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Roundhill ARM WeeklyPay ETF ARMW

i

Market dataready · fetched 2026-11-11T14:37:19.242Z

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 · 2026-11-11T14:35:51.137867775Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:37:18.759632+00:00

Share price$25.09
1D-1.1%
$25.06$25.17$25.27$25.37$25.485:30 AM6:30 AM9:00 AM1:00 PMARMW
Sold putSold call

Roundhill ARM WeeklyPay ETF options

Live interpolated ARMW call and put midpoint premiums by absolute delta.Roundhill ARM WeeklyPay ETF$0.44$1.62$2.79$3.97$5.14$17.96$21.50$25.03$28.57$32.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARMW spot · $25.09ARMW PRICE$0.57$0.65$0.74$0.83$0.93$1.07$1.27$1.47$1.69$1.92$2.30$2.70$3.05$0.69$0.80$0.92$1.05$1.28$1.52$1.82$2.14$2.64$3.15$3.65$4.15$4.81
PutsCheap0.76×
CallsCheap0.69×
SkewBearish+12.62 pp
Implied moveBearish±$3.09
TiltBearish19.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.18141.9%26.5%21.36138.4%17.6%
25Δ29.07118.9%18.4%22.42122.3%13.8%
30Δ28.17108.9%15.2%23.24110.9%11.1%
35Δ27.3099.1%12.1%23.89103.5%9.0%
40Δ26.4489.4%9.1%24.42102.4%7.7%
45Δ25.7885.1%7.0%24.93102.5%6.7%
50Δ25.3586.3%6.1%25.46103.5%5.8%
55Δ24.9287.2%5.2%25.99104.5%5.0%
60Δ24.4986.6%4.4%26.65105.6%4.3%
65Δ24.0686.0%3.5%27.33106.6%3.6%
70Δ23.5489.2%3.0%28.00107.7%2.9%
75Δ23.0092.9%2.4%28.67108.7%2.3%
80Δ22.4990.3%1.8%29.48109.4%1.7%

20Δ

Calls
Pseudo strike
31.18
IV
141.9%
B/E move
26.5%
Puts
Pseudo strike
21.36
IV
138.4%
B/E move
17.6%

25Δ

Calls
Pseudo strike
29.07
IV
118.9%
B/E move
18.4%
Puts
Pseudo strike
22.42
IV
122.3%
B/E move
13.8%

30Δ

Calls
Pseudo strike
28.17
IV
108.9%
B/E move
15.2%
Puts
Pseudo strike
23.24
IV
110.9%
B/E move
11.1%

35Δ

Calls
Pseudo strike
27.30
IV
99.1%
B/E move
12.1%
Puts
Pseudo strike
23.89
IV
103.5%
B/E move
9.0%

40Δ

Calls
Pseudo strike
26.44
IV
89.4%
B/E move
9.1%
Puts
Pseudo strike
24.42
IV
102.4%
B/E move
7.7%

45Δ

Calls
Pseudo strike
25.78
IV
85.1%
B/E move
7.0%
Puts
Pseudo strike
24.93
IV
102.5%
B/E move
6.7%

50Δ

Calls
Pseudo strike
25.35
IV
86.3%
B/E move
6.1%
Puts
Pseudo strike
25.46
IV
103.5%
B/E move
5.8%

55Δ

Calls
Pseudo strike
24.92
IV
87.2%
B/E move
5.2%
Puts
Pseudo strike
25.99
IV
104.5%
B/E move
5.0%

60Δ

Calls
Pseudo strike
24.49
IV
86.6%
B/E move
4.4%
Puts
Pseudo strike
26.65
IV
105.6%
B/E move
4.3%

65Δ

Calls
Pseudo strike
24.06
IV
86.0%
B/E move
3.5%
Puts
Pseudo strike
27.33
IV
106.6%
B/E move
3.6%

70Δ

Calls
Pseudo strike
23.54
IV
89.2%
B/E move
3.0%
Puts
Pseudo strike
28.00
IV
107.7%
B/E move
2.9%

75Δ

Calls
Pseudo strike
23.00
IV
92.9%
B/E move
2.4%
Puts
Pseudo strike
28.67
IV
108.7%
B/E move
2.3%

80Δ

Calls
Pseudo strike
22.49
IV
90.3%
B/E move
1.8%
Puts
Pseudo strike
29.48
IV
109.4%
B/E move
1.7%

Options history

IV · four-Friday blend120.55%
Daily EOD
ARMW108.5%121.2%133.8%2026-10-19: 112.35%2026-10-22: 132.10%2026-10-23: 122.47%2026-10-27: 121.76%2026-10-28: 110.26%2026-10-29: 120.55%Oct 19Oct 23Oct 29
6 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
112.35%
132.10%
122.47%
121.76%
110.26%
120.55%