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Roundhill Gold WeeklyPay ETF GLDW

i

Market dataready · fetched 2026-11-12T01:11:26.140Z

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 · 2026-11-12T01:00:03.038172426Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:11:25.783712+00:00

Share price$36.33
1D-0.9%
AH$36.27$36.37$36.47$36.56$36.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGLDW
Sold putSold callAH

Roundhill Gold WeeklyPay ETF options

Live interpolated GLDW call and put midpoint premiums by absolute delta.Roundhill Gold WeeklyPay ETF$0.43$0.87$1.31$1.76$2.20$33.07$34.63$36.20$37.76$39.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GLDW spot · $36.33GLDW PRICE$0.47$0.48$0.52$0.56$0.60$0.66$0.73$0.79$0.86$1.08$1.31$1.53$2.07$0.48$0.51$0.55$0.59$0.64$0.68$0.74$0.79$0.85$0.90$1.03$1.20$1.38
PutsCheap0.79×
CallsFair0.98×
SkewBullish-4.26 pp
Implied moveBalanced±$1.47
TiltBullish6.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.7180.0%13.4%33.2672.8%9.8%
25Δ38.9059.8%8.4%34.3059.0%7.0%
30Δ38.0350.8%6.1%35.0349.5%5.1%
35Δ37.5044.6%4.8%35.4444.0%4.1%
40Δ36.9938.7%3.5%35.8538.6%3.1%
45Δ36.7436.2%3.0%36.1335.0%2.4%
50Δ36.4933.8%2.5%36.3232.5%2.0%
55Δ36.2431.3%1.9%36.5230.0%1.7%
60Δ35.9929.0%1.4%36.7227.5%1.3%
65Δ35.7030.5%1.3%36.9225.0%0.9%
70Δ35.4131.9%1.1%37.1323.7%0.6%
75Δ35.1233.3%0.9%37.3623.3%0.5%
80Δ34.5439.4%0.8%37.5823.0%0.3%

20Δ

Calls
Pseudo strike
40.71
IV
80.0%
B/E move
13.4%
Puts
Pseudo strike
33.26
IV
72.8%
B/E move
9.8%

25Δ

Calls
Pseudo strike
38.90
IV
59.8%
B/E move
8.4%
Puts
Pseudo strike
34.30
IV
59.0%
B/E move
7.0%

30Δ

Calls
Pseudo strike
38.03
IV
50.8%
B/E move
6.1%
Puts
Pseudo strike
35.03
IV
49.5%
B/E move
5.1%

35Δ

Calls
Pseudo strike
37.50
IV
44.6%
B/E move
4.8%
Puts
Pseudo strike
35.44
IV
44.0%
B/E move
4.1%

40Δ

Calls
Pseudo strike
36.99
IV
38.7%
B/E move
3.5%
Puts
Pseudo strike
35.85
IV
38.6%
B/E move
3.1%

45Δ

Calls
Pseudo strike
36.74
IV
36.2%
B/E move
3.0%
Puts
Pseudo strike
36.13
IV
35.0%
B/E move
2.4%

50Δ

Calls
Pseudo strike
36.49
IV
33.8%
B/E move
2.5%
Puts
Pseudo strike
36.32
IV
32.5%
B/E move
2.0%

55Δ

Calls
Pseudo strike
36.24
IV
31.3%
B/E move
1.9%
Puts
Pseudo strike
36.52
IV
30.0%
B/E move
1.7%

60Δ

Calls
Pseudo strike
35.99
IV
29.0%
B/E move
1.4%
Puts
Pseudo strike
36.72
IV
27.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
35.70
IV
30.5%
B/E move
1.3%
Puts
Pseudo strike
36.92
IV
25.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
35.41
IV
31.9%
B/E move
1.1%
Puts
Pseudo strike
37.13
IV
23.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
35.12
IV
33.3%
B/E move
0.9%
Puts
Pseudo strike
37.36
IV
23.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
34.54
IV
39.4%
B/E move
0.8%
Puts
Pseudo strike
37.58
IV
23.0%
B/E move
0.3%

Options history

IV · four-Friday blend31.52%
Daily close
GLDW28.0%35.7%43.3%2026-08-13: 32.08%2026-08-14: 33.15%2026-08-17: 34.24%2026-08-20: 41.44%2026-08-28: 32.54%2026-08-31: 32.29%2026-09-01: 31.29%2026-09-02: 32.78%2026-09-03: 32.90%2026-09-04: 33.71%2026-09-08: 33.13%2026-09-09: 34.17%2026-09-10: 34.28%2026-09-11: 33.95%2026-09-14: 35.61%2026-09-15: 38.05%2026-09-16: 38.98%2026-09-17: 42.29%2026-09-18: 31.61%2026-09-21: 30.31%2026-09-22: 30.71%2026-09-23: 29.59%2026-09-24: 30.02%2026-09-25: 30.10%2026-09-28: 30.23%2026-09-29: 31.20%2026-09-30: 29.82%2026-10-01: 30.13%2026-10-02: 29.10%2026-10-05: 30.29%2026-10-06: 30.42%2026-10-07: 30.82%2026-10-08: 30.62%2026-10-09: 31.48%2026-10-12: 33.62%2026-10-13: 32.27%2026-10-14: 37.47%2026-10-15: 40.06%2026-10-16: 30.63%2026-10-19: 30.15%2026-10-20: 29.99%2026-10-21: 30.54%2026-10-22: 31.39%2026-10-23: 31.60%2026-10-26: 31.34%2026-10-27: 31.49%2026-10-28: 32.19%2026-10-29: 31.35%2026-10-30: 31.52%Aug 13Sep 28Oct 30
49 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
32.08%
33.15%
34.24%
41.44%
32.54%
32.29%
31.29%
32.78%
32.90%
33.71%
33.13%
34.17%
34.28%
33.95%
35.61%
38.05%
38.98%
42.29%
31.61%
30.31%
30.71%
29.59%
30.02%
30.10%
30.23%
31.20%
29.82%
30.13%
29.10%
30.29%
30.42%
30.82%
30.62%
31.48%
33.62%
32.27%
37.47%
40.06%
30.63%
30.15%
29.99%
30.54%
31.39%
31.60%
31.34%
31.49%
32.19%
31.35%
31.52%