IntraAlpha
Create free account Start free

Roundhill AVGO WeeklyPay ETF AVGW

i

Market datapartial · fetched 2026-10-22T12:41:33.168Z

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 · 2026-10-22T12:18:15.565357516Z

FundamentalsAlpha Vantage · unavailable

Share price$28.79
1D
Price history unavailable.

Roundhill AVGO WeeklyPay ETF options

Live interpolated AVGW call and put midpoint premiums by absolute delta.Roundhill AVGO WeeklyPay ETF$0.44$1.58$2.72$3.86$5.00$23.08$26.34$29.60$32.87$36.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVGW spot · $28.79AVGW PRICE$0.56$0.64$0.74$0.87$0.98$1.17$1.37$1.63$1.91$2.28$2.70$3.27$4.54$0.66$0.77$0.88$1.12$1.35$1.61$1.87$2.13$2.56$3.19$3.68$4.18$4.67
PutsFair1.00×
CallsExpensive1.06×
SkewBearish+2.02 pp
Implied moveBearish±$3.24
TiltBearish11.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.5767.3%22.0%25.1066.2%15.1%
25Δ32.7557.2%16.0%26.1858.4%11.8%
30Δ31.5551.7%12.2%27.0252.5%9.2%
35Δ30.7748.8%9.9%27.5753.0%8.1%
40Δ30.1045.7%8.0%28.1153.4%7.1%
45Δ29.6045.5%6.9%28.6653.1%6.1%
50Δ29.1245.7%5.9%29.1952.4%5.1%
55Δ28.6446.5%5.2%29.7151.0%4.2%
60Δ28.1647.4%4.4%30.3352.2%3.5%
65Δ27.6249.3%3.8%31.0856.0%3.1%
70Δ27.0451.6%3.3%31.7554.3%2.5%
75Δ26.3254.7%2.8%32.4252.6%1.9%
80Δ25.0168.5%2.6%33.0851.0%1.3%

20Δ

Calls
Pseudo strike
34.57
IV
67.3%
B/E move
22.0%
Puts
Pseudo strike
25.10
IV
66.2%
B/E move
15.1%

25Δ

Calls
Pseudo strike
32.75
IV
57.2%
B/E move
16.0%
Puts
Pseudo strike
26.18
IV
58.4%
B/E move
11.8%

30Δ

Calls
Pseudo strike
31.55
IV
51.7%
B/E move
12.2%
Puts
Pseudo strike
27.02
IV
52.5%
B/E move
9.2%

35Δ

Calls
Pseudo strike
30.77
IV
48.8%
B/E move
9.9%
Puts
Pseudo strike
27.57
IV
53.0%
B/E move
8.1%

40Δ

Calls
Pseudo strike
30.10
IV
45.7%
B/E move
8.0%
Puts
Pseudo strike
28.11
IV
53.4%
B/E move
7.1%

45Δ

Calls
Pseudo strike
29.60
IV
45.5%
B/E move
6.9%
Puts
Pseudo strike
28.66
IV
53.1%
B/E move
6.1%

50Δ

Calls
Pseudo strike
29.12
IV
45.7%
B/E move
5.9%
Puts
Pseudo strike
29.19
IV
52.4%
B/E move
5.1%

55Δ

Calls
Pseudo strike
28.64
IV
46.5%
B/E move
5.2%
Puts
Pseudo strike
29.71
IV
51.0%
B/E move
4.2%

60Δ

Calls
Pseudo strike
28.16
IV
47.4%
B/E move
4.4%
Puts
Pseudo strike
30.33
IV
52.2%
B/E move
3.5%

65Δ

Calls
Pseudo strike
27.62
IV
49.3%
B/E move
3.8%
Puts
Pseudo strike
31.08
IV
56.0%
B/E move
3.1%

70Δ

Calls
Pseudo strike
27.04
IV
51.6%
B/E move
3.3%
Puts
Pseudo strike
31.75
IV
54.3%
B/E move
2.5%

75Δ

Calls
Pseudo strike
26.32
IV
54.7%
B/E move
2.8%
Puts
Pseudo strike
32.42
IV
52.6%
B/E move
1.9%

80Δ

Calls
Pseudo strike
25.01
IV
68.5%
B/E move
2.6%
Puts
Pseudo strike
33.08
IV
51.0%
B/E move
1.3%

Options history

AVGW126.38126.50126.632026-10-20: 126.50%Oct 20Oct 20
Table
DateIV
126.50%