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Roundhill AVGO WeeklyPay ETF AVGW

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Market dataready · fetched 2026-10-22T21:57:21.369Z

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 · 2026-10-22T20:57:15.75160828Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:54:53.569290+00:00

Share price$28.14
1D-1.3%
AH$27.87$28.15$28.42$28.70$28.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVGW
Sold putSold callAH

Roundhill AVGO WeeklyPay ETF options

Live interpolated AVGW call and put midpoint premiums by absolute delta.Roundhill AVGO WeeklyPay ETF$0.18$2.77$5.35$7.93$10.51$20.62$24.57$28.51$32.45$36.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVGW spot · $28.14AVGW PRICE$0.46$0.62$0.70$0.77$0.89$0.99$1.09$1.19$1.38$1.56$1.75$2.07$2.39$0.70$0.85$1.04$1.34$1.72$2.14$2.53$3.15$3.86$4.75$6.45$9.77
PutsExpensive1.40×
CallsCheap0.82×
SkewBearish+34.93 pp
Implied moveBearish±$3.63
TiltBearish41.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.7856.9%18.1%24.2872.1%16.2%
25Δ32.0357.8%16.0%25.3565.1%12.9%
30Δ30.7249.7%11.6%26.1462.4%10.8%
35Δ29.8844.4%8.9%26.7664.1%9.6%
40Δ29.3241.9%7.3%27.4167.1%8.7%
45Δ28.8339.5%6.0%28.0870.3%7.8%
50Δ28.4237.0%4.9%28.7970.1%6.7%
55Δ28.0234.5%3.8%29.6373.6%5.9%
60Δ27.6834.0%3.3%30.5577.1%5.2%
65Δ27.3433.5%2.7%31.6581.0%4.4%
70Δ27.0033.1%2.2%33.4892.2%4.0%
75Δ26.5733.5%1.8%36.88112.7%3.7%
80Δ26.1533.8%1.4%

20Δ

Calls
Pseudo strike
32.78
IV
56.9%
B/E move
18.1%
Puts
Pseudo strike
24.28
IV
72.1%
B/E move
16.2%

25Δ

Calls
Pseudo strike
32.03
IV
57.8%
B/E move
16.0%
Puts
Pseudo strike
25.35
IV
65.1%
B/E move
12.9%

30Δ

Calls
Pseudo strike
30.72
IV
49.7%
B/E move
11.6%
Puts
Pseudo strike
26.14
IV
62.4%
B/E move
10.8%

35Δ

Calls
Pseudo strike
29.88
IV
44.4%
B/E move
8.9%
Puts
Pseudo strike
26.76
IV
64.1%
B/E move
9.6%

40Δ

Calls
Pseudo strike
29.32
IV
41.9%
B/E move
7.3%
Puts
Pseudo strike
27.41
IV
67.1%
B/E move
8.7%

45Δ

Calls
Pseudo strike
28.83
IV
39.5%
B/E move
6.0%
Puts
Pseudo strike
28.08
IV
70.3%
B/E move
7.8%

50Δ

Calls
Pseudo strike
28.42
IV
37.0%
B/E move
4.9%
Puts
Pseudo strike
28.79
IV
70.1%
B/E move
6.7%

55Δ

Calls
Pseudo strike
28.02
IV
34.5%
B/E move
3.8%
Puts
Pseudo strike
29.63
IV
73.6%
B/E move
5.9%

60Δ

Calls
Pseudo strike
27.68
IV
34.0%
B/E move
3.3%
Puts
Pseudo strike
30.55
IV
77.1%
B/E move
5.2%

65Δ

Calls
Pseudo strike
27.34
IV
33.5%
B/E move
2.7%
Puts
Pseudo strike
31.65
IV
81.0%
B/E move
4.4%

70Δ

Calls
Pseudo strike
27.00
IV
33.1%
B/E move
2.2%
Puts
Pseudo strike
33.48
IV
92.2%
B/E move
4.0%

75Δ

Calls
Pseudo strike
26.57
IV
33.5%
B/E move
1.8%
Puts
Pseudo strike
36.88
IV
112.7%
B/E move
3.7%

80Δ

Calls
Pseudo strike
26.15
IV
33.8%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

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