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Roundhill BABA WeeklyPay ETF BABW

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Market datapartial · fetched 2026-10-23T21:06:03.465Z

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 · 2026-10-23T20:10:00.817467233Z

FundamentalsAlpha Vantage · unavailable

Share price$16.98
1D+0.0%
AH$16.98$16.99$16.99$16.99$17.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBABW
Sold putSold callAH

Roundhill BABA WeeklyPay ETF options

Live interpolated BABW call and put midpoint premiums by absolute delta.Roundhill BABA WeeklyPay ETF$0.31$0.75$1.19$1.63$2.07$13.13$15.15$17.16$19.18$21.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BABW spot · $16.98BABW PRICE$0.36$0.40$0.46$0.52$0.58$0.63$0.67$0.76$0.89$1.03$1.17$1.31$1.94$0.45$0.53$0.61$0.74$0.91$1.09$1.38$1.71
PutsExpensive1.28×
CallsFair0.98×
SkewBearish+19.31 pp
Implied moveBearish±$2.05
TiltBullish18.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.7574.8%24.3%14.5178.0%17.2%
25Δ19.4862.6%17.1%15.2269.3%13.5%
30Δ18.7455.6%13.0%15.7662.9%10.8%
35Δ18.2151.2%10.3%16.2060.1%9.0%
40Δ17.8147.0%8.3%16.5660.5%7.9%
45Δ17.4942.9%6.7%16.9260.9%6.8%
50Δ17.1838.7%5.1%17.3463.9%6.0%
55Δ16.9036.4%4.0%17.7867.6%5.4%
60Δ16.6836.4%3.5%
65Δ16.4536.4%2.9%
70Δ16.2236.3%2.4%
75Δ15.9936.4%1.9%
80Δ15.3144.5%1.6%

20Δ

Calls
Pseudo strike
20.75
IV
74.8%
B/E move
24.3%
Puts
Pseudo strike
14.51
IV
78.0%
B/E move
17.2%

25Δ

Calls
Pseudo strike
19.48
IV
62.6%
B/E move
17.1%
Puts
Pseudo strike
15.22
IV
69.3%
B/E move
13.5%

30Δ

Calls
Pseudo strike
18.74
IV
55.6%
B/E move
13.0%
Puts
Pseudo strike
15.76
IV
62.9%
B/E move
10.8%

35Δ

Calls
Pseudo strike
18.21
IV
51.2%
B/E move
10.3%
Puts
Pseudo strike
16.20
IV
60.1%
B/E move
9.0%

40Δ

Calls
Pseudo strike
17.81
IV
47.0%
B/E move
8.3%
Puts
Pseudo strike
16.56
IV
60.5%
B/E move
7.9%

45Δ

Calls
Pseudo strike
17.49
IV
42.9%
B/E move
6.7%
Puts
Pseudo strike
16.92
IV
60.9%
B/E move
6.8%

50Δ

Calls
Pseudo strike
17.18
IV
38.7%
B/E move
5.1%
Puts
Pseudo strike
17.34
IV
63.9%
B/E move
6.0%

55Δ

Calls
Pseudo strike
16.90
IV
36.4%
B/E move
4.0%
Puts
Pseudo strike
17.78
IV
67.6%
B/E move
5.4%

60Δ

Calls
Pseudo strike
16.68
IV
36.4%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
16.45
IV
36.4%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
16.22
IV
36.3%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
15.99
IV
36.4%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
15.31
IV
44.5%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

BABW122.82153.96185.092026-10-20: 162.33%2026-10-21: 180.80%2026-10-22: 127.11%Oct 20Oct 22
Table
DateIV
162.33%
180.80%
127.11%