Roundhill COIN WeeklyPay ETF COIW
i
Market dataready · fetched 2026-11-12T17:27:14.078Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T17:23:28.759801155Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T17:27:13.566734+00:00
Roundhill COIN WeeklyPay ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.09 | 312.1% | 31.5% | |||
| 25Δ | 4.46 | 261.0% | 24.9% | |||
| 30Δ | 6.32 | 142.8% | 19.5% | 4.83 | 209.8% | 18.3% |
| 35Δ | 6.07 | 138.9% | 15.5% | 5.11 | 184.9% | 14.6% |
| 40Δ | 5.90 | 134.4% | 13.3% | 5.31 | 182.3% | 13.2% |
| 45Δ | 5.77 | 129.8% | 11.8% | 5.51 | 179.8% | 11.9% |
| 50Δ | 5.64 | 125.1% | 10.2% | 5.72 | 177.3% | 10.5% |
| 55Δ | 5.51 | 120.5% | 8.7% | 5.92 | 174.7% | 9.2% |
| 60Δ | 5.38 | 115.8% | 7.1% | 6.12 | 172.2% | 7.9% |
| 65Δ | 5.25 | 111.1% | 5.6% | 6.32 | 169.7% | 6.5% |
| 70Δ | 5.12 | 106.5% | 4.0% | 6.52 | 167.1% | 5.2% |
| 75Δ | 6.73 | 164.6% | 3.8% | |||
| 80Δ | 6.93 | 162.1% | 2.5% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.09
- IV
- 312.1%
- B/E move
- 31.5%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.46
- IV
- 261.0%
- B/E move
- 24.9%
30Δ
- Pseudo strike
- 6.32
- IV
- 142.8%
- B/E move
- 19.5%
- Pseudo strike
- 4.83
- IV
- 209.8%
- B/E move
- 18.3%
35Δ
- Pseudo strike
- 6.07
- IV
- 138.9%
- B/E move
- 15.5%
- Pseudo strike
- 5.11
- IV
- 184.9%
- B/E move
- 14.6%
40Δ
- Pseudo strike
- 5.90
- IV
- 134.4%
- B/E move
- 13.3%
- Pseudo strike
- 5.31
- IV
- 182.3%
- B/E move
- 13.2%
45Δ
- Pseudo strike
- 5.77
- IV
- 129.8%
- B/E move
- 11.8%
- Pseudo strike
- 5.51
- IV
- 179.8%
- B/E move
- 11.9%
50Δ
- Pseudo strike
- 5.64
- IV
- 125.1%
- B/E move
- 10.2%
- Pseudo strike
- 5.72
- IV
- 177.3%
- B/E move
- 10.5%
55Δ
- Pseudo strike
- 5.51
- IV
- 120.5%
- B/E move
- 8.7%
- Pseudo strike
- 5.92
- IV
- 174.7%
- B/E move
- 9.2%
60Δ
- Pseudo strike
- 5.38
- IV
- 115.8%
- B/E move
- 7.1%
- Pseudo strike
- 6.12
- IV
- 172.2%
- B/E move
- 7.9%
65Δ
- Pseudo strike
- 5.25
- IV
- 111.1%
- B/E move
- 5.6%
- Pseudo strike
- 6.32
- IV
- 169.7%
- B/E move
- 6.5%
70Δ
- Pseudo strike
- 5.12
- IV
- 106.5%
- B/E move
- 4.0%
- Pseudo strike
- 6.52
- IV
- 167.1%
- B/E move
- 5.2%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.73
- IV
- 164.6%
- B/E move
- 3.8%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.93
- IV
- 162.1%
- B/E move
- 2.5%
Options history
Table
| Date | IV (%) |
|---|---|
| 99.64% |