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Roundhill BRKB WeeklyPay ETF BRKW

i

Market dataready · fetched 2026-10-23T06:08:50.637Z

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 · 2026-10-23T00:00:01.101647891Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:08:50.321436+00:00

Share price$41.69
1D-0.2%
AH$41.73$41.80$41.87$41.94$42.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBRKW
Sold putSold callAH

Roundhill BRKB WeeklyPay ETF options

Live interpolated BRKW call and put midpoint premiums by absolute delta.Roundhill BRKB WeeklyPay ETF$0.50$1.65$2.80$3.96$5.11$36.39$38.79$41.18$43.57$45.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BRKW spot · $41.69BRKW PRICE$0.63$0.63$0.67$0.74$0.82$0.89$0.97$1.06$1.15$1.23$1.41$1.67$1.93$0.73$0.79$0.88$0.96$1.05$1.14$1.24$1.45$1.69$1.97$2.44$3.23$4.78
PutsExpensive1.63×
CallsCheap0.89×
SkewBearish+7.25 pp
Implied moveBearish±$2.21
TiltBearish23.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.7251.3%16.0%37.3552.6%12.2%
25Δ45.2237.9%9.9%38.8542.9%8.7%
30Δ44.0231.8%7.2%39.8037.6%6.7%
35Δ43.3128.4%5.7%40.5033.5%5.2%
40Δ42.7625.7%4.5%41.0930.0%4.0%
45Δ42.3323.6%3.7%41.5127.7%3.2%
50Δ41.9321.7%2.9%41.9425.4%2.4%
55Δ41.6620.3%2.5%42.3225.2%2.0%
60Δ41.4019.0%2.0%42.7025.4%1.6%
65Δ41.1317.7%1.6%43.1225.9%1.3%
70Δ40.8217.2%1.3%43.6827.5%1.1%
75Δ40.4717.6%1.1%44.5431.4%0.9%
80Δ40.1318.0%0.9%46.1339.4%0.8%

20Δ

Calls
Pseudo strike
47.72
IV
51.3%
B/E move
16.0%
Puts
Pseudo strike
37.35
IV
52.6%
B/E move
12.2%

25Δ

Calls
Pseudo strike
45.22
IV
37.9%
B/E move
9.9%
Puts
Pseudo strike
38.85
IV
42.9%
B/E move
8.7%

30Δ

Calls
Pseudo strike
44.02
IV
31.8%
B/E move
7.2%
Puts
Pseudo strike
39.80
IV
37.6%
B/E move
6.7%

35Δ

Calls
Pseudo strike
43.31
IV
28.4%
B/E move
5.7%
Puts
Pseudo strike
40.50
IV
33.5%
B/E move
5.2%

40Δ

Calls
Pseudo strike
42.76
IV
25.7%
B/E move
4.5%
Puts
Pseudo strike
41.09
IV
30.0%
B/E move
4.0%

45Δ

Calls
Pseudo strike
42.33
IV
23.6%
B/E move
3.7%
Puts
Pseudo strike
41.51
IV
27.7%
B/E move
3.2%

50Δ

Calls
Pseudo strike
41.93
IV
21.7%
B/E move
2.9%
Puts
Pseudo strike
41.94
IV
25.4%
B/E move
2.4%

55Δ

Calls
Pseudo strike
41.66
IV
20.3%
B/E move
2.5%
Puts
Pseudo strike
42.32
IV
25.2%
B/E move
2.0%

60Δ

Calls
Pseudo strike
41.40
IV
19.0%
B/E move
2.0%
Puts
Pseudo strike
42.70
IV
25.4%
B/E move
1.6%

65Δ

Calls
Pseudo strike
41.13
IV
17.7%
B/E move
1.6%
Puts
Pseudo strike
43.12
IV
25.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
40.82
IV
17.2%
B/E move
1.3%
Puts
Pseudo strike
43.68
IV
27.5%
B/E move
1.1%

75Δ

Calls
Pseudo strike
40.47
IV
17.6%
B/E move
1.1%
Puts
Pseudo strike
44.54
IV
31.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
40.13
IV
18.0%
B/E move
0.9%
Puts
Pseudo strike
46.13
IV
39.4%
B/E move
0.8%

Options history

BRKW55.0756.1157.152026-10-20: 57.00%2026-10-21: 55.22%Oct 20Oct 21
Table
DateIV
57.00%
55.22%