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Roundhill AMZN WeeklyPay ETF AMZW

i

Market dataready · fetched 2026-11-11T14:51:00.257Z

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: 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 · 2026-11-11T14:50:33.146764413Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:50:58.188978+00:00

Share price$35.96
1D-1.3%
$35.95$36.12$36.30$36.47$36.645:30 AM6:30 AM9:00 AM1:00 PMAMZW
Sold putSold call

Roundhill AMZN WeeklyPay ETF options

Live interpolated AMZW call and put midpoint premiums by absolute delta.Roundhill AMZN WeeklyPay ETF$0.43$1.04$1.65$2.26$2.87$30.52$33.51$36.51$39.50$42.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AMZW spot · $35.96AMZW PRICE$0.50$0.57$0.63$0.73$0.86$0.99$1.18$1.40$1.62$2.04$2.50$2.69$0.88$1.01$1.14$1.27$1.42$1.64$1.86
Puts——
Calls——
Skew——
Implied moveBullish±$1.87
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ38.6861.6%9.0%
30Δ37.8554.5%6.8%
35Δ37.2448.7%5.3%
40Δ36.7946.3%4.3%
45Δ36.4446.0%3.7%
50Δ36.0945.7%3.1%36.0537.4%2.2%
55Δ35.7546.4%2.7%36.3036.4%1.9%
60Δ35.4047.5%2.3%36.5535.5%1.5%
65Δ35.0548.5%2.0%36.8034.5%1.2%
70Δ34.5452.8%1.7%37.0633.6%0.9%
75Δ34.0057.6%1.5%37.3532.8%0.7%
80Δ33.6853.0%1.1%37.6432.0%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
38.68
IV
61.6%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
37.85
IV
54.5%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
37.24
IV
48.7%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
36.79
IV
46.3%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
36.44
IV
46.0%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
36.09
IV
45.7%
B/E move
3.1%
Puts
Pseudo strike
36.05
IV
37.4%
B/E move
2.2%

55Δ

Calls
Pseudo strike
35.75
IV
46.4%
B/E move
2.7%
Puts
Pseudo strike
36.30
IV
36.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
35.40
IV
47.5%
B/E move
2.3%
Puts
Pseudo strike
36.55
IV
35.5%
B/E move
1.5%

65Δ

Calls
Pseudo strike
35.05
IV
48.5%
B/E move
2.0%
Puts
Pseudo strike
36.80
IV
34.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
34.54
IV
52.8%
B/E move
1.7%
Puts
Pseudo strike
37.06
IV
33.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
34.00
IV
57.6%
B/E move
1.5%
Puts
Pseudo strike
37.35
IV
32.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
33.68
IV
53.0%
B/E move
1.1%
Puts
Pseudo strike
37.64
IV
32.0%
B/E move
0.5%

Options history

IV · four-Friday blend43.29%
Daily close
AMZW37.6%47.4%57.1%2026-08-13: 39.36%2026-08-14: 39.25%2026-08-17: 41.39%2026-08-18: 43.05%2026-08-19: 43.68%2026-08-20: 48.03%2026-08-21: 40.54%2026-08-24: 40.88%2026-08-25: 40.28%2026-08-26: 39.85%2026-08-27: 40.15%2026-08-28: 40.73%2026-08-31: 40.12%2026-09-01: 41.10%2026-09-02: 41.01%2026-09-03: 41.40%2026-09-04: 38.95%2026-09-08: 42.46%2026-09-09: 42.97%2026-09-10: 44.26%2026-09-11: 43.79%2026-09-14: 47.15%2026-09-15: 50.90%2026-09-16: 45.29%2026-09-17: 55.79%2026-09-18: 42.50%2026-09-21: 42.88%2026-09-22: 41.99%2026-09-23: 42.28%2026-09-24: 43.28%2026-09-25: 41.93%2026-09-28: 41.34%2026-09-29: 41.89%2026-09-30: 42.44%2026-10-01: 42.47%2026-10-02: 40.55%2026-10-05: 40.63%2026-10-06: 40.62%2026-10-07: 42.88%2026-10-08: 41.75%2026-10-09: 41.77%2026-10-12: 43.50%2026-10-13: 44.65%2026-10-14: 46.89%2026-10-15: 51.28%2026-10-16: 44.56%2026-10-19: 44.13%2026-10-20: 44.57%2026-10-21: 45.42%2026-10-22: 46.91%2026-10-23: 47.45%2026-10-26: 47.94%2026-10-27: 48.47%2026-10-28: 49.96%2026-10-29: 51.35%2026-10-30: 43.29%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
39.36%
39.25%
41.39%
43.05%
43.68%
48.03%
40.54%
40.88%
40.28%
39.85%
40.15%
40.73%
40.12%
41.10%
41.01%
41.40%
38.95%
42.46%
42.97%
44.26%
43.79%
47.15%
50.90%
45.29%
55.79%
42.50%
42.88%
41.99%
42.28%
43.28%
41.93%
41.34%
41.89%
42.44%
42.47%
40.55%
40.63%
40.62%
42.88%
41.75%
41.77%
43.50%
44.65%
46.89%
51.28%
44.56%
44.13%
44.57%
45.42%
46.91%
47.45%
47.94%
48.47%
49.96%
51.35%
43.29%