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Roundhill Bitcoin Covered Call Strategy ETF YBTC

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Market dataready · fetched 2026-10-23T18:15:35.833Z

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 · 2026-10-23T18:08:11.564253111Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T18:15:35.135202+00:00

Share price$18.45
1D-0.3%
$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$0.12$1.05$1.97$2.90$3.83$14.64$16.22$17.80$19.38$20.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YBTC spot · $18.45YBTC PRICE$0.22$0.28$0.34$0.40$0.47$0.53$0.59$0.65$0.72$0.78$0.72$1.04$1.35$1.67$1.98$2.30$2.62$2.93$3.25$3.56
PutsExpensive1.57×
CallsCheap0.70×
SkewBearish+36.78 pp
Implied moveBearish±$2.58
TiltBearish62.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.2626.1%11.0%
25Δ20.0126.0%10.0%
30Δ19.7725.9%9.0%17.2958.0%10.2%
35Δ19.5325.9%8.0%17.7759.0%9.3%
40Δ19.2925.8%7.1%18.2460.0%8.4%
45Δ19.0525.7%6.1%18.7261.0%7.6%
50Δ18.8125.6%5.1%19.1962.0%6.7%
55Δ18.5625.5%4.2%19.6763.0%5.9%
60Δ18.3225.4%3.2%20.1464.0%5.0%
65Δ18.0825.3%2.2%20.6265.0%4.1%
70Δ21.0966.0%3.3%
75Δ21.5767.0%2.4%
80Δ

20Δ

Calls
Pseudo strike
20.26
IV
26.1%
B/E move
11.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
20.01
IV
26.0%
B/E move
10.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
19.77
IV
25.9%
B/E move
9.0%
Puts
Pseudo strike
17.29
IV
58.0%
B/E move
10.2%

35Δ

Calls
Pseudo strike
19.53
IV
25.9%
B/E move
8.0%
Puts
Pseudo strike
17.77
IV
59.0%
B/E move
9.3%

40Δ

Calls
Pseudo strike
19.29
IV
25.8%
B/E move
7.1%
Puts
Pseudo strike
18.24
IV
60.0%
B/E move
8.4%

45Δ

Calls
Pseudo strike
19.05
IV
25.7%
B/E move
6.1%
Puts
Pseudo strike
18.72
IV
61.0%
B/E move
7.6%

50Δ

Calls
Pseudo strike
18.81
IV
25.6%
B/E move
5.1%
Puts
Pseudo strike
19.19
IV
62.0%
B/E move
6.7%

55Δ

Calls
Pseudo strike
18.56
IV
25.5%
B/E move
4.2%
Puts
Pseudo strike
19.67
IV
63.0%
B/E move
5.9%

60Δ

Calls
Pseudo strike
18.32
IV
25.4%
B/E move
3.2%
Puts
Pseudo strike
20.14
IV
64.0%
B/E move
5.0%

65Δ

Calls
Pseudo strike
18.08
IV
25.3%
B/E move
2.2%
Puts
Pseudo strike
20.62
IV
65.0%
B/E move
4.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.09
IV
66.0%
B/E move
3.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.57
IV
67.0%
B/E move
2.4%

80Δ

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

Options history

No recorded observations