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Roundhill S&P 500 Accumulating ETF XDIV

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Market dataready · fetched 2026-10-23T04:25:45.869Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T00:00:08.120301665Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T04:25:44.104504+00:00

Share price$31.23
1D-0.5%
AH$31.12$31.18$31.24$31.30$31.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXDIV
Sold putSold callAH

Roundhill S&P 500 Accumulating ETF options

Live interpolated XDIV call and put midpoint premiums by absolute delta.Roundhill S&P 500 Accumulating ETF$0.34$0.68$1.02$1.36$1.70$28.76$29.95$31.14$32.33$33.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XDIV spot · $31.23XDIV PRICE$0.38$0.38$0.40$0.44$0.48$0.54$0.60$0.66$0.72$0.86$1.02$1.18$1.34$0.42$0.45$0.49$0.54$0.58$0.65$0.72$0.80$0.87$0.94$1.11$1.36$1.60
PutsExpensive1.74×
CallsExpensive1.65×
SkewBearish+2.03 pp
Implied moveBearish±$1.32
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.7440.7%12.4%28.6340.7%9.6%
25Δ33.3430.3%8.0%29.5133.4%7.0%
30Δ32.6725.4%5.9%30.1228.5%5.1%
35Δ32.2022.1%4.5%30.5025.6%4.1%
40Δ31.8820.1%3.6%30.8722.8%3.0%
45Δ31.6719.0%3.1%31.1321.1%2.4%
50Δ31.4617.9%2.6%31.3320.1%2.0%
55Δ31.2416.8%2.2%31.5219.1%1.6%
60Δ31.0315.7%1.7%31.7218.0%1.2%
65Δ30.8115.7%1.4%31.9217.0%0.8%
70Δ30.5915.9%1.2%32.1716.8%0.6%
75Δ30.3716.2%1.0%32.4617.4%0.4%
80Δ30.1516.4%0.8%32.7617.9%0.2%

20Δ

Calls
Pseudo strike
34.74
IV
40.7%
B/E move
12.4%
Puts
Pseudo strike
28.63
IV
40.7%
B/E move
9.6%

25Δ

Calls
Pseudo strike
33.34
IV
30.3%
B/E move
8.0%
Puts
Pseudo strike
29.51
IV
33.4%
B/E move
7.0%

30Δ

Calls
Pseudo strike
32.67
IV
25.4%
B/E move
5.9%
Puts
Pseudo strike
30.12
IV
28.5%
B/E move
5.1%

35Δ

Calls
Pseudo strike
32.20
IV
22.1%
B/E move
4.5%
Puts
Pseudo strike
30.50
IV
25.6%
B/E move
4.1%

40Δ

Calls
Pseudo strike
31.88
IV
20.1%
B/E move
3.6%
Puts
Pseudo strike
30.87
IV
22.8%
B/E move
3.0%

45Δ

Calls
Pseudo strike
31.67
IV
19.0%
B/E move
3.1%
Puts
Pseudo strike
31.13
IV
21.1%
B/E move
2.4%

50Δ

Calls
Pseudo strike
31.46
IV
17.9%
B/E move
2.6%
Puts
Pseudo strike
31.33
IV
20.1%
B/E move
2.0%

55Δ

Calls
Pseudo strike
31.24
IV
16.8%
B/E move
2.2%
Puts
Pseudo strike
31.52
IV
19.1%
B/E move
1.6%

60Δ

Calls
Pseudo strike
31.03
IV
15.7%
B/E move
1.7%
Puts
Pseudo strike
31.72
IV
18.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
30.81
IV
15.7%
B/E move
1.4%
Puts
Pseudo strike
31.92
IV
17.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
30.59
IV
15.9%
B/E move
1.2%
Puts
Pseudo strike
32.17
IV
16.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
30.37
IV
16.2%
B/E move
1.0%
Puts
Pseudo strike
32.46
IV
17.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
30.15
IV
16.4%
B/E move
0.8%
Puts
Pseudo strike
32.76
IV
17.9%
B/E move
0.2%

Options history

No recorded observations