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Roundhill Cannabis ETF WEED

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Market datapartial · fetched 2026-10-22T21:06:33.182Z

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 · 2026-10-22T20:10:07.857192658Z

FundamentalsAlpha Vantage · unavailable

Share price$19.18
1D-3.0%
AH$19.06$19.31$19.55$19.79$20.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWEED
Sold putSold callAH

Roundhill Cannabis ETF options

Live interpolated WEED call and put midpoint premiums by absolute delta.Roundhill Cannabis ETF$0.61$1.58$2.55$3.52$4.49$14.84$17.40$19.96$22.52$25.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WEED spot · $19.18WEED PRICE$0.72$0.79$0.87$0.93$1.03$1.11$1.32$1.54$1.87$2.25$2.76$3.39$4.21$0.73$0.87$0.96$1.03$1.14$1.24$1.31$1.37$1.46$1.69$1.91$2.15$2.40
PutsExpensive1.07×
CallsExpensive1.82×
SkewBullish-25.81 pp
Implied moveBalanced±$2.62
TiltBullish11.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.25142.3%56.2%15.66105.3%22.2%
25Δ25.20114.1%35.5%16.6693.7%17.7%
30Δ23.0997.3%24.9%17.4782.9%14.0%
35Δ21.6883.0%17.9%18.1572.5%10.8%
40Δ20.7975.1%13.7%18.6466.8%8.8%
45Δ20.0967.9%10.5%19.0961.2%7.0%
50Δ19.6067.8%9.0%19.4155.8%5.6%
55Δ19.1368.7%7.8%19.7350.3%4.3%
60Δ18.6372.4%6.9%20.0545.5%3.1%
65Δ18.1177.3%6.1%20.3944.9%2.5%
70Δ17.4583.8%5.4%20.7244.3%1.9%
75Δ16.6991.7%4.7%21.0643.4%1.4%
80Δ15.73102.0%3.9%21.4041.1%1.0%

20Δ

Calls
Pseudo strike
29.25
IV
142.3%
B/E move
56.2%
Puts
Pseudo strike
15.66
IV
105.3%
B/E move
22.2%

25Δ

Calls
Pseudo strike
25.20
IV
114.1%
B/E move
35.5%
Puts
Pseudo strike
16.66
IV
93.7%
B/E move
17.7%

30Δ

Calls
Pseudo strike
23.09
IV
97.3%
B/E move
24.9%
Puts
Pseudo strike
17.47
IV
82.9%
B/E move
14.0%

35Δ

Calls
Pseudo strike
21.68
IV
83.0%
B/E move
17.9%
Puts
Pseudo strike
18.15
IV
72.5%
B/E move
10.8%

40Δ

Calls
Pseudo strike
20.79
IV
75.1%
B/E move
13.7%
Puts
Pseudo strike
18.64
IV
66.8%
B/E move
8.8%

45Δ

Calls
Pseudo strike
20.09
IV
67.9%
B/E move
10.5%
Puts
Pseudo strike
19.09
IV
61.2%
B/E move
7.0%

50Δ

Calls
Pseudo strike
19.60
IV
67.8%
B/E move
9.0%
Puts
Pseudo strike
19.41
IV
55.8%
B/E move
5.6%

55Δ

Calls
Pseudo strike
19.13
IV
68.7%
B/E move
7.8%
Puts
Pseudo strike
19.73
IV
50.3%
B/E move
4.3%

60Δ

Calls
Pseudo strike
18.63
IV
72.4%
B/E move
6.9%
Puts
Pseudo strike
20.05
IV
45.5%
B/E move
3.1%

65Δ

Calls
Pseudo strike
18.11
IV
77.3%
B/E move
6.1%
Puts
Pseudo strike
20.39
IV
44.9%
B/E move
2.5%

70Δ

Calls
Pseudo strike
17.45
IV
83.8%
B/E move
5.4%
Puts
Pseudo strike
20.72
IV
44.3%
B/E move
1.9%

75Δ

Calls
Pseudo strike
16.69
IV
91.7%
B/E move
4.7%
Puts
Pseudo strike
21.06
IV
43.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
15.73
IV
102.0%
B/E move
3.9%
Puts
Pseudo strike
21.40
IV
41.1%
B/E move
1.0%

Options history

No recorded observations