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Roundhill HOOD WeeklyPay ETF HOOW

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Market dataready · fetched 2026-11-11T14:04:36.822Z

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 · 2026-11-11T12:38:17.520420056Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:04:36.268522+00:00

Share price$17.50
1D
Price history unavailable.

Roundhill HOOD WeeklyPay ETF options

Live interpolated HOOW call and put midpoint premiums by absolute delta.Roundhill HOOD WeeklyPay ETF$0.00$3.44$6.87$10.31$13.75$12.22$14.48$16.75$19.02$21.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive HOOW spot · $17.50HOOW PRICE$0.25$0.35$0.45$0.51$0.55$0.61$0.67$0.74$0.80$0.87$0.51$0.57$0.68$0.87$1.05$1.31$1.57$2.19$2.98$3.76$4.75$7.62$12.75
PutsExpensive1.41×
Calls——
Skew——
Implied moveBearish±$2.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.8083.9%14.6%14.78146.2%18.5%
25Δ19.4587.0%13.1%15.59124.9%14.2%
30Δ19.0990.1%11.7%16.18115.0%11.4%
35Δ18.6784.1%9.6%16.59117.4%10.1%
40Δ18.2375.0%7.3%17.00119.8%8.9%
45Δ17.9068.5%5.7%17.43122.4%7.9%
50Δ17.6864.9%4.9%17.87125.0%6.9%
55Δ17.4661.3%4.0%18.60136.6%6.2%
60Δ17.2457.7%3.1%19.47152.2%5.7%
65Δ17.0254.1%2.2%20.35167.9%5.2%
70Δ21.42186.4%4.7%
75Δ24.32237.5%4.6%
80Δ29.52300.8%4.1%

20Δ

Calls
Pseudo strike
19.80
IV
83.9%
B/E move
14.6%
Puts
Pseudo strike
14.78
IV
146.2%
B/E move
18.5%

25Δ

Calls
Pseudo strike
19.45
IV
87.0%
B/E move
13.1%
Puts
Pseudo strike
15.59
IV
124.9%
B/E move
14.2%

30Δ

Calls
Pseudo strike
19.09
IV
90.1%
B/E move
11.7%
Puts
Pseudo strike
16.18
IV
115.0%
B/E move
11.4%

35Δ

Calls
Pseudo strike
18.67
IV
84.1%
B/E move
9.6%
Puts
Pseudo strike
16.59
IV
117.4%
B/E move
10.1%

40Δ

Calls
Pseudo strike
18.23
IV
75.0%
B/E move
7.3%
Puts
Pseudo strike
17.00
IV
119.8%
B/E move
8.9%

45Δ

Calls
Pseudo strike
17.90
IV
68.5%
B/E move
5.7%
Puts
Pseudo strike
17.43
IV
122.4%
B/E move
7.9%

50Δ

Calls
Pseudo strike
17.68
IV
64.9%
B/E move
4.9%
Puts
Pseudo strike
17.87
IV
125.0%
B/E move
6.9%

55Δ

Calls
Pseudo strike
17.46
IV
61.3%
B/E move
4.0%
Puts
Pseudo strike
18.60
IV
136.6%
B/E move
6.2%

60Δ

Calls
Pseudo strike
17.24
IV
57.7%
B/E move
3.1%
Puts
Pseudo strike
19.47
IV
152.2%
B/E move
5.7%

65Δ

Calls
Pseudo strike
17.02
IV
54.1%
B/E move
2.2%
Puts
Pseudo strike
20.35
IV
167.9%
B/E move
5.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.42
IV
186.4%
B/E move
4.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.32
IV
237.5%
B/E move
4.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.52
IV
300.8%
B/E move
4.1%

Options history

IV · four-Friday blend86.13%
Daily close
HOOW68.5%80.3%92.2%2026-08-20: 90.54%2026-09-23: 80.83%2026-09-24: 80.13%2026-09-28: 78.26%2026-09-29: 78.02%2026-09-30: 78.30%2026-10-01: 73.72%2026-10-02: 75.58%2026-10-05: 70.10%2026-10-06: 73.42%2026-10-07: 73.61%2026-10-08: 72.05%2026-10-09: 73.04%2026-10-12: 71.66%2026-10-13: 76.28%2026-10-14: 85.65%2026-10-15: 86.13%Aug 20Oct 5Oct 15
17 observations2026-08-20 — 2026-10-15
Table
DateIV (%)
90.54%
80.83%
80.13%
78.26%
78.02%
78.30%
73.72%
75.58%
70.10%
73.42%
73.61%
72.05%
73.04%
71.66%
76.28%
85.65%
86.13%