Roundhill META WeeklyPay ETF METW
i
Market dataready · fetched 2026-11-13T01:37:00.870Z
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 · 2026-11-13T01:00:04.978978069Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:36:58.343002+00:00
Roundhill META WeeklyPay ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.41 | 68.5% | 10.7% | 20.67 | 103.3% | 12.7% |
| 25Δ | 25.14 | 74.4% | 10.0% | 21.43 | 87.9% | 9.7% |
| 30Δ | 24.76 | 73.4% | 8.6% | 22.03 | 77.4% | 7.4% |
| 35Δ | 24.23 | 64.2% | 6.5% | 22.37 | 72.5% | 6.2% |
| 40Δ | 23.86 | 57.9% | 5.1% | 22.72 | 67.6% | 5.0% |
| 45Δ | 23.62 | 53.6% | 4.2% | 23.06 | 63.8% | 4.0% |
| 50Δ | 23.37 | 49.3% | 3.4% | 23.34 | 63.7% | 3.5% |
| 55Δ | 23.12 | 45.1% | 2.6% | 23.62 | 63.7% | 3.0% |
| 60Δ | 23.90 | 63.6% | 2.5% | |||
| 65Δ | 24.30 | 67.6% | 2.1% | |||
| 70Δ | 24.79 | 74.0% | 1.9% | |||
| 75Δ | 27.15 | 135.9% | 2.6% | |||
| 80Δ | 30.54 | 190.4% | 2.6% | |||
20Δ
- Pseudo strike
- 25.41
- IV
- 68.5%
- B/E move
- 10.7%
- Pseudo strike
- 20.67
- IV
- 103.3%
- B/E move
- 12.7%
25Δ
- Pseudo strike
- 25.14
- IV
- 74.4%
- B/E move
- 10.0%
- Pseudo strike
- 21.43
- IV
- 87.9%
- B/E move
- 9.7%
30Δ
- Pseudo strike
- 24.76
- IV
- 73.4%
- B/E move
- 8.6%
- Pseudo strike
- 22.03
- IV
- 77.4%
- B/E move
- 7.4%
35Δ
- Pseudo strike
- 24.23
- IV
- 64.2%
- B/E move
- 6.5%
- Pseudo strike
- 22.37
- IV
- 72.5%
- B/E move
- 6.2%
40Δ
- Pseudo strike
- 23.86
- IV
- 57.9%
- B/E move
- 5.1%
- Pseudo strike
- 22.72
- IV
- 67.6%
- B/E move
- 5.0%
45Δ
- Pseudo strike
- 23.62
- IV
- 53.6%
- B/E move
- 4.2%
- Pseudo strike
- 23.06
- IV
- 63.8%
- B/E move
- 4.0%
50Δ
- Pseudo strike
- 23.37
- IV
- 49.3%
- B/E move
- 3.4%
- Pseudo strike
- 23.34
- IV
- 63.7%
- B/E move
- 3.5%
55Δ
- Pseudo strike
- 23.12
- IV
- 45.1%
- B/E move
- 2.6%
- Pseudo strike
- 23.62
- IV
- 63.7%
- B/E move
- 3.0%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 23.90
- IV
- 63.6%
- B/E move
- 2.5%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 24.30
- IV
- 67.6%
- B/E move
- 2.1%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 24.79
- IV
- 74.0%
- B/E move
- 1.9%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 27.15
- IV
- 135.9%
- B/E move
- 2.6%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 30.54
- IV
- 190.4%
- B/E move
- 2.6%
Options history
Table
| Date | IV (%) |
|---|---|
| 60.24% |