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Roundhill AVGO WeeklyPay ETF AVGW

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Market datapartial · fetched 2026-10-23T02:40:59.210Z

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 · 2026-10-23T00:00:00.79281538Z

FundamentalsAlpha Vantage · unavailable

Share price$28.16
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$2.81$5.44$8.07$10.70$20.62$24.56$28.51$32.45$36.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVGW spot · $28.16AVGW PRICE$0.47$0.62$0.69$0.77$0.88$0.99$1.09$1.19$1.36$1.55$1.73$2.03$2.34$0.70$0.85$1.05$1.35$1.73$2.16$2.55$3.18$3.89$4.80$6.52$9.94
PutsExpensive1.40×
CallsCheap0.81×
SkewBearish+35.65 pp
Implied moveBearish±$3.64
TiltBearish42.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.8357.4%18.2%24.2972.5%16.2%
25Δ32.0557.8%16.0%25.3765.4%12.9%
30Δ30.7449.8%11.6%26.1662.6%10.8%
35Δ29.8944.3%8.9%26.7864.4%9.7%
40Δ29.3441.8%7.3%27.4367.4%8.7%
45Δ28.8439.3%5.9%28.1070.6%7.9%
50Δ28.4436.8%4.9%28.8170.4%6.7%
55Δ28.0434.3%3.8%29.6674.2%6.0%
60Δ27.7033.6%3.2%30.5977.6%5.2%
65Δ27.3733.1%2.7%31.7181.7%4.5%
70Δ27.0332.6%2.1%33.5592.9%4.0%
75Δ26.6232.8%1.8%37.06114.2%3.7%
80Δ26.2133.0%1.4%

20Δ

Calls
Pseudo strike
32.83
IV
57.4%
B/E move
18.2%
Puts
Pseudo strike
24.29
IV
72.5%
B/E move
16.2%

25Δ

Calls
Pseudo strike
32.05
IV
57.8%
B/E move
16.0%
Puts
Pseudo strike
25.37
IV
65.4%
B/E move
12.9%

30Δ

Calls
Pseudo strike
30.74
IV
49.8%
B/E move
11.6%
Puts
Pseudo strike
26.16
IV
62.6%
B/E move
10.8%

35Δ

Calls
Pseudo strike
29.89
IV
44.3%
B/E move
8.9%
Puts
Pseudo strike
26.78
IV
64.4%
B/E move
9.7%

40Δ

Calls
Pseudo strike
29.34
IV
41.8%
B/E move
7.3%
Puts
Pseudo strike
27.43
IV
67.4%
B/E move
8.7%

45Δ

Calls
Pseudo strike
28.84
IV
39.3%
B/E move
5.9%
Puts
Pseudo strike
28.10
IV
70.6%
B/E move
7.9%

50Δ

Calls
Pseudo strike
28.44
IV
36.8%
B/E move
4.9%
Puts
Pseudo strike
28.81
IV
70.4%
B/E move
6.7%

55Δ

Calls
Pseudo strike
28.04
IV
34.3%
B/E move
3.8%
Puts
Pseudo strike
29.66
IV
74.2%
B/E move
6.0%

60Δ

Calls
Pseudo strike
27.70
IV
33.6%
B/E move
3.2%
Puts
Pseudo strike
30.59
IV
77.6%
B/E move
5.2%

65Δ

Calls
Pseudo strike
27.37
IV
33.1%
B/E move
2.7%
Puts
Pseudo strike
31.71
IV
81.7%
B/E move
4.5%

70Δ

Calls
Pseudo strike
27.03
IV
32.6%
B/E move
2.1%
Puts
Pseudo strike
33.55
IV
92.9%
B/E move
4.0%

75Δ

Calls
Pseudo strike
26.62
IV
32.8%
B/E move
1.8%
Puts
Pseudo strike
37.06
IV
114.2%
B/E move
3.7%

80Δ

Calls
Pseudo strike
26.21
IV
33.0%
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%