QDTE · Expected Move
Roundhill Nasdaq-100 0DTE Covered Call ETF Strategy ETF · ETF
The expected move for QDTE is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
QDTE straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current QDTE Expected Move
30-Day Straddle
$1.33
7-Day Straddle
$1.33
30-Day ATM IV
18.4%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to QDTE's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
QDTE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.33 | $1.33 | 18.4% | 31% |
| 20261021 | $1.65 | $1.65 | 18.9% | 33% |
| 20261020 | $1.23 | $1.23 | 16.6% | 25% |
| 20261019 | $1.20 | $1.20 | 16.6% | 25% |
| 20261016 | $1.62 | $1.07 | 16.3% | 24% |
| 20261015 | $1.17 | $0.53 | 11.8% | 10% |
| 20261014 | $1.65 | $0.55 | 13.5% | 15% |
| 20261013 | $1.00 | $0.45 | 9.7% | 3% |
| 20261012 | $1.07 | $1.05 | 8.8% | 0% |
| 20261009 | $1.23 | $0.75 | 12.7% | 10% |
| 20261008 | $2.10 | $1.35 | 21.6% | 28% |
| 20261007 | $1.52 | $0.77 | 12.0% | 5% |
| 20261006 | $1.60 | $2.62 | 10.3% | 1% |
| 20261005 | $1.93 | $0.60 | 15.6% | 14% |
| 20261002 | $1.20 | $1.20 | 13.6% | 9% |
| 20261001 | $0.80 | $0.80 | 15.4% | 13% |
| 20260930 | $0.75 | $0.75 | 16.1% | 15% |
| 20260929 | $0.82 | $0.82 | 15.5% | 13% |
| 20260928 | $0.72 | $0.72 | 15.3% | 13% |
| 20260925 | $0.90 | $0.90 | 13.1% | 8% |
| 20260924 | $0.97 | $0.97 | 12.6% | 7% |
| 20260923 | $0.95 | $0.95 | 17.7% | 19% |
| 20260922 | $1.55 | $1.55 | 14.5% | 11% |
| 20260921 | $0.70 | $0.70 | 19.9% | 24% |
| 20260918 | $3.45 | $0.40 | 9.8% | 0% |
| 20260917 | $1.23 | $0.33 | 25.4% | 37% |
| 20260916 | $1.18 | $2.88 | 13.4% | 9% |
| 20260915 | $1.18 | $0.42 | 10.4% | 2% |
| 20260914 | $1.30 | $1.10 | 12.7% | 3% |
| 20260911 | $1.70 | $0.93 | 21.9% | 12% |
| 20260910 | $1.02 | $0.53 | 10.6% | 1% |
| 20260909 | $1.65 | $1.07 | 14.4% | 5% |
| 20260908 | $1.62 | $0.88 | 17.2% | 7% |
| 20260904 | $1.68 | $0.73 | 15.9% | 5% |
| 20260903 | $1.68 | $1.40 | 14.3% | 3% |
| 20260902 | $1.50 | $1.50 | 15.5% | 4% |
| 20260901 | $0.83 | $0.83 | 14.5% | 4% |
| 20260831 | $0.73 | $0.73 | 12.8% | 2% |
| 20260828 | $1.38 | $1.38 | 28.4% | 14% |
| 20260827 | $0.97 | $0.97 | 31.6% | 14% |
| 20260826 | $0.70 | $0.70 | 10.0% | 0% |
| 20260825 | $1.23 | $1.23 | 15.1% | 4% |
| 20260824 | $1.07 | $1.07 | 24.3% | 10% |
| 20260821 | $0.88 | $0.22 | 11.3% | 1% |
| 20260820 | $1.07 | $0.38 | 12.6% | 2% |
| 20260819 | $1.77 | $0.50 | 23.5% | 9% |
| 20260818 | $1.12 | $0.80 | 11.1% | 1% |
| 20260817 | $1.67 | $0.47 | 17.8% | 5% |
| 20260814 | $1.40 | $0.60 | 12.2% | 2% |
| 20260813 | $1.43 | $0.55 | 13.0% | 2% |
| 20260812 | $1.60 | $0.67 | 14.5% | 3% |
| 20260811 | $2.55 | $1.07 | 15.9% | 4% |
| 20260810 | $1.72 | $1.60 | 22.6% | 9% |
| 20260807 | — | — | 15.4% | 4% |
| 20260806 | $1.77 | $0.82 | 18.1% | 6% |
| 20260805 | $1.42 | $1.42 | 20.2% | 7% |
| 20260804 | $1.02 | $1.02 | 19.0% | 6% |
| 20260803 | $1.35 | $1.35 | 34.3% | 16% |
| 20260731 | $1.45 | $1.45 | 29.4% | 13% |
| 20260730 | $1.20 | $1.20 | 24.4% | 10% |
More on QDTE
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.