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Roundhill Sports Betting & iGaming ETF BETZ

i

Market dataready · fetched 2026-11-07T01:12:43.571Z

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 · 2026-11-07T01:00:00.064725364Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T01:07:57.295587+00:00

Share price$16.47
1D+0.5%
AH$16.09$16.19$16.29$16.40$16.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBETZ
Sold putSold callAH

Roundhill Sports Betting & iGaming ETF options

Live interpolated BETZ call and put midpoint premiums by absolute delta.Roundhill Sports Betting & iGaming ETF$0.24$0.60$0.96$1.32$1.68$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEBETZ PRICE$0.28$0.34$0.40$0.47$0.43$0.45$0.31$0.40$0.49$0.58$0.67$0.77$0.91$1.13$1.36$1.58
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.11108.5%16.9%
25Δ18.0061.0%11.0%14.9386.4%12.1%
30Δ17.6858.6%9.4%
35Δ17.3656.2%7.9%16.1036.4%4.1%
40Δ17.0453.8%6.3%16.2637.2%3.7%
45Δ16.4238.0%3.3%
50Δ16.5838.8%2.9%
55Δ16.7439.7%2.5%
60Δ16.9040.5%2.1%
65Δ17.1041.6%1.7%
70Δ17.3743.3%1.4%
75Δ17.6445.0%1.1%
80Δ17.9146.7%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.11
IV
108.5%
B/E move
16.9%

25Δ

Calls
Pseudo strike
18.00
IV
61.0%
B/E move
11.0%
Puts
Pseudo strike
14.93
IV
86.4%
B/E move
12.1%

30Δ

Calls
Pseudo strike
17.68
IV
58.6%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
17.36
IV
56.2%
B/E move
7.9%
Puts
Pseudo strike
16.10
IV
36.4%
B/E move
4.1%

40Δ

Calls
Pseudo strike
17.04
IV
53.8%
B/E move
6.3%
Puts
Pseudo strike
16.26
IV
37.2%
B/E move
3.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.42
IV
38.0%
B/E move
3.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.58
IV
38.8%
B/E move
2.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.74
IV
39.7%
B/E move
2.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.90
IV
40.5%
B/E move
2.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.10
IV
41.6%
B/E move
1.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.37
IV
43.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.64
IV
45.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.91
IV
46.7%
B/E move
0.8%

Options history

IV · four-Friday blend27.66%
Daily close
BETZ18.7%30.9%43.2%2026-08-10: 34.29%2026-08-12: 30.92%2026-08-13: 29.08%2026-08-14: 27.60%2026-08-18: 37.20%2026-08-19: 33.06%2026-08-20: 38.90%2026-08-21: 22.64%2026-08-24: 21.55%2026-08-25: 20.82%2026-08-26: 21.29%2026-08-27: 22.80%2026-08-28: 20.36%2026-08-31: 21.90%2026-09-02: 21.49%2026-09-03: 23.29%2026-09-04: 23.51%2026-09-08: 25.12%2026-09-10: 22.90%2026-09-11: 26.71%2026-09-15: 32.71%2026-09-17: 41.53%2026-09-18: 25.27%2026-09-21: 24.89%2026-09-22: 24.48%2026-09-23: 25.10%2026-09-24: 26.01%2026-09-25: 30.46%2026-09-28: 28.04%2026-09-30: 29.87%2026-10-01: 30.55%2026-10-02: 28.22%2026-10-05: 30.77%2026-10-06: 28.04%2026-10-07: 32.34%2026-10-09: 35.95%2026-10-12: 37.95%2026-10-13: 34.00%2026-10-16: 27.11%2026-10-19: 23.67%2026-10-20: 27.62%2026-10-21: 28.38%2026-10-22: 26.65%2026-10-23: 29.29%2026-10-26: 29.75%2026-10-27: 29.21%2026-10-28: 26.54%2026-10-29: 29.60%2026-10-30: 27.66%Aug 10Sep 22Oct 30
49 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
34.29%
30.92%
29.08%
27.60%
37.20%
33.06%
38.90%
22.64%
21.55%
20.82%
21.29%
22.80%
20.36%
21.90%
21.49%
23.29%
23.51%
25.12%
22.90%
26.71%
32.71%
41.53%
25.27%
24.89%
24.48%
25.10%
26.01%
30.46%
28.04%
29.87%
30.55%
28.22%
30.77%
28.04%
32.34%
35.95%
37.95%
34.00%
27.11%
23.67%
27.62%
28.38%
26.65%
29.29%
29.75%
29.21%
26.54%
29.60%
27.66%