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Roundhill Box Spread ETF XBOX

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Market dataready · fetched 2026-11-12T02:34:57.143Z

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 · 2026-11-12T01:00:07.852709519Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:34:56.815149+00:00

Share price$101.55
1D-0.0%
AH$101.50$101.55$101.61$101.67$101.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXBOX
Sold putSold callAH

Roundhill Box Spread ETF options

Live interpolated XBOX call and put midpoint premiums by absolute delta.Roundhill Box Spread ETF$2.28$2.92$3.55$4.18$4.82$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 —OPTION PRICEXBOX PRICE$2.35$2.35$2.35$2.35$2.43$2.87$3.27$3.64$3.99$4.30$4.55$3.06$3.46$3.81$4.13$4.40$4.64
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ109.7683.9%10.4%
35Δ106.4167.1%7.1%
40Δ104.2855.1%5.0%
45Δ102.8546.0%3.6%
50Δ101.8540.1%2.7%
55Δ101.0640.8%2.3%102.6540.0%1.9%
60Δ100.2740.1%2.0%103.4139.1%1.6%
65Δ99.5238.8%1.6%104.1237.4%1.2%
70Δ98.8237.0%1.2%104.7535.2%0.9%
75Δ98.2034.6%0.9%105.2932.6%0.6%
80Δ97.7131.5%0.7%105.7729.7%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
109.76
IV
83.9%
B/E move
10.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
106.41
IV
67.1%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
104.28
IV
55.1%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
102.85
IV
46.0%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
101.85
IV
40.1%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
101.06
IV
40.8%
B/E move
2.3%
Puts
Pseudo strike
102.65
IV
40.0%
B/E move
1.9%

60Δ

Calls
Pseudo strike
100.27
IV
40.1%
B/E move
2.0%
Puts
Pseudo strike
103.41
IV
39.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
99.52
IV
38.8%
B/E move
1.6%
Puts
Pseudo strike
104.12
IV
37.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
98.82
IV
37.0%
B/E move
1.2%
Puts
Pseudo strike
104.75
IV
35.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
98.20
IV
34.6%
B/E move
0.9%
Puts
Pseudo strike
105.29
IV
32.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
97.71
IV
31.5%
B/E move
0.7%
Puts
Pseudo strike
105.77
IV
29.7%
B/E move
0.4%

Options history

IV · four-Friday blend21.25%
Daily EOD
XBOX20.6%25.6%30.7%2026-10-19: 26.50%2026-10-20: 26.73%2026-10-21: 26.99%2026-10-22: 27.24%2026-10-23: 27.26%2026-10-26: 28.15%2026-10-27: 28.47%2026-10-28: 29.98%2026-10-29: 29.18%2026-10-30: 21.25%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
26.50%
26.73%
26.99%
27.24%
27.26%
28.15%
28.47%
29.98%
29.18%
21.25%