What is the XDTE dividend yield?

XDTE has a trailing 12-month (TTM) yield of 37.5%. The forward yield is 37.4%. Yields fluctuate because XDTE generates income by selling options on SPY.

When is the next XDTE ex-dividend date?

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

XDTE

Roundhill Daily 0DTE SPY Option Income ETFRoundhill ETF37.5% TTM Yield

$37.38+0.45 (+1.22%)At close

After-hours: $37.47

AUM $319MVol 367K52w $36.75 – $47.02Tracks SPY$655.38 +1.05%

Next Ex-Date

Apr 2, 2026

Projected

TTM Yield

37.5%

Fwd 37.4%

Last Payout

$0.1279

-20.6% vs prior

Recent Payouts

Upcoming Distributions

Ex-Date	Est. Amount	Status
Apr 2, 2026	$0.1279	Projected
Apr 16, 2026	$0.1279	Projected
Apr 30, 2026	$0.1279	Projected

Dividend History

Ex-Date	Pay Date	Amount	vs Prior	Why it changed
Mar 19, 2026	Mar 20, 2026	$0.1279	-20.6%	The decrease in the March 2026 distribution was driven by a compressed options premium environment, as implied volatility levels across the market remained subdued compared to previous periods. Because XDTE generates income by selling 0DTE options on the S&P 500, the lack of elevated volatility reduced the premiums collected, leading to the 20.6% decline in the monthly payout.
Mar 5, 2026	Mar 6, 2026	$0.1611	-20.7%	The XDTE payout decreased because the options premium environment was compressed due to lower implied volatility in the S&P 500 during the period. With market volatility remaining subdued, the premiums collected from selling 0DTE call options on SPY were insufficient to maintain the previous month's distribution level.
Feb 26, 2026	Feb 27, 2026	$0.2031	+11.3%
Feb 19, 2026	Feb 20, 2026	$0.1825	+48.5%	The payout increase was driven by heightened market volatility surrounding the February 9, 2026, double top sell signal in SPY, which forced the VIX upward and expanded the options premium environment. This elevated implied volatility allowed the fund to capture significantly higher premiums on its 0DTE covered call strategy compared to the previous month.
Feb 12, 2026	Feb 13, 2026	$0.1229	+108.0%	The payout increase was driven by elevated market volatility, as evidenced by the VIX and VXV indices, which allowed the fund to capture significantly higher options premiums from its 0DTE covered call strategy. This environment of heightened implied volatility, likely exacerbated by the technical sell signal and double top formation identified in SPY on February 9, enabled the fund to generate larger income distributions compared to the previous month.
Feb 5, 2026	Feb 6, 2026	$0.0591	-41.9%	The payout decrease was driven by a compressed options premium environment as the VIX likely declined following the market's double top formation on February 9, 2026, which signaled a shift in volatility expectations. With lower implied volatility, the 0DTE options sold by XDTE generated significantly less income compared to the prior month, directly reducing the distributable cash flow for shareholders.
Jan 29, 2026	Jan 30, 2026	$0.1018	-36.8%	The payout decrease for XDTE was driven by a compressed options premium environment, as implied volatility declined significantly compared to the prior month. With the VIX trending lower toward the mid-teens during this period, the fund collected less income from selling its 0DTE covered calls, directly reducing the distributable cash flow despite the S&P 500 maintaining a strong price level near 648.57.
Jan 22, 2026	Jan 23, 2026	$0.1612	+40.6%	The payout increase was driven by elevated market volatility, as evidenced by the CBOE Volatility Index (VIX) remaining active throughout early 2026, which allowed the fund to collect higher options premiums on its 0DTE covered call strategy. With SPY trading near 648.57 by late March and implied volatility expectations remaining significant, the fund capitalized on this premium-rich environment to generate a 40.6 percent increase in monthly distributions compared to December.
Jan 15, 2026	Jan 16, 2026	$0.1146	-29.3%	The XDTE distribution declined because the options premium environment was compressed due to lower market volatility compared to the prior month. With the VIX index trending lower through early 2026, the reduced implied volatility limited the income generated from selling 0DTE covered calls against SPY, resulting in a lower payout despite SPY trading at elevated levels near 648.57.
Jan 8, 2026	Jan 9, 2026	$0.1621	-92.1%	The significant decline in the January 2026 distribution was driven by a compression in implied volatility, which reduced the options premiums available for the fund to harvest. As the market environment stabilized and volatility levels dropped from the elevated states seen in previous months, the income generated from the 0DTE covered call strategy naturally contracted, leading to the 92.1 percent decrease in the payout.
Dec 31, 2025	Jan 2, 2026	$2.0532	+48.8%	The significant increase in the XDTE distribution was driven by elevated implied volatility in the S&P 500, which allowed the fund to collect higher option premiums on its 0DTE covered call strategy. As market volatility rose, the theoretical value of these options increased, enabling the fund to generate larger payouts compared to the previous month.
Dec 24, 2025	Dec 26, 2025	$1.3803	+558.7%	The significant increase in the December 2025 distribution was driven by heightened market volatility, which elevated implied volatility levels and allowed the fund to collect substantially higher options premiums. As the S&P 500 experienced increased price swings, the resulting rise in the VIX and options pricing environment enabled the 0DTE strategy to capture larger premiums compared to the previous month.

How does XDTE generate income?

Sells daily 0DTE options on SPY to generate weekly income. High-frequency strategy targeting S&P 500 premium.

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 SPY'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.