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Roundhill S&P 500 Target 10 Managed Distribution ETF TPAY

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Market datapartial · fetched 2026-11-07T11:51:05.831Z

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 · 2026-11-07T01:00:07.312859539Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T11:51:04.087181+00:00

Share price$51.06
1D+0.0%
AH$51.09$51.11$51.12$51.13$51.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTPAY
Sold putSold callAH

Roundhill S&P 500 Target 10 Managed Distribution ETF options

Live interpolated TPAY call and put midpoint premiums by absolute delta.Roundhill S&P 500 Target 10 Managed Distribution ETF$0.50$0.97$1.45$1.93$2.40$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICETPAY PRICE$0.55$0.55$0.56$0.62$0.68$0.76$0.84$0.94$1.08$1.22$1.36$1.67$2.27
Puts——
CallsExpensive1.94×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.9852.8%10.7%
25Δ53.9639.2%6.8%
30Δ52.8931.2%4.7%
35Δ52.3327.9%3.7%
40Δ51.8725.3%2.9%
45Δ51.5523.8%2.4%
50Δ51.2322.3%2.0%
55Δ50.9321.1%1.6%
60Δ50.6720.7%1.4%
65Δ50.4220.4%1.1%
70Δ50.1620.0%0.9%
75Δ49.7721.3%0.7%
80Δ49.1425.4%0.7%

20Δ

Calls
Pseudo strike
55.98
IV
52.8%
B/E move
10.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
53.96
IV
39.2%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
52.89
IV
31.2%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
52.33
IV
27.9%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
51.87
IV
25.3%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
51.55
IV
23.8%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
51.23
IV
22.3%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
50.93
IV
21.1%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
50.67
IV
20.7%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
50.42
IV
20.4%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
50.16
IV
20.0%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
49.77
IV
21.3%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
49.14
IV
25.4%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations