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Roundhill AMD WeeklyPay ETF AMDW

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Market dataready · fetched 2026-11-12T01:00:41.585Z

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 · 2026-11-12T01:00:00.472109168Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:00:40.797219+00:00

Share price$83.90
1D+2.2%
AH$78$81$83$85$875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMDW
Sold putSold callAH

Roundhill AMD WeeklyPay ETF options

Live interpolated AMDW call and put midpoint premiums by absolute delta.Roundhill AMD WeeklyPay ETF$0.71$4.49$8.27$12.06$15.84$51.67$67.00$82.33$97.66$112.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMDW spot · $83.90AMDW PRICE$1.12$1.46$1.83$2.24$2.72$3.24$3.80$4.35$5.08$5.75$6.38$7.31$8.42$1.41$1.94$2.48$3.13$3.52$4.27$5.25$6.08$6.97$8.52$10.36$11.73$14.75
PutsCheap0.59×
CallsCheap0.43×
SkewBearish+15.26 pp
Implied moveBearish±$9.05
TiltBearish19.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.1580.4%13.5%75.4188.5%11.8%
25Δ91.9778.6%11.4%77.0590.5%10.5%
30Δ90.2077.7%9.7%78.7091.3%9.2%
35Δ88.6477.0%8.3%80.2393.0%8.1%
40Δ87.2577.4%7.2%81.8986.4%6.6%
45Δ85.9277.8%6.3%83.3387.5%5.8%
50Δ84.6277.9%5.4%84.8591.0%5.1%
55Δ83.3276.7%4.5%86.3590.1%4.3%
60Δ82.0377.7%3.8%87.8689.1%3.6%
65Δ80.7776.5%3.1%89.8393.4%3.1%
70Δ79.5673.7%2.4%92.0897.6%2.6%
75Δ78.2073.6%1.9%93.9895.6%2.0%
80Δ76.7172.6%1.5%97.35102.0%1.5%

20Δ

Calls
Pseudo strike
94.15
IV
80.4%
B/E move
13.5%
Puts
Pseudo strike
75.41
IV
88.5%
B/E move
11.8%

25Δ

Calls
Pseudo strike
91.97
IV
78.6%
B/E move
11.4%
Puts
Pseudo strike
77.05
IV
90.5%
B/E move
10.5%

30Δ

Calls
Pseudo strike
90.20
IV
77.7%
B/E move
9.7%
Puts
Pseudo strike
78.70
IV
91.3%
B/E move
9.2%

35Δ

Calls
Pseudo strike
88.64
IV
77.0%
B/E move
8.3%
Puts
Pseudo strike
80.23
IV
93.0%
B/E move
8.1%

40Δ

Calls
Pseudo strike
87.25
IV
77.4%
B/E move
7.2%
Puts
Pseudo strike
81.89
IV
86.4%
B/E move
6.6%

45Δ

Calls
Pseudo strike
85.92
IV
77.8%
B/E move
6.3%
Puts
Pseudo strike
83.33
IV
87.5%
B/E move
5.8%

50Δ

Calls
Pseudo strike
84.62
IV
77.9%
B/E move
5.4%
Puts
Pseudo strike
84.85
IV
91.0%
B/E move
5.1%

55Δ

Calls
Pseudo strike
83.32
IV
76.7%
B/E move
4.5%
Puts
Pseudo strike
86.35
IV
90.1%
B/E move
4.3%

60Δ

Calls
Pseudo strike
82.03
IV
77.7%
B/E move
3.8%
Puts
Pseudo strike
87.86
IV
89.1%
B/E move
3.6%

65Δ

Calls
Pseudo strike
80.77
IV
76.5%
B/E move
3.1%
Puts
Pseudo strike
89.83
IV
93.4%
B/E move
3.1%

70Δ

Calls
Pseudo strike
79.56
IV
73.7%
B/E move
2.4%
Puts
Pseudo strike
92.08
IV
97.6%
B/E move
2.6%

75Δ

Calls
Pseudo strike
78.20
IV
73.6%
B/E move
1.9%
Puts
Pseudo strike
93.98
IV
95.6%
B/E move
2.0%

80Δ

Calls
Pseudo strike
76.71
IV
72.6%
B/E move
1.5%
Puts
Pseudo strike
97.35
IV
102.0%
B/E move
1.5%

Options history

IV · four-Friday blend73.25%
Daily close
AMDW69.1%72.2%75.3%2026-08-13: 72.99%2026-08-14: 71.99%2026-08-17: 73.59%2026-08-18: 71.96%2026-08-19: 74.80%2026-08-20: 73.81%2026-10-15: 73.78%2026-10-20: 69.97%2026-10-21: 70.16%2026-10-22: 74.92%2026-10-23: 71.79%2026-10-26: 69.94%2026-10-27: 69.67%2026-10-28: 69.56%2026-10-29: 70.50%2026-10-30: 73.25%Aug 13Oct 20Oct 30
16 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
72.99%
71.99%
73.59%
71.96%
74.80%
73.81%
73.78%
69.97%
70.16%
74.92%
71.79%
69.94%
69.67%
69.56%
70.50%
73.25%