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Roundhill Generative AI & Technology ETF CHAT

i

Market dataready · fetched 2026-11-03T14:43:35.288Z

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 · 2026-11-03T14:43:13.534367069Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:43:34.849494+00:00

Share price$74.69
1D+0.6%
$74.14$74.27$74.41$74.54$74.675:30 AM6:30 AM9:00 AM1:00 PMCHAT
Sold putSold call

Roundhill Generative AI & Technology ETF options

Live interpolated CHAT call and put midpoint premiums by absolute delta.Roundhill Generative AI & Technology ETF$0.45$3.06$5.66$8.27$10.88$63.23$68.78$74.33$79.87$85.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CHAT spot · $74.69CHAT PRICE$0.73$0.95$1.17$1.48$1.75$2.05$2.47$2.86$3.29$3.82$4.45$4.99$5.37$1.76$2.14$2.67$3.12$3.41$4.43$5.14$6.11$6.61$8.40$10.12
Puts——
CallsCheap0.77×
Skew——
Implied moveBearish±$5.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.1342.3%9.6%
25Δ79.7941.4%8.1%
30Δ78.5139.4%6.7%70.8853.8%7.5%
35Δ77.7140.8%6.0%72.0852.8%6.4%
40Δ76.7740.0%5.1%73.1454.2%5.6%
45Δ75.9039.4%4.4%74.2253.3%4.8%
50Δ75.1040.5%3.9%75.2649.3%3.8%
55Δ74.2940.3%3.3%76.4854.5%3.5%
60Δ73.4740.1%2.8%77.6154.6%3.0%
65Δ72.6140.5%2.3%78.9555.8%2.5%
70Δ71.6941.1%2.0%79.9152.5%1.8%
75Δ70.8440.1%1.5%81.9457.2%1.5%
80Δ70.1537.3%1.1%83.9659.0%1.1%

20Δ

Calls
Pseudo strike
81.13
IV
42.3%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
79.79
IV
41.4%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
78.51
IV
39.4%
B/E move
6.7%
Puts
Pseudo strike
70.88
IV
53.8%
B/E move
7.5%

35Δ

Calls
Pseudo strike
77.71
IV
40.8%
B/E move
6.0%
Puts
Pseudo strike
72.08
IV
52.8%
B/E move
6.4%

40Δ

Calls
Pseudo strike
76.77
IV
40.0%
B/E move
5.1%
Puts
Pseudo strike
73.14
IV
54.2%
B/E move
5.6%

45Δ

Calls
Pseudo strike
75.90
IV
39.4%
B/E move
4.4%
Puts
Pseudo strike
74.22
IV
53.3%
B/E move
4.8%

50Δ

Calls
Pseudo strike
75.10
IV
40.5%
B/E move
3.9%
Puts
Pseudo strike
75.26
IV
49.3%
B/E move
3.8%

55Δ

Calls
Pseudo strike
74.29
IV
40.3%
B/E move
3.3%
Puts
Pseudo strike
76.48
IV
54.5%
B/E move
3.5%

60Δ

Calls
Pseudo strike
73.47
IV
40.1%
B/E move
2.8%
Puts
Pseudo strike
77.61
IV
54.6%
B/E move
3.0%

65Δ

Calls
Pseudo strike
72.61
IV
40.5%
B/E move
2.3%
Puts
Pseudo strike
78.95
IV
55.8%
B/E move
2.5%

70Δ

Calls
Pseudo strike
71.69
IV
41.1%
B/E move
2.0%
Puts
Pseudo strike
79.91
IV
52.5%
B/E move
1.8%

75Δ

Calls
Pseudo strike
70.84
IV
40.1%
B/E move
1.5%
Puts
Pseudo strike
81.94
IV
57.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
70.15
IV
37.3%
B/E move
1.1%
Puts
Pseudo strike
83.96
IV
59.0%
B/E move
1.1%

Options history

IV · four-Friday blend40.94%
Daily EOD
CHAT34.0%37.7%41.5%2026-10-19: 34.48%2026-10-20: 35.21%2026-10-21: 35.04%2026-10-22: 37.45%2026-10-23: 37.97%2026-10-26: 37.83%2026-10-27: 37.66%2026-10-28: 37.03%2026-10-29: 36.53%2026-10-30: 40.94%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.48%
35.21%
35.04%
37.45%
37.97%
37.83%
37.66%
37.03%
36.53%
40.94%