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Roundhill Ether Covered Call Strategy ETF YETH

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Market dataready · fetched 2026-10-22T20:45:10.322Z

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 · 2026-10-22T20:10:08.471748992Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T20:45:08.813281+00:00

Share price$8.69
1D-1.5%
AH$8.64$8.69$8.74$8.78$8.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMYETH
Sold putSold callAH

Roundhill Ether Covered Call Strategy ETF options

Live interpolated YETH call and put midpoint premiums by absolute delta.Roundhill Ether Covered Call Strategy ETF$0.44$0.51$0.58$0.65$0.72$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEYETH PRICE$0.45$0.45$0.45$0.48$0.51$0.55$0.59$0.62$0.66$0.70
PutsExpensive1.37×
CallsExpensive3.97×
SkewBullish-94.23 pp
Implied move——
TiltBearish67.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.31212.8%104.4%6.77137.6%27.3%
25Δ12.71150.2%51.5%7.35113.5%20.9%
30Δ7.8196.3%16.0%
35Δ8.1385.0%12.7%
40Δ8.3577.6%10.7%
45Δ8.5670.1%8.6%
50Δ8.7862.7%6.6%
55Δ9.0055.3%4.5%
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
17.31
IV
212.8%
B/E move
104.4%
Puts
Pseudo strike
6.77
IV
137.6%
B/E move
27.3%

25Δ

Calls
Pseudo strike
12.71
IV
150.2%
B/E move
51.5%
Puts
Pseudo strike
7.35
IV
113.5%
B/E move
20.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.81
IV
96.3%
B/E move
16.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.13
IV
85.0%
B/E move
12.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.35
IV
77.6%
B/E move
10.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.56
IV
70.1%
B/E move
8.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.78
IV
62.7%
B/E move
6.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.00
IV
55.3%
B/E move
4.5%

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