What is the QDTE dividend yield?

QDTE has a trailing 12-month (TTM) yield of 49.2%. The forward yield is 48.9%. Yields fluctuate because QDTE generates income by selling options on QQQ.

When is the next QDTE ex-dividend date?

QDTE pays distributions weekly. Check the dividend history table on this page for the latest ex-dates and projected upcoming distributions.

QDTE

Roundhill Daily 0DTE QQQ Option Income ETFRoundhill ETF49.2% TTM Yield

$28.35+0.36 (+1.29%)At close

After-hours: $28.32

AUM $875MVol 1.1M52w $27.82 – $36.85Tracks QQQ$588.00 +1.02%

Next Ex-Date

Apr 2, 2026

Projected

TTM Yield

49.2%

Fwd 48.9%

Last Payout

$0.1248

-36.1% vs prior

Recent Payouts

Upcoming Distributions

Ex-Date	Est. Amount	Status
Apr 2, 2026	$0.1248	Projected
Apr 16, 2026	$0.1248	Projected
Apr 30, 2026	$0.1248	Projected

Dividend History

Ex-Date	Pay Date	Amount	vs Prior	Why it changed
Mar 19, 2026	Mar 20, 2026	$0.1248	-36.1%	The QDTE payout decreased because QQQ experienced a bearish trend with negative MACD and SMA alignment, leading to compressed implied volatility as the market lacked high-conviction movement. With daily swings limited to roughly 1.8% based on an ATR of 10.34, the options premium environment was insufficient to generate the higher yields seen in previous months.
Mar 5, 2026	Mar 6, 2026	$0.1952	-11.9%
Feb 26, 2026	Feb 27, 2026	$0.2215	-18.0%	The QDTE payout decrease was driven by a decline in implied volatility following the market shift observed on February 26, 2026, when QQQM fell below its 50-day moving average. This compression in implied volatility reduced the options premium available for the fund to harvest, as the market environment moved away from the elevated volatility levels that previously supported higher distributions.
Feb 19, 2026	Feb 20, 2026	$0.2700	+92.7%	The significant 92.7 percent increase in the February 2026 payout was driven by elevated implied volatility in the Nasdaq-100, which allowed the fund to collect higher options premiums. This heightened volatility environment, likely exacerbated by the market uncertainty surrounding QQQ breaking below its 50-day moving average on February 26, increased the value of the 0DTE options sold by the fund.
Feb 12, 2026	Feb 13, 2026	$0.1401	+92.6%	The payout increase was driven by elevated implied volatility in the Nasdaq-100, as QQQ faced downward pressure and broke below its 50-day moving average on February 26, 2026. This market uncertainty expanded the options premium environment, allowing the fund to collect significantly higher income from its 0DTE covered-call strategy compared to the previous month.
Feb 5, 2026	Feb 6, 2026	$0.0727	-26.4%	The decrease in QDTE's payout was driven by a compression in implied volatility following the market shift observed on February 26, 2026, when QQQM fell below its 50-day moving average. As market sentiment cooled and volatility premiums contracted, the options premiums generated by the fund's 0DTE strategy declined, resulting in a 26.4 percent reduction in the monthly distribution compared to the prior period.
Jan 29, 2026	Jan 30, 2026	$0.0988	-44.3%	The payout decrease was driven by a contraction in implied volatility, as bearish momentum and a negative MACD reading for QQQ likely suppressed the options premiums available for the fund to harvest. With the market lacking the elevated volatility environment required to generate high 0DTE call premiums, the income generated from selling these options declined significantly compared to the previous month.
Jan 22, 2026	Jan 23, 2026	$0.1773	+49.8%	The payout increase was driven by elevated implied volatility in the Nasdaq-100, which allowed the fund to collect higher options premiums by selling 0DTE contracts. With QQQ showing bearish momentum and a MACD of -4.85, the heightened market uncertainty expanded the premium environment, enabling the fund to generate larger distributions despite the underlying index's downward pressure.
Jan 15, 2026	Jan 16, 2026	$0.1184	-25.3%	The decrease in the January 2026 payout was driven by a contraction in implied volatility as QQQ faced bearish momentum, evidenced by a MACD of -4.85 and the price hugging the lower Bollinger band. This environment of compressed volatility reduced the options premiums available for the fund to harvest, leading to a 25.3 percent decline in the distribution compared to the prior month.
Jan 8, 2026	Jan 9, 2026	$0.1584	-90.8%	The significant 90.8 percent decline in the QDTE distribution was driven by a compressed options premium environment, as the bearish momentum and contracting volatility signaled by the negative MACD of -4.85 reduced the implied volatility available for the fund to harvest. With QQQ trading near its lower Bollinger band and lacking significant catalysts to spike premiums, the fund collected substantially less income from its 0DTE covered call strategy compared to the prior month.
Dec 31, 2025	Jan 2, 2026	$1.7210	-10.1%
Dec 24, 2025	Dec 26, 2025	$1.9151	+845.8%	The massive 845.8% increase in the December 2025 distribution was driven by a spike in implied volatility, which significantly elevated the options premiums collected by the fund. This surge in volatility was likely fueled by heightened market uncertainty surrounding geopolitical tensions and supply chain dynamics, which caused the underlying QQQ to experience increased price swings, such as the 2.18% daily range observed during that period.

How does QDTE generate income?

Sells daily 0DTE options on QQQ to generate weekly income. High-frequency strategy with daily premium collection.

You must own shares before market open on the ex-dividend date to receive each distribution. The record date is typically 1 business day after the ex-date, and payment follows within a week.

Payout variability is driven primarily by QQQ's implied volatility — when IV is high (e.g., around earnings or market events), option premiums rise, producing larger distributions. When IV compresses, payouts shrink.