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Roundhill AAPL WeeklyPay ETF AAPW

i

Market dataready · fetched 2026-10-22T21:32:50.484Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.3244091Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:26:06.624239+00:00

Share price$42.24
1D+0.5%
AH$41.69$41.79$41.89$42.00$42.105:30 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$0.29$2.15$4.02$5.89$7.76$35.41$38.37$41.33$44.28$47.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AAPW spot · $42.24AAPW PRICE$0.49$0.56$0.63$0.71$0.79$0.90$1.05$1.20$1.36$1.54$1.72$1.90$2.08$0.72$0.85$1.09$1.30$1.55$1.86$2.46$3.07$3.67$4.27$5.10$7.22
PutsExpensive1.40×
CallsCheap0.77×
SkewBearish+22.98 pp
Implied moveBearish±$3.51
TiltBearish38.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.7638.7%11.8%37.9650.6%11.8%
25Δ45.3633.0%8.7%39.2344.7%9.1%
30Δ44.4429.2%6.7%39.9744.9%8.0%
35Δ43.7826.4%5.3%40.7243.2%6.7%
40Δ43.2624.2%4.3%41.4042.5%5.7%
45Δ42.8322.9%3.5%42.0542.5%4.9%
50Δ42.4822.7%3.0%42.8744.4%4.3%
55Δ42.1322.4%2.6%43.7046.2%3.8%
60Δ41.7922.0%2.2%44.5248.1%3.3%
65Δ41.4721.5%1.8%45.3549.9%2.8%
70Δ41.1520.9%1.5%46.3753.2%2.3%
75Δ40.8520.0%1.2%48.5863.4%2.1%
80Δ40.5818.7%1.0%

20Δ

Calls
Pseudo strike
46.76
IV
38.7%
B/E move
11.8%
Puts
Pseudo strike
37.96
IV
50.6%
B/E move
11.8%

25Δ

Calls
Pseudo strike
45.36
IV
33.0%
B/E move
8.7%
Puts
Pseudo strike
39.23
IV
44.7%
B/E move
9.1%

30Δ

Calls
Pseudo strike
44.44
IV
29.2%
B/E move
6.7%
Puts
Pseudo strike
39.97
IV
44.9%
B/E move
8.0%

35Δ

Calls
Pseudo strike
43.78
IV
26.4%
B/E move
5.3%
Puts
Pseudo strike
40.72
IV
43.2%
B/E move
6.7%

40Δ

Calls
Pseudo strike
43.26
IV
24.2%
B/E move
4.3%
Puts
Pseudo strike
41.40
IV
42.5%
B/E move
5.7%

45Δ

Calls
Pseudo strike
42.83
IV
22.9%
B/E move
3.5%
Puts
Pseudo strike
42.05
IV
42.5%
B/E move
4.9%

50Δ

Calls
Pseudo strike
42.48
IV
22.7%
B/E move
3.0%
Puts
Pseudo strike
42.87
IV
44.4%
B/E move
4.3%

55Δ

Calls
Pseudo strike
42.13
IV
22.4%
B/E move
2.6%
Puts
Pseudo strike
43.70
IV
46.2%
B/E move
3.8%

60Δ

Calls
Pseudo strike
41.79
IV
22.0%
B/E move
2.2%
Puts
Pseudo strike
44.52
IV
48.1%
B/E move
3.3%

65Δ

Calls
Pseudo strike
41.47
IV
21.5%
B/E move
1.8%
Puts
Pseudo strike
45.35
IV
49.9%
B/E move
2.8%

70Δ

Calls
Pseudo strike
41.15
IV
20.9%
B/E move
1.5%
Puts
Pseudo strike
46.37
IV
53.2%
B/E move
2.3%

75Δ

Calls
Pseudo strike
40.85
IV
20.0%
B/E move
1.2%
Puts
Pseudo strike
48.58
IV
63.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
40.58
IV
18.7%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

AAPW40.8656.3171.772026-10-20: 42.99%2026-10-21: 69.64%Oct 20Oct 21
Table
DateIV
42.99%
69.64%