Share price$101.30
1D-0.1%
Sold putSold callAH
Roundhill Box Spread ETF XBOX
i
Market datapartial · fetched 2026-10-23T04:11:04.643Z
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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-23T00:00:08.156348738Z
FundamentalsAlpha Vantage · unavailable
Roundhill Box Spread ETF options
PutsExpensive39.24×
CallsExpensive24.51×
SkewBearish+12.08 pp
Implied move——
TiltBullish62.9% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 95.56 | 48.2% | 8.4% | |||
| 35Δ | 107.56 | 44.8% | 8.9% | 98.02 | 39.3% | 6.0% |
| 40Δ | 104.90 | 36.7% | 6.3% | 99.72 | 32.8% | 4.3% |
| 45Δ | 103.15 | 30.6% | 4.6% | |||
| 50Δ | 101.94 | 26.6% | 3.5% | |||
| 55Δ | 101.00 | 26.2% | 3.0% | |||
| 60Δ | 100.07 | 25.8% | 2.5% | |||
| 65Δ | 99.19 | 25.0% | 2.1% | |||
| 70Δ | 98.39 | 23.8% | 1.7% | |||
| 75Δ | 97.80 | 21.8% | 1.3% | |||
| 80Δ | 97.41 | 19.1% | 1.0% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 95.56
- IV
- 48.2%
- B/E move
- 8.4%
35Δ
- Pseudo strike
- 107.56
- IV
- 44.8%
- B/E move
- 8.9%
- Pseudo strike
- 98.02
- IV
- 39.3%
- B/E move
- 6.0%
40Δ
- Pseudo strike
- 104.90
- IV
- 36.7%
- B/E move
- 6.3%
- Pseudo strike
- 99.72
- IV
- 32.8%
- B/E move
- 4.3%
45Δ
- Pseudo strike
- 103.15
- IV
- 30.6%
- B/E move
- 4.6%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 101.94
- IV
- 26.6%
- B/E move
- 3.5%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 101.00
- IV
- 26.2%
- B/E move
- 3.0%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 100.07
- IV
- 25.8%
- B/E move
- 2.5%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 99.19
- IV
- 25.0%
- B/E move
- 2.1%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 98.39
- IV
- 23.8%
- B/E move
- 1.7%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 97.80
- IV
- 21.8%
- B/E move
- 1.3%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 97.41
- IV
- 19.1%
- B/E move
- 1.0%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations