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Roundhill Bitcoin Covered Call Strategy ETF YBTC

i

Market dataready · fetched 2026-11-14T01:47:13.332Z

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 · 2026-11-14T01:00:08.453418471Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-14T01:47:13.623498+00:00

Share price$15.53
1D-2.3%
AH$15.33$15.47$15.61$15.75$15.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMYBTC
Sold putSold callAH

Roundhill Bitcoin Covered Call Strategy ETF options

Live interpolated YBTC call and put midpoint premiums by absolute delta.Roundhill Bitcoin Covered Call Strategy ETF$0.16$0.62$1.07$1.53$1.99$13.67$14.64$15.61$16.58$17.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive YBTC spot · $15.53YBTC PRICE$0.31$0.40$0.40$0.41$0.42$0.46$0.49$0.53$0.57$0.60$0.64$0.21$0.29$0.36$0.44$0.49$0.53$0.57$0.62$0.66$0.70$1.05$1.40$1.85
PutsExpensive1.19×
Calls——
Skew——
Implied moveBearish±$1.07
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.23125.6%19.4%14.3274.4%9.2%
25Δ17.98138.7%18.4%14.5477.1%8.3%
30Δ16.97107.3%11.9%14.7679.8%7.3%
35Δ16.5191.0%9.0%14.9882.5%6.4%
40Δ16.0574.7%6.1%15.1577.9%5.6%
45Δ15.8768.8%5.1%15.3272.4%4.8%
50Δ15.7263.9%4.4%15.4967.0%3.9%
55Δ15.5859.1%3.7%15.6661.5%3.1%
60Δ15.4354.3%3.0%15.8356.0%2.3%
65Δ15.2849.5%2.3%16.0050.6%1.5%
70Δ15.1444.7%1.6%16.3760.3%1.4%
75Δ16.7470.1%1.2%
80Δ17.2280.7%1.1%

20Δ

Calls
Pseudo strike
18.23
IV
125.6%
B/E move
19.4%
Puts
Pseudo strike
14.32
IV
74.4%
B/E move
9.2%

25Δ

Calls
Pseudo strike
17.98
IV
138.7%
B/E move
18.4%
Puts
Pseudo strike
14.54
IV
77.1%
B/E move
8.3%

30Δ

Calls
Pseudo strike
16.97
IV
107.3%
B/E move
11.9%
Puts
Pseudo strike
14.76
IV
79.8%
B/E move
7.3%

35Δ

Calls
Pseudo strike
16.51
IV
91.0%
B/E move
9.0%
Puts
Pseudo strike
14.98
IV
82.5%
B/E move
6.4%

40Δ

Calls
Pseudo strike
16.05
IV
74.7%
B/E move
6.1%
Puts
Pseudo strike
15.15
IV
77.9%
B/E move
5.6%

45Δ

Calls
Pseudo strike
15.87
IV
68.8%
B/E move
5.1%
Puts
Pseudo strike
15.32
IV
72.4%
B/E move
4.8%

50Δ

Calls
Pseudo strike
15.72
IV
63.9%
B/E move
4.4%
Puts
Pseudo strike
15.49
IV
67.0%
B/E move
3.9%

55Δ

Calls
Pseudo strike
15.58
IV
59.1%
B/E move
3.7%
Puts
Pseudo strike
15.66
IV
61.5%
B/E move
3.1%

60Δ

Calls
Pseudo strike
15.43
IV
54.3%
B/E move
3.0%
Puts
Pseudo strike
15.83
IV
56.0%
B/E move
2.3%

65Δ

Calls
Pseudo strike
15.28
IV
49.5%
B/E move
2.3%
Puts
Pseudo strike
16.00
IV
50.6%
B/E move
1.5%

70Δ

Calls
Pseudo strike
15.14
IV
44.7%
B/E move
1.6%
Puts
Pseudo strike
16.37
IV
60.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.74
IV
70.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.22
IV
80.7%
B/E move
1.1%

Options history

IV · four-Friday blend124.93%
Daily EOD
YBTC122.4%140.9%159.5%2026-10-19: 138.11%2026-10-20: 156.90%2026-10-29: 124.93%Oct 19Oct 20Oct 29
3 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
138.11%
156.90%
124.93%