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Roundhill Gold WeeklyPay ETF GLDW

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Market datapartial · fetched 2026-10-22T23:28:00.899Z

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 · 2026-10-22T22:30:03.058346191Z

FundamentalsAlpha Vantage · unavailable

Share price$37.32
1D-1.6%
AH$37.15$37.33$37.50$37.67$37.855:30 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$0.27$2.58$4.90$7.21$9.52$31.68$34.59$37.49$40.40$43.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GLDW spot · $37.32GLDW PRICE$0.52$0.56$0.61$0.68$0.75$0.82$0.87$0.92$0.97$1.09$1.23$1.36$1.50$0.63$0.71$0.81$0.92$1.03$1.21$1.48$1.81$2.58$3.34$4.10$6.08$8.86
PutsExpensive1.08×
CallsCheap0.76×
SkewBearish+18.25 pp
Implied moveBearish±$2.35
TiltBearish47.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.2647.2%14.6%33.5650.3%11.7%
25Δ40.5138.1%10.1%34.7742.7%8.7%
30Δ39.4832.4%7.5%35.5638.4%6.9%
35Δ38.8028.9%5.8%36.1935.3%5.5%
40Δ38.3126.5%4.7%36.7032.8%4.4%
45Δ37.8924.2%3.7%37.1731.7%3.6%
50Δ37.6122.0%3.1%37.6132.8%3.2%
55Δ37.3219.9%2.5%38.1034.2%2.8%
60Δ37.0317.8%1.8%38.9538.7%2.5%
65Δ36.8017.0%1.6%39.8143.2%2.3%
70Δ36.5816.4%1.3%40.6647.8%2.0%
75Δ36.3515.9%1.1%42.7158.2%1.8%
80Δ36.1315.3%0.8%45.5572.6%1.7%

20Δ

Calls
Pseudo strike
42.26
IV
47.2%
B/E move
14.6%
Puts
Pseudo strike
33.56
IV
50.3%
B/E move
11.7%

25Δ

Calls
Pseudo strike
40.51
IV
38.1%
B/E move
10.1%
Puts
Pseudo strike
34.77
IV
42.7%
B/E move
8.7%

30Δ

Calls
Pseudo strike
39.48
IV
32.4%
B/E move
7.5%
Puts
Pseudo strike
35.56
IV
38.4%
B/E move
6.9%

35Δ

Calls
Pseudo strike
38.80
IV
28.9%
B/E move
5.8%
Puts
Pseudo strike
36.19
IV
35.3%
B/E move
5.5%

40Δ

Calls
Pseudo strike
38.31
IV
26.5%
B/E move
4.7%
Puts
Pseudo strike
36.70
IV
32.8%
B/E move
4.4%

45Δ

Calls
Pseudo strike
37.89
IV
24.2%
B/E move
3.7%
Puts
Pseudo strike
37.17
IV
31.7%
B/E move
3.6%

50Δ

Calls
Pseudo strike
37.61
IV
22.0%
B/E move
3.1%
Puts
Pseudo strike
37.61
IV
32.8%
B/E move
3.2%

55Δ

Calls
Pseudo strike
37.32
IV
19.9%
B/E move
2.5%
Puts
Pseudo strike
38.10
IV
34.2%
B/E move
2.8%

60Δ

Calls
Pseudo strike
37.03
IV
17.8%
B/E move
1.8%
Puts
Pseudo strike
38.95
IV
38.7%
B/E move
2.5%

65Δ

Calls
Pseudo strike
36.80
IV
17.0%
B/E move
1.6%
Puts
Pseudo strike
39.81
IV
43.2%
B/E move
2.3%

70Δ

Calls
Pseudo strike
36.58
IV
16.4%
B/E move
1.3%
Puts
Pseudo strike
40.66
IV
47.8%
B/E move
2.0%

75Δ

Calls
Pseudo strike
36.35
IV
15.9%
B/E move
1.1%
Puts
Pseudo strike
42.71
IV
58.2%
B/E move
1.8%

80Δ

Calls
Pseudo strike
36.13
IV
15.3%
B/E move
0.8%
Puts
Pseudo strike
45.55
IV
72.6%
B/E move
1.7%

Options history

No recorded observations