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Roundhill MSFT WeeklyPay ETF MSFW

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Market dataready · fetched 2026-10-22T14:33:31.305Z

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 · 2026-10-22T14:11:55.901757558Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T14:33:28.802043+00:00

Share price$32.93
1D+0.0%
$32.91$32.92$32.93$32.94$32.955:30 AM6:30 AM9:00 AM1:00 PMMSFW
Sold putSold call

Roundhill MSFT WeeklyPay ETF options

Live interpolated MSFW call and put midpoint premiums by absolute delta.Roundhill MSFT WeeklyPay ETF$0.32$1.76$3.21$4.66$6.10$27.32$29.78$32.24$34.71$37.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSFW spot · $32.93MSFW PRICE$0.47$0.53$0.63$0.72$0.82$0.91$1.01$1.15$1.32$1.48$1.69$1.94$2.19$0.60$0.75$0.91$1.04$1.23$1.47$1.79$2.19$2.98$3.88$4.78$5.69
PutsExpensive1.35×
CallsCheap0.91×
SkewBearish+17.86 pp
Implied moveBearish±$2.80
TiltBearish29.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.5048.8%15.3%29.3953.7%12.6%
25Δ35.9640.5%10.8%30.3250.1%10.2%
30Δ35.4238.2%9.5%31.0547.9%8.5%
35Δ34.8735.9%8.1%31.7044.5%6.9%
40Δ34.3233.5%6.7%32.2742.9%5.7%
45Δ33.7731.2%5.3%32.7743.0%4.9%
50Δ33.2328.9%4.0%33.3144.1%4.3%
55Δ32.8127.7%3.1%33.8746.2%3.8%
60Δ32.4927.3%2.7%34.8150.2%3.3%
65Δ32.1727.0%2.2%35.8554.7%2.9%
70Δ31.8326.6%1.8%36.8959.2%2.5%
75Δ31.4826.3%1.5%37.9363.8%2.1%
80Δ31.1226.1%1.2%

20Δ

Calls
Pseudo strike
37.50
IV
48.8%
B/E move
15.3%
Puts
Pseudo strike
29.39
IV
53.7%
B/E move
12.6%

25Δ

Calls
Pseudo strike
35.96
IV
40.5%
B/E move
10.8%
Puts
Pseudo strike
30.32
IV
50.1%
B/E move
10.2%

30Δ

Calls
Pseudo strike
35.42
IV
38.2%
B/E move
9.5%
Puts
Pseudo strike
31.05
IV
47.9%
B/E move
8.5%

35Δ

Calls
Pseudo strike
34.87
IV
35.9%
B/E move
8.1%
Puts
Pseudo strike
31.70
IV
44.5%
B/E move
6.9%

40Δ

Calls
Pseudo strike
34.32
IV
33.5%
B/E move
6.7%
Puts
Pseudo strike
32.27
IV
42.9%
B/E move
5.7%

45Δ

Calls
Pseudo strike
33.77
IV
31.2%
B/E move
5.3%
Puts
Pseudo strike
32.77
IV
43.0%
B/E move
4.9%

50Δ

Calls
Pseudo strike
33.23
IV
28.9%
B/E move
4.0%
Puts
Pseudo strike
33.31
IV
44.1%
B/E move
4.3%

55Δ

Calls
Pseudo strike
32.81
IV
27.7%
B/E move
3.1%
Puts
Pseudo strike
33.87
IV
46.2%
B/E move
3.8%

60Δ

Calls
Pseudo strike
32.49
IV
27.3%
B/E move
2.7%
Puts
Pseudo strike
34.81
IV
50.2%
B/E move
3.3%

65Δ

Calls
Pseudo strike
32.17
IV
27.0%
B/E move
2.2%
Puts
Pseudo strike
35.85
IV
54.7%
B/E move
2.9%

70Δ

Calls
Pseudo strike
31.83
IV
26.6%
B/E move
1.8%
Puts
Pseudo strike
36.89
IV
59.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
31.48
IV
26.3%
B/E move
1.5%
Puts
Pseudo strike
37.93
IV
63.8%
B/E move
2.1%

80Δ

Calls
Pseudo strike
31.12
IV
26.1%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations