Roundhill Uranium ETF UX
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Market dataready · fetched 2026-11-12T14:56:06.207Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T14:29:38.815427658Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:56:04.628510+00:00
Roundhill Uranium ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.80 | 65.8% | 10.5% | 25.06 | 70.1% | 9.2% |
| 25Δ | 28.97 | 56.1% | 7.6% | 25.47 | 65.7% | 8.0% |
| 30Δ | 28.48 | 49.5% | 5.9% | 25.88 | 61.4% | 6.7% |
| 35Δ | 28.00 | 42.9% | 4.3% | 26.30 | 57.1% | 5.5% |
| 40Δ | 27.81 | 39.5% | 3.7% | 26.71 | 52.7% | 4.2% |
| 45Δ | 27.61 | 36.0% | 3.1% | 27.09 | 50.6% | 3.2% |
| 50Δ | 27.42 | 32.5% | 2.5% | 27.39 | 53.8% | 2.9% |
| 55Δ | 27.22 | 29.0% | 1.9% | 27.69 | 57.0% | 2.6% |
| 60Δ | 27.03 | 25.6% | 1.3% | 27.99 | 60.2% | 2.3% |
| 65Δ | 28.52 | 67.7% | 2.1% | |||
| 70Δ | 29.12 | 76.5% | 1.9% | |||
| 75Δ | 30.18 | 92.2% | 1.8% | |||
| 80Δ | 31.69 | 109.9% | 1.6% | |||
20Δ
- Pseudo strike
- 29.80
- IV
- 65.8%
- B/E move
- 10.5%
- Pseudo strike
- 25.06
- IV
- 70.1%
- B/E move
- 9.2%
25Δ
- Pseudo strike
- 28.97
- IV
- 56.1%
- B/E move
- 7.6%
- Pseudo strike
- 25.47
- IV
- 65.7%
- B/E move
- 8.0%
30Δ
- Pseudo strike
- 28.48
- IV
- 49.5%
- B/E move
- 5.9%
- Pseudo strike
- 25.88
- IV
- 61.4%
- B/E move
- 6.7%
35Δ
- Pseudo strike
- 28.00
- IV
- 42.9%
- B/E move
- 4.3%
- Pseudo strike
- 26.30
- IV
- 57.1%
- B/E move
- 5.5%
40Δ
- Pseudo strike
- 27.81
- IV
- 39.5%
- B/E move
- 3.7%
- Pseudo strike
- 26.71
- IV
- 52.7%
- B/E move
- 4.2%
45Δ
- Pseudo strike
- 27.61
- IV
- 36.0%
- B/E move
- 3.1%
- Pseudo strike
- 27.09
- IV
- 50.6%
- B/E move
- 3.2%
50Δ
- Pseudo strike
- 27.42
- IV
- 32.5%
- B/E move
- 2.5%
- Pseudo strike
- 27.39
- IV
- 53.8%
- B/E move
- 2.9%
55Δ
- Pseudo strike
- 27.22
- IV
- 29.0%
- B/E move
- 1.9%
- Pseudo strike
- 27.69
- IV
- 57.0%
- B/E move
- 2.6%
60Δ
- Pseudo strike
- 27.03
- IV
- 25.6%
- B/E move
- 1.3%
- Pseudo strike
- 27.99
- IV
- 60.2%
- B/E move
- 2.3%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 28.52
- IV
- 67.7%
- B/E move
- 2.1%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 29.12
- IV
- 76.5%
- B/E move
- 1.9%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 30.18
- IV
- 92.2%
- B/E move
- 1.8%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 31.69
- IV
- 109.9%
- B/E move
- 1.6%
Options history
Table
| Date | IV (%) |
|---|---|
| 60.74% | |
| 71.86% | |
| 113.70% | |
| 40.37% | |
| 33.61% | |
| 74.60% | |
| 31.20% | |
| 31.74% | |
| 30.38% | |
| 162.27% |