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Roundhill S&P 500 Accumulating ETF XDIV

i

Market dataready · fetched 2026-11-03T15:57:42.925Z

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 · 2026-11-03T15:32:36.71519115Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T15:57:41.583618+00:00

Share price$30.83
1D+0.1%
$30.79$30.81$30.82$30.83$30.855:30 AM6:30 AM9:00 AM1:00 PMXDIV
Sold putSold call

Roundhill S&P 500 Accumulating ETF options

Live interpolated XDIV call and put midpoint premiums by absolute delta.Roundhill S&P 500 Accumulating ETF$0.37$0.66$0.94$1.23$1.51$29.75$30.27$30.80$31.32$31.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive XDIV spot · $30.83XDIV PRICE$0.40$0.40$0.43$0.48$0.52$0.59$0.69$0.79$0.90$1.00$1.12$1.43$0.43$0.46$0.50$0.54$0.59$0.63$0.70$0.77$0.85$0.92$1.00$1.07
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
20Δ
25Δ32.9941.9%8.3%29.1541.9%6.9%
30Δ32.1933.0%5.7%29.7235.4%5.1%
35Δ31.7829.0%4.5%30.1330.9%3.9%
40Δ31.4826.5%3.7%30.3928.4%3.2%
45Δ31.1924.0%2.9%30.6525.8%2.5%
50Δ30.9322.4%2.2%30.9123.2%1.8%
55Δ30.7422.1%2.0%31.0921.6%1.4%
60Δ30.5621.8%1.7%31.2320.5%1.2%
65Δ30.3721.5%1.4%31.3819.4%1.0%
70Δ30.1821.2%1.1%31.5218.2%0.8%
75Δ29.9821.0%0.9%31.6617.1%0.5%
80Δ29.6222.4%0.7%31.8116.0%0.3%

20Δ

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

25Δ

Calls
Pseudo strike
32.99
IV
41.9%
B/E move
8.3%
Puts
Pseudo strike
29.15
IV
41.9%
B/E move
6.9%

30Δ

Calls
Pseudo strike
32.19
IV
33.0%
B/E move
5.7%
Puts
Pseudo strike
29.72
IV
35.4%
B/E move
5.1%

35Δ

Calls
Pseudo strike
31.78
IV
29.0%
B/E move
4.5%
Puts
Pseudo strike
30.13
IV
30.9%
B/E move
3.9%

40Δ

Calls
Pseudo strike
31.48
IV
26.5%
B/E move
3.7%
Puts
Pseudo strike
30.39
IV
28.4%
B/E move
3.2%

45Δ

Calls
Pseudo strike
31.19
IV
24.0%
B/E move
2.9%
Puts
Pseudo strike
30.65
IV
25.8%
B/E move
2.5%

50Δ

Calls
Pseudo strike
30.93
IV
22.4%
B/E move
2.2%
Puts
Pseudo strike
30.91
IV
23.2%
B/E move
1.8%

55Δ

Calls
Pseudo strike
30.74
IV
22.1%
B/E move
2.0%
Puts
Pseudo strike
31.09
IV
21.6%
B/E move
1.4%

60Δ

Calls
Pseudo strike
30.56
IV
21.8%
B/E move
1.7%
Puts
Pseudo strike
31.23
IV
20.5%
B/E move
1.2%

65Δ

Calls
Pseudo strike
30.37
IV
21.5%
B/E move
1.4%
Puts
Pseudo strike
31.38
IV
19.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
30.18
IV
21.2%
B/E move
1.1%
Puts
Pseudo strike
31.52
IV
18.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
29.98
IV
21.0%
B/E move
0.9%
Puts
Pseudo strike
31.66
IV
17.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
29.62
IV
22.4%
B/E move
0.7%
Puts
Pseudo strike
31.81
IV
16.0%
B/E move
0.3%

Options history

IV · four-Friday blend17.07%
Daily EOD
XDIV10.3%59.6%108.9%2026-10-19: 92.72%2026-10-20: 93.88%2026-10-21: 94.21%2026-10-22: 95.43%2026-10-23: 76.95%2026-10-26: 99.72%2026-10-27: 101.17%2026-10-28: 102.09%2026-10-29: 92.34%2026-10-30: 17.07%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
92.72%
93.88%
94.21%
95.43%
76.95%
99.72%
101.17%
102.09%
92.34%
17.07%