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Roundhill Bitcoin Covered Call Strategy ETF YBTC

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Market dataready · fetched 2026-11-08T21:15:18.116Z

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 · 2026-11-07T01:00:08.516147585Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-08T21:15:17.773049+00:00

Share price$17.13
1D+0.2%
AH$16.96$17.01$17.06$17.10$17.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMYBTC
Sold putSold callAH

Roundhill Bitcoin Covered Call Strategy ETF options

Live interpolated YBTC call and put midpoint premiums by absolute delta.Roundhill Bitcoin Covered Call Strategy ETF$0.21$0.33$0.44$0.55$0.67$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEYBTC PRICE$0.22$0.29$0.36$0.42$0.46$0.49$0.53$0.56$0.42$0.45$0.49$0.56$0.63
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.0757.9%12.7%14.77110.7%16.2%
25Δ18.7259.0%11.0%15.5191.3%12.1%
30Δ18.3760.0%9.3%16.0877.5%9.0%
35Δ18.0261.0%7.6%16.3972.5%7.6%
40Δ17.7856.4%6.4%16.7167.4%6.2%
45Δ17.5451.4%5.3%
50Δ17.3046.4%4.1%
55Δ17.0741.5%2.9%
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
19.07
IV
57.9%
B/E move
12.7%
Puts
Pseudo strike
14.77
IV
110.7%
B/E move
16.2%

25Δ

Calls
Pseudo strike
18.72
IV
59.0%
B/E move
11.0%
Puts
Pseudo strike
15.51
IV
91.3%
B/E move
12.1%

30Δ

Calls
Pseudo strike
18.37
IV
60.0%
B/E move
9.3%
Puts
Pseudo strike
16.08
IV
77.5%
B/E move
9.0%

35Δ

Calls
Pseudo strike
18.02
IV
61.0%
B/E move
7.6%
Puts
Pseudo strike
16.39
IV
72.5%
B/E move
7.6%

40Δ

Calls
Pseudo strike
17.78
IV
56.4%
B/E move
6.4%
Puts
Pseudo strike
16.71
IV
67.4%
B/E move
6.2%

45Δ

Calls
Pseudo strike
17.54
IV
51.4%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
17.30
IV
46.4%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
17.07
IV
41.5%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend124.93%
Daily EOD
YBTC122.4%140.9%159.5%2026-10-19: 138.11%2026-10-20: 156.90%2026-10-29: 124.93%Oct 19Oct 20Oct 29
3 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
138.11%
156.90%
124.93%