IntraAlpha
Create free account Start free

Roundhill Russell 2000 0DTE Covered Call Strategy ETF RDTE

i

Market datapartial · fetched 2026-10-23T04:29:59.561Z

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 · 2026-10-23T00:00:06.608277547Z

FundamentalsAlpha Vantage · unavailable

Share price$25.52
1D+1.0%
AH$25.24$25.32$25.41$25.49$25.575:30 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$0.09$2.52$4.96$7.39$9.83$21.30$22.92$24.53$26.15$27.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RDTE spot · $25.52RDTE PRICE$0.35$0.37$0.39$0.40$0.42$0.45$0.48$0.51$0.54$0.57$0.60$0.63$0.66$0.41$0.46$0.55$0.65$0.77$0.95$1.13$1.37$1.85$2.63$4.13$5.62$9.13
PutsExpensive2.29×
CallsExpensive1.09×
SkewBearish+27.60 pp
Implied moveBearish±$1.61
TiltBearish64.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.9447.4%14.8%23.0847.8%11.2%
25Δ28.2341.1%12.1%23.8341.1%8.4%
30Δ27.5234.8%9.3%24.3138.4%6.9%
35Δ26.8128.5%6.6%24.7136.8%5.7%
40Δ26.1022.2%3.9%25.0935.8%4.7%
45Δ25.9020.1%3.2%25.4136.4%4.1%
50Δ25.7818.6%2.9%25.7436.9%3.6%
55Δ25.6517.2%2.5%26.1138.5%3.1%
60Δ25.5315.8%2.2%26.6443.6%2.9%
65Δ25.4114.4%1.8%27.4751.2%2.7%
70Δ25.2912.9%1.5%28.9964.6%2.6%
75Δ25.1711.5%1.1%30.5177.9%2.5%
80Δ25.0510.1%0.8%34.03104.2%2.4%

20Δ

Calls
Pseudo strike
28.94
IV
47.4%
B/E move
14.8%
Puts
Pseudo strike
23.08
IV
47.8%
B/E move
11.2%

25Δ

Calls
Pseudo strike
28.23
IV
41.1%
B/E move
12.1%
Puts
Pseudo strike
23.83
IV
41.1%
B/E move
8.4%

30Δ

Calls
Pseudo strike
27.52
IV
34.8%
B/E move
9.3%
Puts
Pseudo strike
24.31
IV
38.4%
B/E move
6.9%

35Δ

Calls
Pseudo strike
26.81
IV
28.5%
B/E move
6.6%
Puts
Pseudo strike
24.71
IV
36.8%
B/E move
5.7%

40Δ

Calls
Pseudo strike
26.10
IV
22.2%
B/E move
3.9%
Puts
Pseudo strike
25.09
IV
35.8%
B/E move
4.7%

45Δ

Calls
Pseudo strike
25.90
IV
20.1%
B/E move
3.2%
Puts
Pseudo strike
25.41
IV
36.4%
B/E move
4.1%

50Δ

Calls
Pseudo strike
25.78
IV
18.6%
B/E move
2.9%
Puts
Pseudo strike
25.74
IV
36.9%
B/E move
3.6%

55Δ

Calls
Pseudo strike
25.65
IV
17.2%
B/E move
2.5%
Puts
Pseudo strike
26.11
IV
38.5%
B/E move
3.1%

60Δ

Calls
Pseudo strike
25.53
IV
15.8%
B/E move
2.2%
Puts
Pseudo strike
26.64
IV
43.6%
B/E move
2.9%

65Δ

Calls
Pseudo strike
25.41
IV
14.4%
B/E move
1.8%
Puts
Pseudo strike
27.47
IV
51.2%
B/E move
2.7%

70Δ

Calls
Pseudo strike
25.29
IV
12.9%
B/E move
1.5%
Puts
Pseudo strike
28.99
IV
64.6%
B/E move
2.6%

75Δ

Calls
Pseudo strike
25.17
IV
11.5%
B/E move
1.1%
Puts
Pseudo strike
30.51
IV
77.9%
B/E move
2.5%

80Δ

Calls
Pseudo strike
25.05
IV
10.1%
B/E move
0.8%
Puts
Pseudo strike
34.03
IV
104.2%
B/E move
2.4%

Options history

No recorded observations