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Roundhill S&P 500 Accumulating ETF XDIV

i

Market datapartial · fetched 2026-11-12T16:05:41.439Z

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 · 2026-11-12T15:59:35.982355386Z

FundamentalsAlpha Vantage · unavailable

Share price$31.10
1D+0.4%
$30.91$30.96$31.01$31.06$31.125:30 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$0.42$0.71$1.00$1.29$1.59$28.87$29.82$30.78$31.74$32.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XDIV spot · $31.10XDIV PRICE$0.45$0.45$0.45$0.45$0.48$0.50$0.53$0.55$0.45$0.46$0.47$0.50$0.52$0.55$0.62$0.69$0.77$0.85$0.92$1.00$1.50
PutsExpensive1.35×
Calls——
Skew——
Implied moveBearish±$1.14
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.3492.5%15.1%28.2682.2%10.6%
25Δ33.7070.0%9.8%29.2963.7%7.3%
30Δ32.6453.9%6.4%29.9951.4%5.1%
35Δ31.9842.7%4.3%30.3245.4%4.1%
40Δ31.7438.6%3.6%30.6439.6%3.2%
45Δ31.4934.4%2.9%30.9633.8%2.2%
50Δ31.2530.2%2.2%31.1431.9%1.9%
55Δ31.0126.0%1.5%31.3030.6%1.6%
60Δ31.4629.3%1.3%
65Δ31.6228.0%1.0%
70Δ31.7826.7%0.8%
75Δ31.9425.4%0.5%
80Δ32.4831.8%0.4%

20Δ

Calls
Pseudo strike
35.34
IV
92.5%
B/E move
15.1%
Puts
Pseudo strike
28.26
IV
82.2%
B/E move
10.6%

25Δ

Calls
Pseudo strike
33.70
IV
70.0%
B/E move
9.8%
Puts
Pseudo strike
29.29
IV
63.7%
B/E move
7.3%

30Δ

Calls
Pseudo strike
32.64
IV
53.9%
B/E move
6.4%
Puts
Pseudo strike
29.99
IV
51.4%
B/E move
5.1%

35Δ

Calls
Pseudo strike
31.98
IV
42.7%
B/E move
4.3%
Puts
Pseudo strike
30.32
IV
45.4%
B/E move
4.1%

40Δ

Calls
Pseudo strike
31.74
IV
38.6%
B/E move
3.6%
Puts
Pseudo strike
30.64
IV
39.6%
B/E move
3.2%

45Δ

Calls
Pseudo strike
31.49
IV
34.4%
B/E move
2.9%
Puts
Pseudo strike
30.96
IV
33.8%
B/E move
2.2%

50Δ

Calls
Pseudo strike
31.25
IV
30.2%
B/E move
2.2%
Puts
Pseudo strike
31.14
IV
31.9%
B/E move
1.9%

55Δ

Calls
Pseudo strike
31.01
IV
26.0%
B/E move
1.5%
Puts
Pseudo strike
31.30
IV
30.6%
B/E move
1.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.46
IV
29.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.62
IV
28.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.78
IV
26.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.94
IV
25.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.48
IV
31.8%
B/E move
0.4%

Options history

IV · four-Friday blend17.07%
Daily EOD
XDIV10.3%59.6%108.9%2026-10-19: 92.72%2026-10-20: 93.88%2026-10-21: 94.21%2026-10-22: 95.43%2026-10-23: 76.95%2026-10-26: 99.72%2026-10-27: 101.17%2026-10-28: 102.09%2026-10-29: 92.34%2026-10-30: 17.07%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
92.72%
93.88%
94.21%
95.43%
76.95%
99.72%
101.17%
102.09%
92.34%
17.07%