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Roundhill AMZN WeeklyPay ETF AMZW

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Market datapartial · fetched 2026-10-22T04:23:41.257Z

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 · 2026-10-22T00:00:00.354595865Z

FundamentalsAlpha Vantage · unavailable

Share price$35.58
1D+0.3%
AH$35.03$35.24$35.46$35.67$35.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMZW
Sold putSold callAH

Roundhill AMZN WeeklyPay ETF options

Live interpolated AMZW call and put midpoint premiums by absolute delta.Roundhill AMZN WeeklyPay ETF$0.35$2.11$3.88$5.64$7.41$28.24$31.40$34.56$37.72$40.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMZW spot · $35.58AMZW PRICE$0.54$0.63$0.75$0.92$1.12$1.29$1.47$1.69$1.92$2.21$2.51$2.78$3.05$0.70$0.92$1.19$1.47$1.76$2.10$2.53$3.21$3.84$4.79$5.78$6.90
PutsExpensive1.64×
CallsExpensive1.14×
SkewBearish+20.11 pp
Implied moveBearish±$4.00
TiltBearish25.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.7750.8%16.1%31.5157.7%13.4%
25Δ39.2344.6%12.1%32.4856.0%11.3%
30Δ38.2341.4%9.6%33.2356.8%9.9%
35Δ37.5841.2%8.2%33.9956.8%8.6%
40Δ37.0241.7%7.2%34.7156.0%7.4%
45Δ36.4640.4%6.1%35.4355.7%6.3%
50Δ35.9139.1%5.1%36.1656.7%5.5%
55Δ35.4238.5%4.3%37.0261.3%5.0%
60Δ34.9338.0%3.6%37.9162.6%4.2%
65Δ34.4338.0%3.0%39.0965.2%3.6%
70Δ33.9437.8%2.5%40.3168.1%3.0%
75Δ33.4936.2%1.9%41.6570.6%2.3%
80Δ33.0334.6%1.4%

20Δ

Calls
Pseudo strike
40.77
IV
50.8%
B/E move
16.1%
Puts
Pseudo strike
31.51
IV
57.7%
B/E move
13.4%

25Δ

Calls
Pseudo strike
39.23
IV
44.6%
B/E move
12.1%
Puts
Pseudo strike
32.48
IV
56.0%
B/E move
11.3%

30Δ

Calls
Pseudo strike
38.23
IV
41.4%
B/E move
9.6%
Puts
Pseudo strike
33.23
IV
56.8%
B/E move
9.9%

35Δ

Calls
Pseudo strike
37.58
IV
41.2%
B/E move
8.2%
Puts
Pseudo strike
33.99
IV
56.8%
B/E move
8.6%

40Δ

Calls
Pseudo strike
37.02
IV
41.7%
B/E move
7.2%
Puts
Pseudo strike
34.71
IV
56.0%
B/E move
7.4%

45Δ

Calls
Pseudo strike
36.46
IV
40.4%
B/E move
6.1%
Puts
Pseudo strike
35.43
IV
55.7%
B/E move
6.3%

50Δ

Calls
Pseudo strike
35.91
IV
39.1%
B/E move
5.1%
Puts
Pseudo strike
36.16
IV
56.7%
B/E move
5.5%

55Δ

Calls
Pseudo strike
35.42
IV
38.5%
B/E move
4.3%
Puts
Pseudo strike
37.02
IV
61.3%
B/E move
5.0%

60Δ

Calls
Pseudo strike
34.93
IV
38.0%
B/E move
3.6%
Puts
Pseudo strike
37.91
IV
62.6%
B/E move
4.2%

65Δ

Calls
Pseudo strike
34.43
IV
38.0%
B/E move
3.0%
Puts
Pseudo strike
39.09
IV
65.2%
B/E move
3.6%

70Δ

Calls
Pseudo strike
33.94
IV
37.8%
B/E move
2.5%
Puts
Pseudo strike
40.31
IV
68.1%
B/E move
3.0%

75Δ

Calls
Pseudo strike
33.49
IV
36.2%
B/E move
1.9%
Puts
Pseudo strike
41.65
IV
70.6%
B/E move
2.3%

80Δ

Calls
Pseudo strike
33.03
IV
34.6%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations