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Roundhill Meme Stock ETF MEME

i

Market dataready · fetched 2026-11-04T00:55:48.057Z

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 · 2026-11-03T23:30:00.001691605Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:55:47.954398+00:00

Share price$6.23
1D+1.4%
AH$6.13$6.18$6.23$6.27$6.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMEME
Sold putSold callAH

Roundhill Meme Stock ETF options

Live interpolated MEME call and put midpoint premiums by absolute delta.Roundhill Meme Stock ETF$0.30$0.72$1.13$1.55$1.97$4.92$5.58$6.24$6.90$7.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ 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 PRICELive MEME spot · $6.22MEME PRICE$0.38$0.38$0.37$0.40$0.44$0.47$0.51$0.35$0.37$0.40$0.46$0.62$0.78$0.94$1.10$1.28$1.47$1.66$1.85
Puts——
Calls——
Skew——
Implied moveBearish±$1.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.16341.8%149.5%
25Δ10.02237.4%67.0%5.21153.1%21.8%
30Δ5.50134.5%17.7%
35Δ5.78115.9%13.6%
40Δ6.88112.5%16.5%6.05103.1%10.2%
45Δ6.69104.2%13.9%6.27108.0%9.2%
50Δ6.4996.0%11.3%6.49112.9%8.3%
55Δ6.2987.8%8.7%6.71117.8%7.3%
60Δ6.1079.5%6.1%6.93122.7%6.3%
65Δ7.17122.5%5.3%
70Δ7.42119.8%4.3%
75Δ7.68117.1%3.3%
80Δ7.93114.5%2.3%

20Δ

Calls
Pseudo strike
15.16
IV
341.8%
B/E move
149.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
10.02
IV
237.4%
B/E move
67.0%
Puts
Pseudo strike
5.21
IV
153.1%
B/E move
21.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.50
IV
134.5%
B/E move
17.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.78
IV
115.9%
B/E move
13.6%

40Δ

Calls
Pseudo strike
6.88
IV
112.5%
B/E move
16.5%
Puts
Pseudo strike
6.05
IV
103.1%
B/E move
10.2%

45Δ

Calls
Pseudo strike
6.69
IV
104.2%
B/E move
13.9%
Puts
Pseudo strike
6.27
IV
108.0%
B/E move
9.2%

50Δ

Calls
Pseudo strike
6.49
IV
96.0%
B/E move
11.3%
Puts
Pseudo strike
6.49
IV
112.9%
B/E move
8.3%

55Δ

Calls
Pseudo strike
6.29
IV
87.8%
B/E move
8.7%
Puts
Pseudo strike
6.71
IV
117.8%
B/E move
7.3%

60Δ

Calls
Pseudo strike
6.10
IV
79.5%
B/E move
6.1%
Puts
Pseudo strike
6.93
IV
122.7%
B/E move
6.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.17
IV
122.5%
B/E move
5.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.42
IV
119.8%
B/E move
4.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.68
IV
117.1%
B/E move
3.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.93
IV
114.5%
B/E move
2.3%

Options history

IV · four-Friday blend80.83%
Daily EOD
MEME72.1%76.8%81.5%2026-10-19: 76.47%2026-10-20: 72.75%2026-10-21: 76.63%2026-10-22: 78.51%2026-10-23: 79.51%2026-10-26: 77.31%2026-10-27: 76.98%2026-10-28: 77.98%2026-10-29: 77.54%2026-10-30: 80.83%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
76.47%
72.75%
76.63%
78.51%
79.51%
77.31%
76.98%
77.98%
77.54%
80.83%