IntraAlpha
Create free account Start free

Roundhill S&P 500 0DTE Covered Call Strategy ETF XDTE

i

Market datapartial · fetched 2026-10-22T21:54:44.793Z

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 · 2026-10-22T21:11:56.999022499Z

FundamentalsAlpha Vantage · unavailable

Share price$37.72
1D-0.8%
AH$37.58$37.66$37.75$37.84$37.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXDTE
Sold putSold callAH

Roundhill S&P 500 0DTE Covered Call Strategy ETF options

Live interpolated XDTE call and put midpoint premiums by absolute delta.Roundhill S&P 500 0DTE Covered Call Strategy ETF$0.28$0.61$0.95$1.28$1.61$32.73$34.83$36.93$39.03$41.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XDTE spot · $37.72XDTE PRICE$0.78$0.78$0.78$0.61$0.36$0.32$0.52$0.71$0.91$1.11$1.28$1.40$1.51$0.80$0.85$0.89$0.97$1.02$1.02$1.02
PutsExpensive2.74×
CallsExpensive2.03×
SkewBearish+14.98 pp
Implied moveBearish±$1.54
TiltBullish25.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.8271.8%23.5%33.1662.3%14.2%
25Δ42.3652.8%14.3%34.6350.9%10.4%
30Δ40.5140.9%9.4%35.8041.8%7.5%
35Δ39.4228.4%6.1%36.5336.8%5.7%
40Δ38.4914.3%3.0%37.1132.5%4.3%
45Δ37.917.8%1.3%37.5028.0%3.3%
50Δ37.7210.0%1.4%37.8923.5%2.3%
55Δ37.5212.1%1.4%
60Δ37.3314.2%1.4%
65Δ37.1416.3%1.4%
70Δ36.9317.5%1.3%
75Δ36.7216.3%1.0%
80Δ36.5015.1%0.8%

20Δ

Calls
Pseudo strike
45.82
IV
71.8%
B/E move
23.5%
Puts
Pseudo strike
33.16
IV
62.3%
B/E move
14.2%

25Δ

Calls
Pseudo strike
42.36
IV
52.8%
B/E move
14.3%
Puts
Pseudo strike
34.63
IV
50.9%
B/E move
10.4%

30Δ

Calls
Pseudo strike
40.51
IV
40.9%
B/E move
9.4%
Puts
Pseudo strike
35.80
IV
41.8%
B/E move
7.5%

35Δ

Calls
Pseudo strike
39.42
IV
28.4%
B/E move
6.1%
Puts
Pseudo strike
36.53
IV
36.8%
B/E move
5.7%

40Δ

Calls
Pseudo strike
38.49
IV
14.3%
B/E move
3.0%
Puts
Pseudo strike
37.11
IV
32.5%
B/E move
4.3%

45Δ

Calls
Pseudo strike
37.91
IV
7.8%
B/E move
1.3%
Puts
Pseudo strike
37.50
IV
28.0%
B/E move
3.3%

50Δ

Calls
Pseudo strike
37.72
IV
10.0%
B/E move
1.4%
Puts
Pseudo strike
37.89
IV
23.5%
B/E move
2.3%

55Δ

Calls
Pseudo strike
37.52
IV
12.1%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
37.33
IV
14.2%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
37.14
IV
16.3%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
36.93
IV
17.5%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
36.72
IV
16.3%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
36.50
IV
15.1%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations