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Roundhill Bitcoin Covered Call Strategy ETF YBTC

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Market datapartial · fetched 2026-10-23T17:32:32.902Z

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 · 2026-10-23T17:31:11.266537226Z

FundamentalsAlpha Vantage · unavailable

Share price$18.48
1D-0.1%
$18.35$18.41$18.46$18.52$18.585:30 AM6:30 AM9:00 AM1:00 PMYBTC
Sold putSold call

Roundhill Bitcoin Covered Call Strategy ETF options

Live interpolated YBTC call and put midpoint premiums by absolute delta.Roundhill Bitcoin Covered Call Strategy ETF$0.04$0.95$1.86$2.77$3.68$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEYBTC PRICE$0.14$0.18$0.21$0.43$0.50$0.59$0.69$0.80$0.90$1.00$1.10$1.60$2.21$2.81$3.41
PutsExpensive1.36×
CallsCheap0.66×
SkewBearish+29.61 pp
Implied move——
TiltBearish93.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.0926.2%9.5%16.0768.9%15.4%
25Δ19.7224.6%7.7%16.7660.6%12.0%
30Δ19.3623.0%5.9%17.2356.0%10.0%
35Δ17.5753.4%8.7%
40Δ17.9150.8%7.4%
45Δ18.2548.1%6.1%
50Δ18.5945.5%4.8%
55Δ18.9342.9%3.5%
60Δ19.5247.1%3.0%
65Δ20.1953.1%2.7%
70Δ20.8559.2%2.4%
75Δ21.5265.2%2.0%
80Δ

20Δ

Calls
Pseudo strike
20.09
IV
26.2%
B/E move
9.5%
Puts
Pseudo strike
16.07
IV
68.9%
B/E move
15.4%

25Δ

Calls
Pseudo strike
19.72
IV
24.6%
B/E move
7.7%
Puts
Pseudo strike
16.76
IV
60.6%
B/E move
12.0%

30Δ

Calls
Pseudo strike
19.36
IV
23.0%
B/E move
5.9%
Puts
Pseudo strike
17.23
IV
56.0%
B/E move
10.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.57
IV
53.4%
B/E move
8.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.91
IV
50.8%
B/E move
7.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.25
IV
48.1%
B/E move
6.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.59
IV
45.5%
B/E move
4.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.93
IV
42.9%
B/E move
3.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.52
IV
47.1%
B/E move
3.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.19
IV
53.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.85
IV
59.2%
B/E move
2.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.52
IV
65.2%
B/E move
2.0%

80Δ

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

Options history

No recorded observations