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Roundhill AMZN WeeklyPay ETF AMZW

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Market datapartial · fetched 2026-10-22T12:09:10.294Z

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 · 2026-10-22T08:42:12.96747794Z

FundamentalsAlpha Vantage · unavailable

Share price$34.83
1D
Price history unavailable.

Roundhill AMZN WeeklyPay ETF options

Live interpolated AMZW call and put midpoint premiums by absolute delta.Roundhill AMZN WeeklyPay ETF$0.41$1.75$3.09$4.42$5.76$28.79$31.85$34.91$37.97$41.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMZW spot · $34.83AMZW PRICE$0.56$0.68$0.83$1.06$1.26$1.48$1.75$2.08$2.45$2.84$3.30$3.88$4.76$0.65$0.78$1.02$1.26$1.50$1.74$2.00$2.30$2.81$3.38$3.87$4.61$5.37
PutsExpensive1.32×
CallsExpensive1.45×
SkewBullish-1.62 pp
Implied moveBearish±$3.76
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.3154.5%17.3%31.0354.9%12.8%
25Δ38.7949.2%13.3%32.1049.7%10.1%
30Δ37.8347.6%11.0%32.7650.1%8.9%
35Δ37.2048.9%9.8%33.4249.9%7.7%
40Δ36.5348.7%8.5%34.0649.3%6.5%
45Δ35.8748.1%7.2%34.6647.9%5.5%
50Δ35.2748.5%6.3%35.2446.8%4.6%
55Δ34.6649.5%5.5%35.8246.1%3.8%
60Δ34.0451.0%4.8%36.5147.9%3.2%
65Δ33.3951.3%4.0%37.2549.8%2.7%
70Δ32.6952.1%3.3%37.9649.5%2.1%
75Δ31.9053.7%2.7%38.8849.2%1.6%
80Δ30.8658.0%2.2%39.8048.9%1.1%

20Δ

Calls
Pseudo strike
40.31
IV
54.5%
B/E move
17.3%
Puts
Pseudo strike
31.03
IV
54.9%
B/E move
12.8%

25Δ

Calls
Pseudo strike
38.79
IV
49.2%
B/E move
13.3%
Puts
Pseudo strike
32.10
IV
49.7%
B/E move
10.1%

30Δ

Calls
Pseudo strike
37.83
IV
47.6%
B/E move
11.0%
Puts
Pseudo strike
32.76
IV
50.1%
B/E move
8.9%

35Δ

Calls
Pseudo strike
37.20
IV
48.9%
B/E move
9.8%
Puts
Pseudo strike
33.42
IV
49.9%
B/E move
7.7%

40Δ

Calls
Pseudo strike
36.53
IV
48.7%
B/E move
8.5%
Puts
Pseudo strike
34.06
IV
49.3%
B/E move
6.5%

45Δ

Calls
Pseudo strike
35.87
IV
48.1%
B/E move
7.2%
Puts
Pseudo strike
34.66
IV
47.9%
B/E move
5.5%

50Δ

Calls
Pseudo strike
35.27
IV
48.5%
B/E move
6.3%
Puts
Pseudo strike
35.24
IV
46.8%
B/E move
4.6%

55Δ

Calls
Pseudo strike
34.66
IV
49.5%
B/E move
5.5%
Puts
Pseudo strike
35.82
IV
46.1%
B/E move
3.8%

60Δ

Calls
Pseudo strike
34.04
IV
51.0%
B/E move
4.8%
Puts
Pseudo strike
36.51
IV
47.9%
B/E move
3.2%

65Δ

Calls
Pseudo strike
33.39
IV
51.3%
B/E move
4.0%
Puts
Pseudo strike
37.25
IV
49.8%
B/E move
2.7%

70Δ

Calls
Pseudo strike
32.69
IV
52.1%
B/E move
3.3%
Puts
Pseudo strike
37.96
IV
49.5%
B/E move
2.1%

75Δ

Calls
Pseudo strike
31.90
IV
53.7%
B/E move
2.7%
Puts
Pseudo strike
38.88
IV
49.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
30.86
IV
58.0%
B/E move
2.2%
Puts
Pseudo strike
39.80
IV
48.9%
B/E move
1.1%

Options history

AMZW82.6385.8088.972026-10-20: 83.07%2026-10-21: 88.53%Oct 20Oct 21
Table
DateIV
83.07%
88.53%