IntraAlpha
Create free account Start free

Roundhill BABA WeeklyPay ETF BABW

i

Market datapartial · fetched 2026-10-23T16:47:33.768Z

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 · 2026-10-23T13:33:15.381227095Z

FundamentalsAlpha Vantage · unavailable

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

Roundhill BABA WeeklyPay ETF options

Live interpolated BABW call and put midpoint premiums by absolute delta.Roundhill BABA WeeklyPay ETF$0.31$0.74$1.17$1.60$2.03$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEBABW PRICE$0.36$0.40$0.46$0.52$0.59$0.65$0.71$0.80$0.92$1.05$1.17$1.29$1.90$0.45$0.53$0.61$0.75$0.92$1.09
PutsExpensive1.27×
CallsFair1.00×
SkewBearish+18.77 pp
Implied move——
TiltBullish42.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.7674.5%24.3%14.5277.8%17.2%
25Δ19.4962.3%17.1%15.2269.2%13.5%
30Δ18.7455.4%13.0%15.7662.9%10.8%
35Δ18.2250.9%10.3%16.2060.3%9.0%
40Δ17.8247.2%8.3%16.5660.7%7.9%
45Δ17.5044.0%6.8%16.9261.1%6.8%
50Δ17.1940.8%5.4%
55Δ16.9138.6%4.2%
60Δ16.6938.0%3.6%
65Δ16.4637.3%3.0%
70Δ16.2436.6%2.5%
75Δ16.0136.0%1.9%
80Δ15.3643.5%1.6%

20Δ

Calls
Pseudo strike
20.76
IV
74.5%
B/E move
24.3%
Puts
Pseudo strike
14.52
IV
77.8%
B/E move
17.2%

25Δ

Calls
Pseudo strike
19.49
IV
62.3%
B/E move
17.1%
Puts
Pseudo strike
15.22
IV
69.2%
B/E move
13.5%

30Δ

Calls
Pseudo strike
18.74
IV
55.4%
B/E move
13.0%
Puts
Pseudo strike
15.76
IV
62.9%
B/E move
10.8%

35Δ

Calls
Pseudo strike
18.22
IV
50.9%
B/E move
10.3%
Puts
Pseudo strike
16.20
IV
60.3%
B/E move
9.0%

40Δ

Calls
Pseudo strike
17.82
IV
47.2%
B/E move
8.3%
Puts
Pseudo strike
16.56
IV
60.7%
B/E move
7.9%

45Δ

Calls
Pseudo strike
17.50
IV
44.0%
B/E move
6.8%
Puts
Pseudo strike
16.92
IV
61.1%
B/E move
6.8%

50Δ

Calls
Pseudo strike
17.19
IV
40.8%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
16.91
IV
38.6%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
16.69
IV
38.0%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
16.46
IV
37.3%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
16.24
IV
36.6%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
16.01
IV
36.0%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
15.36
IV
43.5%
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%