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Roundhill Russell 2000 0DTE Covered Call Strategy ETF RDTE

i

Market dataready · fetched 2026-11-13T04:11:45.703Z

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 · 2026-11-13T01:00:06.428084409Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T04:11:45.305696+00:00

Share price$25.26
1D-1.3%
AH$25.23$25.34$25.44$25.55$25.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRDTE
Sold putSold callAH

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$0.32$0.61$0.91$1.21$1.50$23.29$24.31$25.32$26.33$27.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RDTE spot · $25.26RDTE PRICE$0.35$0.35$0.35$0.36$0.41$0.46$0.52$0.57$0.62$0.79$0.98$1.16$1.34$0.35$0.35$0.37$0.40$0.42$0.53$0.66$0.78$0.91$1.04$1.16$1.29$1.42
PutsExpensive1.61×
CallsExpensive1.41×
SkewBullish-3.24 pp
Implied moveBearish±$1.17
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.7794.4%15.3%23.0581.1%10.1%
25Δ27.7876.3%11.4%23.8861.7%6.9%
30Δ26.8058.2%7.5%24.2853.1%5.3%
35Δ25.9643.1%4.2%24.6146.2%4.1%
40Δ25.7841.0%3.7%24.9439.3%2.9%
45Δ25.5938.8%3.1%25.1637.5%2.5%
50Δ25.4036.7%2.6%25.3536.6%2.2%
55Δ25.2134.6%2.0%25.5435.8%2.0%
60Δ25.0232.4%1.5%25.7335.0%1.7%
65Δ24.7933.7%1.3%25.9234.2%1.5%
70Δ24.5635.3%1.1%26.1233.3%1.2%
75Δ24.3336.9%0.9%26.3132.5%1.0%
80Δ24.1038.5%0.7%26.5031.7%0.7%

20Δ

Calls
Pseudo strike
28.77
IV
94.4%
B/E move
15.3%
Puts
Pseudo strike
23.05
IV
81.1%
B/E move
10.1%

25Δ

Calls
Pseudo strike
27.78
IV
76.3%
B/E move
11.4%
Puts
Pseudo strike
23.88
IV
61.7%
B/E move
6.9%

30Δ

Calls
Pseudo strike
26.80
IV
58.2%
B/E move
7.5%
Puts
Pseudo strike
24.28
IV
53.1%
B/E move
5.3%

35Δ

Calls
Pseudo strike
25.96
IV
43.1%
B/E move
4.2%
Puts
Pseudo strike
24.61
IV
46.2%
B/E move
4.1%

40Δ

Calls
Pseudo strike
25.78
IV
41.0%
B/E move
3.7%
Puts
Pseudo strike
24.94
IV
39.3%
B/E move
2.9%

45Δ

Calls
Pseudo strike
25.59
IV
38.8%
B/E move
3.1%
Puts
Pseudo strike
25.16
IV
37.5%
B/E move
2.5%

50Δ

Calls
Pseudo strike
25.40
IV
36.7%
B/E move
2.6%
Puts
Pseudo strike
25.35
IV
36.6%
B/E move
2.2%

55Δ

Calls
Pseudo strike
25.21
IV
34.6%
B/E move
2.0%
Puts
Pseudo strike
25.54
IV
35.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
25.02
IV
32.4%
B/E move
1.5%
Puts
Pseudo strike
25.73
IV
35.0%
B/E move
1.7%

65Δ

Calls
Pseudo strike
24.79
IV
33.7%
B/E move
1.3%
Puts
Pseudo strike
25.92
IV
34.2%
B/E move
1.5%

70Δ

Calls
Pseudo strike
24.56
IV
35.3%
B/E move
1.1%
Puts
Pseudo strike
26.12
IV
33.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
24.33
IV
36.9%
B/E move
0.9%
Puts
Pseudo strike
26.31
IV
32.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
24.10
IV
38.5%
B/E move
0.7%
Puts
Pseudo strike
26.50
IV
31.7%
B/E move
0.7%

Options history

IV · four-Friday blend132.91%
Daily EOD
RDTE118.2%126.1%134.0%2026-10-19: 121.53%2026-10-20: 119.38%2026-10-21: 119.40%2026-10-22: 119.25%2026-10-26: 127.24%2026-10-29: 132.91%Oct 19Oct 21Oct 29
6 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
121.53%
119.38%
119.40%
119.25%
127.24%
132.91%