Roundhill Gold Miners WeeklyPay ETF GDXW
i
Market dataready · fetched 2026-11-12T15:05:01.271Z
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 · 2026-11-12T15:03:40.630274832Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:05:00.788546+00:00
Roundhill Gold Miners WeeklyPay ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 37.69 | 93.0% | 15.2% | 29.35 | 104.7% | 13.3% |
| 25Δ | 36.77 | 91.9% | 12.9% | 30.56 | 87.0% | 9.8% |
| 30Δ | 35.52 | 77.4% | 9.3% | 31.38 | 78.2% | 7.7% |
| 35Δ | 34.70 | 68.2% | 7.0% | 31.97 | 74.6% | 6.3% |
| 40Δ | 34.14 | 64.1% | 5.6% | 32.44 | 66.2% | 5.0% |
| 45Δ | 33.71 | 59.6% | 4.6% | 32.91 | 57.5% | 3.7% |
| 50Δ | 33.32 | 54.8% | 3.6% | 33.26 | 54.7% | 3.1% |
| 55Δ | 32.94 | 51.1% | 2.8% | 33.59 | 53.4% | 2.6% |
| 60Δ | 32.60 | 51.7% | 2.4% | 33.91 | 52.1% | 2.0% |
| 65Δ | 32.26 | 52.4% | 2.0% | 34.31 | 53.1% | 1.7% |
| 70Δ | 31.88 | 54.0% | 1.7% | 34.74 | 54.8% | 1.4% |
| 75Δ | 31.35 | 58.7% | 1.4% | 35.22 | 56.3% | 1.1% |
| 80Δ | 30.72 | 64.1% | 1.2% | 35.76 | 57.1% | 0.8% |
20Δ
- Pseudo strike
- 37.69
- IV
- 93.0%
- B/E move
- 15.2%
- Pseudo strike
- 29.35
- IV
- 104.7%
- B/E move
- 13.3%
25Δ
- Pseudo strike
- 36.77
- IV
- 91.9%
- B/E move
- 12.9%
- Pseudo strike
- 30.56
- IV
- 87.0%
- B/E move
- 9.8%
30Δ
- Pseudo strike
- 35.52
- IV
- 77.4%
- B/E move
- 9.3%
- Pseudo strike
- 31.38
- IV
- 78.2%
- B/E move
- 7.7%
35Δ
- Pseudo strike
- 34.70
- IV
- 68.2%
- B/E move
- 7.0%
- Pseudo strike
- 31.97
- IV
- 74.6%
- B/E move
- 6.3%
40Δ
- Pseudo strike
- 34.14
- IV
- 64.1%
- B/E move
- 5.6%
- Pseudo strike
- 32.44
- IV
- 66.2%
- B/E move
- 5.0%
45Δ
- Pseudo strike
- 33.71
- IV
- 59.6%
- B/E move
- 4.6%
- Pseudo strike
- 32.91
- IV
- 57.5%
- B/E move
- 3.7%
50Δ
- Pseudo strike
- 33.32
- IV
- 54.8%
- B/E move
- 3.6%
- Pseudo strike
- 33.26
- IV
- 54.7%
- B/E move
- 3.1%
55Δ
- Pseudo strike
- 32.94
- IV
- 51.1%
- B/E move
- 2.8%
- Pseudo strike
- 33.59
- IV
- 53.4%
- B/E move
- 2.6%
60Δ
- Pseudo strike
- 32.60
- IV
- 51.7%
- B/E move
- 2.4%
- Pseudo strike
- 33.91
- IV
- 52.1%
- B/E move
- 2.0%
65Δ
- Pseudo strike
- 32.26
- IV
- 52.4%
- B/E move
- 2.0%
- Pseudo strike
- 34.31
- IV
- 53.1%
- B/E move
- 1.7%
70Δ
- Pseudo strike
- 31.88
- IV
- 54.0%
- B/E move
- 1.7%
- Pseudo strike
- 34.74
- IV
- 54.8%
- B/E move
- 1.4%
75Δ
- Pseudo strike
- 31.35
- IV
- 58.7%
- B/E move
- 1.4%
- Pseudo strike
- 35.22
- IV
- 56.3%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 30.72
- IV
- 64.1%
- B/E move
- 1.2%
- Pseudo strike
- 35.76
- IV
- 57.1%
- B/E move
- 0.8%
Options history
Table
| Date | IV (%) |
|---|---|
| 61.86% | |
| 53.61% | |
| 54.26% | |
| 55.01% | |
| 54.83% | |
| 53.70% | |
| 53.80% | |
| 50.47% | |
| 51.94% | |
| 52.85% | |
| 52.90% | |
| 51.57% | |
| 52.20% | |
| 53.10% | |
| 52.14% | |
| 54.55% | |
| 54.40% | |
| 60.46% |