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Roundhill Ether Covered Call Strategy ETF YETH

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Market dataready · fetched 2026-11-12T03:04:40.669Z

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 · 2026-11-12T01:00:08.596400393Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:04:40.155635+00:00

Share price$7.66
1D+1.9%
AH$7.50$7.56$7.62$7.67$7.735:30 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$0.40$0.65$0.90$1.15$1.41$6.59$7.15$7.71$8.27$8.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive YETH spot · $7.66YETH PRICE$0.42$0.42$0.45$0.55$0.64$0.74$0.84$0.94$1.04$1.13$1.23$1.33$0.42$0.44$0.45$0.46$0.48$0.49$0.51$0.53$0.54$0.72$1.03$1.33
Puts——
Calls——
Skew——
Implied moveBullish±$1.25
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.90263.3%28.5%
25Δ11.76299.7%59.1%6.41216.0%22.0%
30Δ10.01230.5%36.3%6.88174.2%16.0%
35Δ8.95182.9%22.6%7.12152.5%13.1%
40Δ8.71174.8%20.8%7.28138.0%11.2%
45Δ8.48166.7%19.0%7.44123.4%9.3%
50Δ8.24158.6%17.3%7.61108.9%7.4%
55Δ8.00150.5%15.5%7.7794.3%5.5%
60Δ7.77142.4%13.7%7.9379.8%3.6%
65Δ7.53134.3%11.9%8.1881.7%2.6%
70Δ7.30126.2%10.1%8.5096.5%2.4%
75Δ7.06118.1%8.3%8.83111.3%2.2%
80Δ6.83110.0%6.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.90
IV
263.3%
B/E move
28.5%

25Δ

Calls
Pseudo strike
11.76
IV
299.7%
B/E move
59.1%
Puts
Pseudo strike
6.41
IV
216.0%
B/E move
22.0%

30Δ

Calls
Pseudo strike
10.01
IV
230.5%
B/E move
36.3%
Puts
Pseudo strike
6.88
IV
174.2%
B/E move
16.0%

35Δ

Calls
Pseudo strike
8.95
IV
182.9%
B/E move
22.6%
Puts
Pseudo strike
7.12
IV
152.5%
B/E move
13.1%

40Δ

Calls
Pseudo strike
8.71
IV
174.8%
B/E move
20.8%
Puts
Pseudo strike
7.28
IV
138.0%
B/E move
11.2%

45Δ

Calls
Pseudo strike
8.48
IV
166.7%
B/E move
19.0%
Puts
Pseudo strike
7.44
IV
123.4%
B/E move
9.3%

50Δ

Calls
Pseudo strike
8.24
IV
158.6%
B/E move
17.3%
Puts
Pseudo strike
7.61
IV
108.9%
B/E move
7.4%

55Δ

Calls
Pseudo strike
8.00
IV
150.5%
B/E move
15.5%
Puts
Pseudo strike
7.77
IV
94.3%
B/E move
5.5%

60Δ

Calls
Pseudo strike
7.77
IV
142.4%
B/E move
13.7%
Puts
Pseudo strike
7.93
IV
79.8%
B/E move
3.6%

65Δ

Calls
Pseudo strike
7.53
IV
134.3%
B/E move
11.9%
Puts
Pseudo strike
8.18
IV
81.7%
B/E move
2.6%

70Δ

Calls
Pseudo strike
7.30
IV
126.2%
B/E move
10.1%
Puts
Pseudo strike
8.50
IV
96.5%
B/E move
2.4%

75Δ

Calls
Pseudo strike
7.06
IV
118.1%
B/E move
8.3%
Puts
Pseudo strike
8.83
IV
111.3%
B/E move
2.2%

80Δ

Calls
Pseudo strike
6.83
IV
110.0%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend76.73%
Daily EOD
YETH64.9%71.3%77.6%2026-10-19: 68.51%2026-10-20: 74.07%2026-10-21: 69.35%2026-10-22: 68.32%2026-10-23: 67.31%2026-10-26: 71.31%2026-10-28: 65.79%2026-10-29: 68.07%2026-10-30: 76.73%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
68.51%
74.07%
69.35%
68.32%
67.31%
71.31%
65.79%
68.07%
76.73%