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Roundhill AVGO WeeklyPay ETF AVGW

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Market datapartial · fetched 2026-10-22T18:49:00.271Z

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 · 2026-10-22T18:45:08.698000771Z

FundamentalsAlpha Vantage · unavailable

Share price$28.31
1D-0.7%
$28.06$28.29$28.51$28.73$28.965:30 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$0.42$2.91$5.41$7.90$10.39$20.64$24.58$28.52$32.46$36.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVGW spot · $28.31AVGW PRICE$0.69$0.78$0.87$0.97$1.14$1.32$1.49$1.66$1.83$2.01$2.18$0.71$0.86$1.07$1.36$1.79$2.19$2.53$3.14$4.31$5.67$7.03$9.67
PutsExpensive1.42×
CallsCheap0.74×
SkewBearish+40.51 pp
Implied moveBearish±$3.67
TiltBearish45.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.4072.7%16.4%
25Δ25.4865.7%13.0%
30Δ30.8849.0%11.5%26.2863.5%11.0%
35Δ30.2345.2%9.5%26.9165.0%9.7%
40Δ29.5741.5%7.5%27.5769.0%8.9%
45Δ28.9638.0%5.7%28.2571.3%8.0%
50Δ28.6336.6%5.2%28.9569.8%6.7%
55Δ28.2935.3%4.6%29.7873.1%5.9%
60Δ27.9633.9%4.0%31.1379.9%5.2%
65Δ27.6232.5%3.4%32.6687.8%4.7%
70Δ27.2931.2%2.9%34.1995.7%4.1%
75Δ26.9629.8%2.3%36.97110.6%3.6%
80Δ26.6228.5%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.40
IV
72.7%
B/E move
16.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.48
IV
65.7%
B/E move
13.0%

30Δ

Calls
Pseudo strike
30.88
IV
49.0%
B/E move
11.5%
Puts
Pseudo strike
26.28
IV
63.5%
B/E move
11.0%

35Δ

Calls
Pseudo strike
30.23
IV
45.2%
B/E move
9.5%
Puts
Pseudo strike
26.91
IV
65.0%
B/E move
9.7%

40Δ

Calls
Pseudo strike
29.57
IV
41.5%
B/E move
7.5%
Puts
Pseudo strike
27.57
IV
69.0%
B/E move
8.9%

45Δ

Calls
Pseudo strike
28.96
IV
38.0%
B/E move
5.7%
Puts
Pseudo strike
28.25
IV
71.3%
B/E move
8.0%

50Δ

Calls
Pseudo strike
28.63
IV
36.6%
B/E move
5.2%
Puts
Pseudo strike
28.95
IV
69.8%
B/E move
6.7%

55Δ

Calls
Pseudo strike
28.29
IV
35.3%
B/E move
4.6%
Puts
Pseudo strike
29.78
IV
73.1%
B/E move
5.9%

60Δ

Calls
Pseudo strike
27.96
IV
33.9%
B/E move
4.0%
Puts
Pseudo strike
31.13
IV
79.9%
B/E move
5.2%

65Δ

Calls
Pseudo strike
27.62
IV
32.5%
B/E move
3.4%
Puts
Pseudo strike
32.66
IV
87.8%
B/E move
4.7%

70Δ

Calls
Pseudo strike
27.29
IV
31.2%
B/E move
2.9%
Puts
Pseudo strike
34.19
IV
95.7%
B/E move
4.1%

75Δ

Calls
Pseudo strike
26.96
IV
29.8%
B/E move
2.3%
Puts
Pseudo strike
36.97
IV
110.6%
B/E move
3.6%

80Δ

Calls
Pseudo strike
26.62
IV
28.5%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

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