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Roundhill AVGO WeeklyPay ETF AVGW

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Market dataready · fetched 2026-11-11T14:53:34.789Z

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 · 2026-11-11T14:51:27.556352393Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:53:34.377303+00:00

Share price$30.24
1D+1.3%
$29.80$29.99$30.18$30.36$30.555:30 AM6:30 AM9:00 AM1:00 PMAVGW
Sold putSold call

Roundhill AVGO WeeklyPay ETF options

Live interpolated AVGW call and put midpoint premiums by absolute delta.Roundhill AVGO WeeklyPay ETF$0.66$1.62$2.58$3.54$4.50$22.81$26.14$29.46$32.79$36.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive AVGW spot · $30.24AVGW PRICE$0.76$0.82$0.96$1.15$1.34$1.53$1.72$1.95$2.29$2.64$0.88$1.10$1.32$1.54$1.76$2.05$2.35$2.79$3.33$4.22
Puts——
Calls——
Skew——
Implied moveBearish±$2.69
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ31.8772.9%7.9%29.1671.5%6.5%
40Δ31.2664.9%6.1%29.6072.0%5.8%
45Δ30.7961.5%5.0%30.0472.4%5.0%
50Δ30.4161.4%4.4%30.4872.8%4.3%
55Δ30.0461.3%3.8%30.9273.2%3.6%
60Δ29.6761.1%3.2%31.3873.2%3.0%
65Δ29.3061.0%2.6%31.8573.0%2.5%
70Δ28.9161.2%2.0%32.4374.4%2.0%
75Δ28.4462.3%1.6%33.0976.9%1.6%
80Δ27.9863.3%1.3%34.0883.1%1.3%

20Δ

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

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
31.87
IV
72.9%
B/E move
7.9%
Puts
Pseudo strike
29.16
IV
71.5%
B/E move
6.5%

40Δ

Calls
Pseudo strike
31.26
IV
64.9%
B/E move
6.1%
Puts
Pseudo strike
29.60
IV
72.0%
B/E move
5.8%

45Δ

Calls
Pseudo strike
30.79
IV
61.5%
B/E move
5.0%
Puts
Pseudo strike
30.04
IV
72.4%
B/E move
5.0%

50Δ

Calls
Pseudo strike
30.41
IV
61.4%
B/E move
4.4%
Puts
Pseudo strike
30.48
IV
72.8%
B/E move
4.3%

55Δ

Calls
Pseudo strike
30.04
IV
61.3%
B/E move
3.8%
Puts
Pseudo strike
30.92
IV
73.2%
B/E move
3.6%

60Δ

Calls
Pseudo strike
29.67
IV
61.1%
B/E move
3.2%
Puts
Pseudo strike
31.38
IV
73.2%
B/E move
3.0%

65Δ

Calls
Pseudo strike
29.30
IV
61.0%
B/E move
2.6%
Puts
Pseudo strike
31.85
IV
73.0%
B/E move
2.5%

70Δ

Calls
Pseudo strike
28.91
IV
61.2%
B/E move
2.0%
Puts
Pseudo strike
32.43
IV
74.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
28.44
IV
62.3%
B/E move
1.6%
Puts
Pseudo strike
33.09
IV
76.9%
B/E move
1.6%

80Δ

Calls
Pseudo strike
27.98
IV
63.3%
B/E move
1.3%
Puts
Pseudo strike
34.08
IV
83.1%
B/E move
1.3%

Options history

IV · four-Friday blend125.73%
Daily EOD
AVGW99.5%118.8%138.2%2026-10-19: 102.17%2026-10-20: 126.50%2026-10-23: 135.51%2026-10-29: 125.73%Oct 19Oct 20Oct 29
4 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
102.17%
126.50%
135.51%
125.73%