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Roundhill AAPL WeeklyPay ETF AAPW

i

Market dataready · fetched 2026-11-12T03:08:29.010Z

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 · 2026-11-12T01:00:00.253374549Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:08:28.404764+00:00

Share price$42.50
1D+2.4%
AH$41.42$41.71$42.00$42.29$42.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAAPW
Sold putSold callAH

Roundhill AAPL WeeklyPay ETF options

Live interpolated AAPW call and put midpoint premiums by absolute delta.Roundhill AAPL WeeklyPay ETF$0.45$0.66$0.87$1.07$1.28$36.79$39.47$42.15$44.83$47.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AAPW spot · $42.50AAPW PRICE$0.47$0.48$0.52$0.55$0.59$0.62$0.66$0.70$0.74$0.77$0.85$0.98$1.12$0.53$0.56$0.61$0.70$0.79$0.93$1.08$1.22
Puts——
CallsCheap0.52×
Skew——
Implied moveBearish±$1.74
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.7768.1%11.2%39.1268.6%9.2%
25Δ44.9950.4%7.0%40.2755.5%6.6%
30Δ44.1842.9%5.2%41.0647.0%4.8%
35Δ43.6537.4%4.0%41.5043.5%4.0%
40Δ43.1932.6%3.0%41.9540.1%3.2%
45Δ42.8929.1%2.4%42.2939.1%2.7%
50Δ42.7026.8%2.0%42.6138.4%2.3%
55Δ42.5124.5%1.7%42.9437.8%1.9%
60Δ42.3222.1%1.3%
65Δ42.1319.8%0.9%
70Δ41.9418.0%0.7%
75Δ41.7517.2%0.5%
80Δ41.5616.5%0.4%

20Δ

Calls
Pseudo strike
46.77
IV
68.1%
B/E move
11.2%
Puts
Pseudo strike
39.12
IV
68.6%
B/E move
9.2%

25Δ

Calls
Pseudo strike
44.99
IV
50.4%
B/E move
7.0%
Puts
Pseudo strike
40.27
IV
55.5%
B/E move
6.6%

30Δ

Calls
Pseudo strike
44.18
IV
42.9%
B/E move
5.2%
Puts
Pseudo strike
41.06
IV
47.0%
B/E move
4.8%

35Δ

Calls
Pseudo strike
43.65
IV
37.4%
B/E move
4.0%
Puts
Pseudo strike
41.50
IV
43.5%
B/E move
4.0%

40Δ

Calls
Pseudo strike
43.19
IV
32.6%
B/E move
3.0%
Puts
Pseudo strike
41.95
IV
40.1%
B/E move
3.2%

45Δ

Calls
Pseudo strike
42.89
IV
29.1%
B/E move
2.4%
Puts
Pseudo strike
42.29
IV
39.1%
B/E move
2.7%

50Δ

Calls
Pseudo strike
42.70
IV
26.8%
B/E move
2.0%
Puts
Pseudo strike
42.61
IV
38.4%
B/E move
2.3%

55Δ

Calls
Pseudo strike
42.51
IV
24.5%
B/E move
1.7%
Puts
Pseudo strike
42.94
IV
37.8%
B/E move
1.9%

60Δ

Calls
Pseudo strike
42.32
IV
22.1%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
42.13
IV
19.8%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
41.94
IV
18.0%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
41.75
IV
17.2%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
41.56
IV
16.5%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend35.66%
Daily close
AAPW30.2%37.2%44.2%2026-08-13: 35.29%2026-08-14: 35.38%2026-08-17: 36.70%2026-08-18: 39.69%2026-08-19: 38.58%2026-08-20: 43.22%2026-08-21: 33.61%2026-08-24: 33.71%2026-08-25: 33.59%2026-08-26: 34.52%2026-08-27: 34.75%2026-08-28: 34.15%2026-08-31: 33.75%2026-09-01: 32.62%2026-09-02: 33.78%2026-09-03: 33.13%2026-09-04: 34.36%2026-09-08: 34.81%2026-09-09: 34.63%2026-09-10: 35.95%2026-09-11: 35.99%2026-09-15: 37.68%2026-09-18: 33.62%2026-09-21: 33.17%2026-09-22: 32.16%2026-09-23: 32.73%2026-09-24: 32.36%2026-09-25: 31.14%2026-09-28: 31.33%2026-09-29: 32.66%2026-09-30: 31.97%2026-10-01: 32.72%2026-10-02: 32.83%2026-10-05: 32.38%2026-10-06: 32.61%2026-10-07: 33.18%2026-10-08: 33.17%2026-10-09: 32.57%2026-10-12: 33.94%2026-10-13: 35.14%2026-10-14: 36.72%2026-10-15: 40.98%2026-10-16: 33.71%2026-10-19: 33.24%2026-10-20: 33.32%2026-10-21: 33.99%2026-10-22: 34.27%2026-10-23: 34.25%2026-10-26: 33.42%2026-10-27: 34.43%2026-10-28: 33.47%2026-10-29: 33.69%2026-10-30: 35.66%Aug 13Sep 24Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
35.29%
35.38%
36.70%
39.69%
38.58%
43.22%
33.61%
33.71%
33.59%
34.52%
34.75%
34.15%
33.75%
32.62%
33.78%
33.13%
34.36%
34.81%
34.63%
35.95%
35.99%
37.68%
33.62%
33.17%
32.16%
32.73%
32.36%
31.14%
31.33%
32.66%
31.97%
32.72%
32.83%
32.38%
32.61%
33.18%
33.17%
32.57%
33.94%
35.14%
36.72%
40.98%
33.71%
33.24%
33.32%
33.99%
34.27%
34.25%
33.42%
34.43%
33.47%
33.69%
35.66%