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Roundhill Meme Stock ETF MEME

i

Market dataready · fetched 2026-11-06T14:36:22.090Z

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 · 2026-11-06T14:35:12.781140122Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T14:36:20.299600+00:00

Share price$5.33
1D-3.1%
$5.32$5.37$5.42$5.46$5.515:30 AM6:30 AM9:00 AM1:00 PMMEME
Sold putSold call

Roundhill Meme Stock ETF options

Live interpolated MEME call and put midpoint premiums by absolute delta.Roundhill Meme Stock ETF$0.21$0.62$1.02$1.43$1.83$3.83$4.73$5.63$6.54$7.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MEME spot · $5.33MEME PRICE$0.32$0.26$0.34$0.43$0.52$0.61$0.70$0.81$1.11$1.41$1.71$0.38$0.26$0.32$0.39$0.45$0.52$0.58$0.65$0.71$0.77
Puts——
Calls——
Skew——
Implied moveBullish±$0.97
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.98247.7%32.3%
25Δ
30Δ7.01192.8%37.6%
35Δ5.94111.2%16.3%5.0690.3%9.9%
40Δ5.78117.3%15.0%5.1889.0%8.9%
45Δ5.62123.4%13.6%5.2987.6%7.9%
50Δ5.46129.5%12.3%5.4186.2%6.9%
55Δ5.30135.6%10.9%5.5384.8%5.9%
60Δ5.14141.7%9.6%5.6583.4%5.0%
65Δ4.96149.1%8.2%5.7682.0%4.0%
70Δ4.60167.5%7.1%5.8880.6%3.0%
75Δ4.24185.8%6.0%6.0079.2%2.0%
80Δ3.88204.2%4.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.98
IV
247.7%
B/E move
32.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
7.01
IV
192.8%
B/E move
37.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
5.94
IV
111.2%
B/E move
16.3%
Puts
Pseudo strike
5.06
IV
90.3%
B/E move
9.9%

40Δ

Calls
Pseudo strike
5.78
IV
117.3%
B/E move
15.0%
Puts
Pseudo strike
5.18
IV
89.0%
B/E move
8.9%

45Δ

Calls
Pseudo strike
5.62
IV
123.4%
B/E move
13.6%
Puts
Pseudo strike
5.29
IV
87.6%
B/E move
7.9%

50Δ

Calls
Pseudo strike
5.46
IV
129.5%
B/E move
12.3%
Puts
Pseudo strike
5.41
IV
86.2%
B/E move
6.9%

55Δ

Calls
Pseudo strike
5.30
IV
135.6%
B/E move
10.9%
Puts
Pseudo strike
5.53
IV
84.8%
B/E move
5.9%

60Δ

Calls
Pseudo strike
5.14
IV
141.7%
B/E move
9.6%
Puts
Pseudo strike
5.65
IV
83.4%
B/E move
5.0%

65Δ

Calls
Pseudo strike
4.96
IV
149.1%
B/E move
8.2%
Puts
Pseudo strike
5.76
IV
82.0%
B/E move
4.0%

70Δ

Calls
Pseudo strike
4.60
IV
167.5%
B/E move
7.1%
Puts
Pseudo strike
5.88
IV
80.6%
B/E move
3.0%

75Δ

Calls
Pseudo strike
4.24
IV
185.8%
B/E move
6.0%
Puts
Pseudo strike
6.00
IV
79.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
3.88
IV
204.2%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

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%