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Roundhill COST WeeklyPay ETF COSW

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Market datapartial · fetched 2026-11-13T16:10:06.649Z

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 · 2026-11-13T15:36:23.062229348Z

FundamentalsAlpha Vantage · unavailable

Share price$44.64
1D+1.2%
$44.05$44.21$44.37$44.52$44.685:30 AM6:30 AM9:00 AM1:00 PMCOSW
Sold putSold call

Roundhill COST WeeklyPay ETF options

Live interpolated COSW call and put midpoint premiums by absolute delta.Roundhill COST WeeklyPay ETF$0.61$0.70$0.80$0.90$1.00$-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 —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICECOSW PRICE$0.62$0.66$0.68$0.70$0.75$0.81$0.89$0.97
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.76139.8%19.1%
25Δ39.8898.0%12.2%
30Δ46.6754.2%5.9%43.0056.2%5.2%
35Δ43.5549.8%4.1%
40Δ44.0644.1%3.1%
45Δ44.3841.0%2.6%
50Δ44.6938.0%2.1%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.76
IV
139.8%
B/E move
19.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.88
IV
98.0%
B/E move
12.2%

30Δ

Calls
Pseudo strike
46.67
IV
54.2%
B/E move
5.9%
Puts
Pseudo strike
43.00
IV
56.2%
B/E move
5.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.55
IV
49.8%
B/E move
4.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.06
IV
44.1%
B/E move
3.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.38
IV
41.0%
B/E move
2.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.69
IV
38.0%
B/E move
2.1%

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 blend30.08%
Daily EOD
COSW26.7%50.9%75.1%2026-10-19: 71.80%2026-10-20: 71.42%2026-10-21: 64.06%2026-10-22: 56.43%2026-10-23: 54.40%2026-10-26: 43.63%2026-10-27: 40.32%2026-10-28: 42.76%2026-10-29: 42.01%2026-10-30: 30.08%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
71.80%
71.42%
64.06%
56.43%
54.40%
43.63%
40.32%
42.76%
42.01%
30.08%