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Roundhill S&P 500 Accumulating ETF XDIV

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Market datapartial · fetched 2026-10-23T14:12:21.930Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

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 · 2026-10-23T14:11:04.735835016Z

FundamentalsAlpha Vantage · unavailable

Share price$31.10
1D-0.2%
$31.08$31.10$31.13$31.15$31.175:30 AM6:30 AM9:00 AM1:00 PMXDIV
Sold putSold call

Roundhill S&P 500 Accumulating ETF options

Live interpolated XDIV call and put midpoint premiums by absolute delta.Roundhill S&P 500 Accumulating ETF$1.45$2.09$2.72$3.36$4.00$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEXDIV PRICE$1.68$2.03$2.39$2.75$3.23$3.82$1.52$1.75$2.03$2.36
PutsCheap0.43×
CallsCheap0.38×
SkewBearish+2.14 pp
Implied move——
TiltBullish35.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ31.1119.3%4.8%
45Δ31.7218.7%3.6%
50Δ32.3318.4%2.6%
55Δ31.6915.2%7.3%32.9318.3%1.7%
60Δ31.1415.8%6.7%
65Δ30.5916.3%6.1%
70Δ30.0416.9%5.4%
75Δ29.3717.3%4.8%
80Δ28.6017.9%4.2%

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

35Δ

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

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.11
IV
19.3%
B/E move
4.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.72
IV
18.7%
B/E move
3.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.33
IV
18.4%
B/E move
2.6%

55Δ

Calls
Pseudo strike
31.69
IV
15.2%
B/E move
7.3%
Puts
Pseudo strike
32.93
IV
18.3%
B/E move
1.7%

60Δ

Calls
Pseudo strike
31.14
IV
15.8%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
30.59
IV
16.3%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
30.04
IV
16.9%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
29.37
IV
17.3%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
28.60
IV
17.9%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations