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Roundhill S&P 500 Accumulating ETF XDIV

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Market dataready · fetched 2026-11-04T09:21:24.739Z

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 · 2026-11-04T01:00:08.082187939Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:21:24.318129+00:00

Share price$30.85
1D+0.1%
AH$30.79$30.83$30.86$30.89$30.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXDIV
Sold putSold callAH

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$0.64$0.91$1.17$1.44$28.77$29.57$30.36$31.16$31.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XDIV spot · $30.85XDIV PRICE$0.40$0.40$0.43$0.48$0.52$0.58$0.68$0.78$0.88$0.98$1.09$1.36$0.41$0.43$0.46$0.49$0.53$0.56$0.59$0.66$0.75$0.83$0.92$1.00$1.09
PutsExpensive2.01×
Calls——
Skew——
Implied moveBalanced±$1.17
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.2653.2%9.7%
25Δ33.0042.8%8.3%29.1642.8%6.9%
30Δ32.2133.7%5.7%29.7436.2%5.1%
35Δ31.7929.4%4.4%30.1431.5%3.9%
40Δ31.5026.9%3.6%30.4028.4%3.2%
45Δ31.2124.4%2.8%30.6625.3%2.4%
50Δ30.9522.5%2.2%30.9222.2%1.7%
55Δ30.7622.2%1.9%31.1020.7%1.3%
60Δ30.5821.9%1.7%31.2519.9%1.1%
65Δ30.4021.6%1.4%31.4019.1%0.9%
70Δ30.2121.3%1.1%31.5518.3%0.7%
75Δ30.0321.0%0.8%31.7017.5%0.5%
80Δ29.7021.9%0.7%31.8516.7%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.26
IV
53.2%
B/E move
9.7%

25Δ

Calls
Pseudo strike
33.00
IV
42.8%
B/E move
8.3%
Puts
Pseudo strike
29.16
IV
42.8%
B/E move
6.9%

30Δ

Calls
Pseudo strike
32.21
IV
33.7%
B/E move
5.7%
Puts
Pseudo strike
29.74
IV
36.2%
B/E move
5.1%

35Δ

Calls
Pseudo strike
31.79
IV
29.4%
B/E move
4.4%
Puts
Pseudo strike
30.14
IV
31.5%
B/E move
3.9%

40Δ

Calls
Pseudo strike
31.50
IV
26.9%
B/E move
3.6%
Puts
Pseudo strike
30.40
IV
28.4%
B/E move
3.2%

45Δ

Calls
Pseudo strike
31.21
IV
24.4%
B/E move
2.8%
Puts
Pseudo strike
30.66
IV
25.3%
B/E move
2.4%

50Δ

Calls
Pseudo strike
30.95
IV
22.5%
B/E move
2.2%
Puts
Pseudo strike
30.92
IV
22.2%
B/E move
1.7%

55Δ

Calls
Pseudo strike
30.76
IV
22.2%
B/E move
1.9%
Puts
Pseudo strike
31.10
IV
20.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
30.58
IV
21.9%
B/E move
1.7%
Puts
Pseudo strike
31.25
IV
19.9%
B/E move
1.1%

65Δ

Calls
Pseudo strike
30.40
IV
21.6%
B/E move
1.4%
Puts
Pseudo strike
31.40
IV
19.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
30.21
IV
21.3%
B/E move
1.1%
Puts
Pseudo strike
31.55
IV
18.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
30.03
IV
21.0%
B/E move
0.8%
Puts
Pseudo strike
31.70
IV
17.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
29.70
IV
21.9%
B/E move
0.7%
Puts
Pseudo strike
31.85
IV
16.7%
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%