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

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Market dataready · fetched 2026-10-24T15:13:33.019Z

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 · 2026-10-24T00:00:08.131523469Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T15:13:33.218670+00:00

Share price$37.59
1D+0.4%
AH$37.52$37.57$37.62$37.67$37.725:30 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$0.22$0.46$0.70$0.94$1.18$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEXDTE PRICE$0.78$0.78$0.78$0.24$0.80$0.85$0.90$0.95$1.00$1.06$1.11
PutsExpensive2.81×
CallsExpensive3.77×
SkewBullish-4.50 pp
Implied move——
TiltBearish44.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.7174.4%23.7%33.0464.2%14.2%
25Δ42.1954.6%14.3%34.5052.6%10.5%
30Δ40.3742.3%9.4%35.6044.1%7.7%
35Δ38.2310.9%2.3%36.4037.7%5.7%
40Δ37.0232.6%4.2%
45Δ37.3829.5%3.4%
50Δ37.7526.4%2.5%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
45.71
IV
74.4%
B/E move
23.7%
Puts
Pseudo strike
33.04
IV
64.2%
B/E move
14.2%

25Δ

Calls
Pseudo strike
42.19
IV
54.6%
B/E move
14.3%
Puts
Pseudo strike
34.50
IV
52.6%
B/E move
10.5%

30Δ

Calls
Pseudo strike
40.37
IV
42.3%
B/E move
9.4%
Puts
Pseudo strike
35.60
IV
44.1%
B/E move
7.7%

35Δ

Calls
Pseudo strike
38.23
IV
10.9%
B/E move
2.3%
Puts
Pseudo strike
36.40
IV
37.7%
B/E move
5.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.02
IV
32.6%
B/E move
4.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.38
IV
29.5%
B/E move
3.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.75
IV
26.4%
B/E move
2.5%

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

No recorded observations