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Roundhill BABA WeeklyPay ETF BABW

i

Market dataready · fetched 2026-11-13T00:48:04.218Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T23:30:00.82313751Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T00:48:03.679905+00:00

Share price$15.57
1D+1.4%
AH$15.40$15.47$15.55$15.62$15.695:30 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$0.32$0.59$0.86$1.14$1.41$12.64$14.33$16.01$17.69$19.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BABW spot · $15.57BABW PRICE$0.35$0.38$0.44$0.49$0.54$0.59$0.67$0.74$0.82$0.89$1.01$1.17$1.33$0.39$0.44$0.50$0.56$0.65$0.76$0.87$0.98
Puts——
CallsExpensive4.37×
Skew——
Implied moveBearish±$1.54
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.31152.6%26.3%13.34141.4%16.8%
25Δ17.90122.8%17.4%14.07117.6%12.4%
30Δ17.20109.2%13.2%14.48107.1%10.2%
35Δ16.7198.9%10.4%14.8996.5%8.0%
40Δ16.3189.8%8.2%15.1891.7%6.7%
45Δ15.9581.9%6.2%15.4489.1%5.7%
50Δ15.7478.1%5.3%15.6986.5%4.8%
55Δ15.5274.3%4.4%15.9583.8%3.9%
60Δ15.3170.5%3.6%
65Δ15.1066.7%2.7%
70Δ14.8864.2%2.0%
75Δ14.6662.8%1.7%
80Δ14.4461.3%1.3%

20Δ

Calls
Pseudo strike
19.31
IV
152.6%
B/E move
26.3%
Puts
Pseudo strike
13.34
IV
141.4%
B/E move
16.8%

25Δ

Calls
Pseudo strike
17.90
IV
122.8%
B/E move
17.4%
Puts
Pseudo strike
14.07
IV
117.6%
B/E move
12.4%

30Δ

Calls
Pseudo strike
17.20
IV
109.2%
B/E move
13.2%
Puts
Pseudo strike
14.48
IV
107.1%
B/E move
10.2%

35Δ

Calls
Pseudo strike
16.71
IV
98.9%
B/E move
10.4%
Puts
Pseudo strike
14.89
IV
96.5%
B/E move
8.0%

40Δ

Calls
Pseudo strike
16.31
IV
89.8%
B/E move
8.2%
Puts
Pseudo strike
15.18
IV
91.7%
B/E move
6.7%

45Δ

Calls
Pseudo strike
15.95
IV
81.9%
B/E move
6.2%
Puts
Pseudo strike
15.44
IV
89.1%
B/E move
5.7%

50Δ

Calls
Pseudo strike
15.74
IV
78.1%
B/E move
5.3%
Puts
Pseudo strike
15.69
IV
86.5%
B/E move
4.8%

55Δ

Calls
Pseudo strike
15.52
IV
74.3%
B/E move
4.4%
Puts
Pseudo strike
15.95
IV
83.8%
B/E move
3.9%

60Δ

Calls
Pseudo strike
15.31
IV
70.5%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
15.10
IV
66.7%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
14.88
IV
64.2%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
14.66
IV
62.8%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
14.44
IV
61.3%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend56.82%
Daily close
BABW49.2%62.8%76.4%2026-08-14: 60.75%2026-08-17: 66.14%2026-08-18: 68.97%2026-08-19: 74.51%2026-08-20: 65.18%2026-08-21: 55.82%2026-08-24: 55.20%2026-08-25: 56.15%2026-08-26: 55.55%2026-08-27: 55.40%2026-08-28: 55.37%2026-08-31: 53.88%2026-09-01: 53.52%2026-09-02: 54.31%2026-09-03: 54.56%2026-09-04: 55.86%2026-09-08: 55.96%2026-09-09: 55.19%2026-09-10: 56.25%2026-09-11: 55.29%2026-09-14: 58.25%2026-09-15: 61.45%2026-09-18: 57.80%2026-09-21: 58.83%2026-09-22: 55.86%2026-09-23: 54.65%2026-09-24: 53.81%2026-09-25: 52.71%2026-09-28: 52.34%2026-09-29: 52.49%2026-09-30: 51.10%2026-10-01: 52.36%2026-10-02: 52.60%2026-10-05: 53.70%2026-10-06: 54.27%2026-10-07: 53.95%2026-10-08: 52.14%2026-10-16: 54.10%2026-10-19: 53.83%2026-10-20: 54.98%2026-10-21: 55.03%2026-10-22: 56.77%2026-10-23: 56.83%2026-10-26: 56.53%2026-10-27: 57.40%2026-10-28: 57.33%2026-10-29: 56.97%2026-10-30: 56.82%Aug 14Sep 21Oct 30
48 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
60.75%
66.14%
68.97%
74.51%
65.18%
55.82%
55.20%
56.15%
55.55%
55.40%
55.37%
53.88%
53.52%
54.31%
54.56%
55.86%
55.96%
55.19%
56.25%
55.29%
58.25%
61.45%
57.80%
58.83%
55.86%
54.65%
53.81%
52.71%
52.34%
52.49%
51.10%
52.36%
52.60%
53.70%
54.27%
53.95%
52.14%
54.10%
53.83%
54.98%
55.03%
56.77%
56.83%
56.53%
57.40%
57.33%
56.97%
56.82%