%
B/E move
54.0%
Puts
Pseudo strike
25.48
IV
178.8%
B/E move
19.7%

45Δ

Calls
Pseudo strike
35.10
IV
253.0%
B/E move
55.8%
Puts
Pseudo strike
26.62
IV
158.3%
B/E move
15.6%

50Δ

Calls
Pseudo strike
33.38
IV
258.9%
B/E move
50.9%
Puts
Pseudo strike
27.56
IV
140.6%
B/E move
12.3%

55Δ

Calls
Pseudo strike
28.43
IV
212.2%
B/E move
31.5%
Puts
Pseudo strike
28.26
IV
124.2%
B/E move
9.5%

60Δ

Calls
Pseudo strike
25.48
IV
176.1%
B/E move
19.9%
Puts
Pseudo strike
28.80
IV
108.1%
B/E move
7.1%

65Δ

Calls
Pseudo strike
23.73
IV
152.5%
B/E move
13.5%
Puts
Pseudo strike
29.93
IV
103.7%
B/E move
5.6%

70Δ

Calls
Pseudo strike
22.53
IV
132.8%
B/E move
9.2%
Puts
Pseudo strike
31.41
IV
106.0%
B/E move
4.6%

75Δ

Calls
Pseudo strike
21.67
IV
115.0%
B/E move
6.2%
Puts
Pseudo strike
32.88
IV
108.4%
B/E move
3.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations