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Roundhill Cannabis ETF WEED

i

Market dataready · fetched 2026-11-12T03:12:36.573Z

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 · 2026-11-12T01:00:07.852682161Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:12:36.198869+00:00

Share price$19.76
1D+0.5%
AH$19.62$19.72$19.82$19.93$20.035:30 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$0.62$1.10$1.59$2.07$2.55$16.00$17.99$19.97$21.95$23.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WEED spot · $19.76WEED PRICE$0.68$0.69$0.75$0.81$0.90$0.99$1.07$1.15$1.23$1.31$1.51$1.74$1.97$0.68$0.71$0.78$0.87$0.95$1.05$1.14$1.26$1.39$1.52$1.70$2.06$2.41
PutsExpensive1.32×
CallsExpensive1.59×
SkewBullish-13.47 pp
Implied moveBearish±$2.21
TiltBearish5.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.56232.2%48.0%16.33174.2%20.8%
25Δ24.52171.2%27.5%17.46140.4%15.2%
30Δ22.85145.3%19.4%18.21122.1%11.8%
35Δ21.74124.6%14.1%18.77109.9%9.4%
40Δ21.01113.7%10.9%19.22100.5%7.6%
45Δ20.50104.4%8.8%19.5893.1%6.2%
50Δ20.0095.0%6.7%19.9585.7%4.8%
55Δ19.6988.0%5.5%20.2481.1%4.0%
60Δ19.3780.9%4.3%20.5176.9%3.3%
65Δ19.0673.9%3.1%20.7972.8%2.5%
70Δ18.7372.6%2.4%21.0969.9%1.9%
75Δ18.4172.6%1.9%21.5271.7%1.5%
80Δ18.0872.6%1.4%21.9573.5%1.1%

20Δ

Calls
Pseudo strike
28.56
IV
232.2%
B/E move
48.0%
Puts
Pseudo strike
16.33
IV
174.2%
B/E move
20.8%

25Δ

Calls
Pseudo strike
24.52
IV
171.2%
B/E move
27.5%
Puts
Pseudo strike
17.46
IV
140.4%
B/E move
15.2%

30Δ

Calls
Pseudo strike
22.85
IV
145.3%
B/E move
19.4%
Puts
Pseudo strike
18.21
IV
122.1%
B/E move
11.8%

35Δ

Calls
Pseudo strike
21.74
IV
124.6%
B/E move
14.1%
Puts
Pseudo strike
18.77
IV
109.9%
B/E move
9.4%

40Δ

Calls
Pseudo strike
21.01
IV
113.7%
B/E move
10.9%
Puts
Pseudo strike
19.22
IV
100.5%
B/E move
7.6%

45Δ

Calls
Pseudo strike
20.50
IV
104.4%
B/E move
8.8%
Puts
Pseudo strike
19.58
IV
93.1%
B/E move
6.2%

50Δ

Calls
Pseudo strike
20.00
IV
95.0%
B/E move
6.7%
Puts
Pseudo strike
19.95
IV
85.7%
B/E move
4.8%

55Δ

Calls
Pseudo strike
19.69
IV
88.0%
B/E move
5.5%
Puts
Pseudo strike
20.24
IV
81.1%
B/E move
4.0%

60Δ

Calls
Pseudo strike
19.37
IV
80.9%
B/E move
4.3%
Puts
Pseudo strike
20.51
IV
76.9%
B/E move
3.3%

65Δ

Calls
Pseudo strike
19.06
IV
73.9%
B/E move
3.1%
Puts
Pseudo strike
20.79
IV
72.8%
B/E move
2.5%

70Δ

Calls
Pseudo strike
18.73
IV
72.6%
B/E move
2.4%
Puts
Pseudo strike
21.09
IV
69.9%
B/E move
1.9%

75Δ

Calls
Pseudo strike
18.41
IV
72.6%
B/E move
1.9%
Puts
Pseudo strike
21.52
IV
71.7%
B/E move
1.5%

80Δ

Calls
Pseudo strike
18.08
IV
72.6%
B/E move
1.4%
Puts
Pseudo strike
21.95
IV
73.5%
B/E move
1.1%

Options history

IV · four-Friday blend65.70%
Daily EOD
WEED58.4%111.6%164.9%2026-10-26: 157.52%2026-10-27: 90.42%2026-10-28: 154.80%2026-10-30: 65.70%Oct 26Oct 27Oct 30
4 observations2026-10-26 — 2026-10-30
Table
DateIV (%)
157.52%
90.42%
154.80%
65.70%