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Roundhill COST WeeklyPay ETF COSW

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Market dataready · fetched 2026-10-23T06:52:42.621Z

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 · 2026-10-23T00:00:01.795761137Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:52:42.262843+00:00

Share price$41.07
1D+1.6%
AH$40.31$40.50$40.70$40.89$41.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOSW
Sold putSold callAH

Roundhill COST WeeklyPay ETF options

Live interpolated COSW call and put midpoint premiums by absolute delta.Roundhill COST WeeklyPay ETF$0.55$1.40$2.25$3.10$3.95$34.66$37.47$40.27$43.07$45.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COSW spot · $41.07COSW PRICE$0.64$0.70$0.75$0.81$0.88$0.95$1.03$1.10$1.17$1.24$1.31$1.43$0.70$0.80$0.90$1.02$1.15$1.27$1.56$1.88$2.32$2.84$3.70
PutsExpensive1.81×
CallsCheap0.70×
SkewBearish+14.74 pp
Implied moveBearish±$2.51
TiltBearish20.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.9450.8%11.8%
25Δ44.7139.5%10.4%38.2243.8%8.9%
30Δ43.5433.7%7.7%39.1538.9%6.9%
35Δ42.7229.3%5.8%39.8435.8%5.5%
40Δ42.1126.0%4.5%40.3933.4%4.5%
45Δ41.7123.8%3.7%40.8931.3%3.5%
50Δ41.3521.8%3.0%41.3831.9%3.0%
55Δ41.0019.9%2.3%41.8733.3%2.7%
60Δ40.7918.6%2.0%42.4535.0%2.3%
65Δ40.5817.2%1.7%43.1037.2%2.0%
70Δ40.3815.9%1.3%44.0641.6%1.7%
75Δ40.1714.5%1.0%
80Δ39.9313.5%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.94
IV
50.8%
B/E move
11.8%

25Δ

Calls
Pseudo strike
44.71
IV
39.5%
B/E move
10.4%
Puts
Pseudo strike
38.22
IV
43.8%
B/E move
8.9%

30Δ

Calls
Pseudo strike
43.54
IV
33.7%
B/E move
7.7%
Puts
Pseudo strike
39.15
IV
38.9%
B/E move
6.9%

35Δ

Calls
Pseudo strike
42.72
IV
29.3%
B/E move
5.8%
Puts
Pseudo strike
39.84
IV
35.8%
B/E move
5.5%

40Δ

Calls
Pseudo strike
42.11
IV
26.0%
B/E move
4.5%
Puts
Pseudo strike
40.39
IV
33.4%
B/E move
4.5%

45Δ

Calls
Pseudo strike
41.71
IV
23.8%
B/E move
3.7%
Puts
Pseudo strike
40.89
IV
31.3%
B/E move
3.5%

50Δ

Calls
Pseudo strike
41.35
IV
21.8%
B/E move
3.0%
Puts
Pseudo strike
41.38
IV
31.9%
B/E move
3.0%

55Δ

Calls
Pseudo strike
41.00
IV
19.9%
B/E move
2.3%
Puts
Pseudo strike
41.87
IV
33.3%
B/E move
2.7%

60Δ

Calls
Pseudo strike
40.79
IV
18.6%
B/E move
2.0%
Puts
Pseudo strike
42.45
IV
35.0%
B/E move
2.3%

65Δ

Calls
Pseudo strike
40.58
IV
17.2%
B/E move
1.7%
Puts
Pseudo strike
43.10
IV
37.2%
B/E move
2.0%

70Δ

Calls
Pseudo strike
40.38
IV
15.9%
B/E move
1.3%
Puts
Pseudo strike
44.06
IV
41.6%
B/E move
1.7%

75Δ

Calls
Pseudo strike
40.17
IV
14.5%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
39.93
IV
13.5%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

COSW63.4767.7472.012026-10-20: 71.42%2026-10-21: 64.06%Oct 20Oct 21
Table
DateIV
71.42%
64.06%