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Roundhill BRKB WeeklyPay ETF BRKW

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Market datapartial · fetched 2026-11-13T18:11:32.364Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

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 · 2026-11-13T18:03:57.797937838Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:11:31.162444+00:00

Share price$45.29
1D+0.6%
$44.97$45.09$45.20$45.32$45.445:30 AM6:30 AM9:00 AM1:00 PMBRKW
Sold putSold call

Roundhill BRKB WeeklyPay ETF options

Live interpolated BRKW call and put midpoint premiums by absolute delta.Roundhill BRKB WeeklyPay ETF$2.26$2.41$2.56$2.71$2.86$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBRKW PRICE$2.28$2.55$2.82
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.2752.0%27.1%
25Δ38.4544.4%20.7%
30Δ41.6336.8%14.3%
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.27
IV
52.0%
B/E move
27.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.45
IV
44.4%
B/E move
20.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.63
IV
36.8%
B/E move
14.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend23.22%
Daily close
BRKW18.6%47.2%75.8%2026-08-17: 29.86%2026-08-18: 32.95%2026-08-19: 32.54%2026-08-20: 35.87%2026-08-21: 25.42%2026-08-24: 26.93%2026-08-25: 26.62%2026-08-26: 26.57%2026-08-27: 26.10%2026-08-28: 26.36%2026-08-31: 26.34%2026-09-01: 26.35%2026-09-02: 25.87%2026-09-03: 26.41%2026-09-04: 26.52%2026-09-08: 27.36%2026-09-09: 27.78%2026-09-10: 29.14%2026-09-11: 28.56%2026-09-14: 30.80%2026-09-15: 33.93%2026-09-16: 33.69%2026-09-17: 33.60%2026-09-18: 24.99%2026-09-21: 24.29%2026-09-22: 25.40%2026-09-23: 24.88%2026-09-24: 25.71%2026-09-25: 26.10%2026-09-28: 26.86%2026-09-29: 26.97%2026-09-30: 27.01%2026-10-01: 28.09%2026-10-02: 27.26%2026-10-05: 27.73%2026-10-06: 27.42%2026-10-07: 28.70%2026-10-08: 27.85%2026-10-09: 28.02%2026-10-12: 30.95%2026-10-13: 31.41%2026-10-14: 34.40%2026-10-16: 26.26%2026-10-19: 71.84%2026-10-20: 23.32%2026-10-21: 22.87%2026-10-22: 23.46%2026-10-23: 22.70%2026-10-26: 23.70%2026-10-27: 22.97%2026-10-28: 22.81%2026-10-29: 22.58%2026-10-30: 23.22%Aug 17Sep 23Oct 30
53 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
29.86%
32.95%
32.54%
35.87%
25.42%
26.93%
26.62%
26.57%
26.10%
26.36%
26.34%
26.35%
25.87%
26.41%
26.52%
27.36%
27.78%
29.14%
28.56%
30.80%
33.93%
33.69%
33.60%
24.99%
24.29%
25.40%
24.88%
25.71%
26.10%
26.86%
26.97%
27.01%
28.09%
27.26%
27.73%
27.42%
28.70%
27.85%
28.02%
30.95%
31.41%
34.40%
26.26%
71.84%
23.32%
22.87%
23.46%
22.70%
23.70%
22.97%
22.81%
22.58%
23.22%