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Roundhill MSFT WeeklyPay ETF MSFW

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Market dataready · fetched 2026-11-12T01:25:07.813Z

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 · 2026-11-12T01:00:04.986368132Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:25:07.489488+00:00

Share price$32.02
1D+0.2%
AH$31.84$31.90$31.95$32.01$32.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMSFW
Sold putSold callAH

Roundhill MSFT WeeklyPay ETF options

Live interpolated MSFW call and put midpoint premiums by absolute delta.Roundhill MSFT WeeklyPay ETF$0.25$0.80$1.36$1.91$2.47$28.69$30.43$32.16$33.90$35.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MSFW spot · $32.02MSFW PRICE$0.45$0.48$0.31$0.42$0.54$0.66$0.77$0.88$0.97$1.07$1.16$1.26$1.49$0.48$0.39$0.46$0.54$0.61$0.73$0.92$1.11$1.30$1.73$2.31
Puts——
CallsCheap0.73×
Skew——
Implied moveBullish±$1.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.2286.4%14.5%29.0581.0%10.8%
25Δ34.6969.1%9.8%
30Δ32.9031.1%3.7%31.0639.7%4.2%
35Δ32.7033.1%3.5%31.3338.1%3.6%
40Δ32.4935.1%3.2%31.5936.5%3.0%
45Δ32.2937.1%2.9%31.8534.9%2.4%
50Δ32.0939.1%2.6%32.1234.7%2.0%
55Δ31.8839.0%2.3%32.3836.2%1.8%
60Δ31.6737.1%2.0%32.6437.7%1.5%
65Δ31.4635.3%1.6%32.9039.3%1.3%
70Δ31.2533.4%1.2%33.3744.5%1.2%
75Δ31.0331.6%0.9%33.9852.0%1.1%
80Δ30.7431.0%0.7%

20Δ

Calls
Pseudo strike
36.22
IV
86.4%
B/E move
14.5%
Puts
Pseudo strike
29.05
IV
81.0%
B/E move
10.8%

25Δ

Calls
Pseudo strike
34.69
IV
69.1%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
32.90
IV
31.1%
B/E move
3.7%
Puts
Pseudo strike
31.06
IV
39.7%
B/E move
4.2%

35Δ

Calls
Pseudo strike
32.70
IV
33.1%
B/E move
3.5%
Puts
Pseudo strike
31.33
IV
38.1%
B/E move
3.6%

40Δ

Calls
Pseudo strike
32.49
IV
35.1%
B/E move
3.2%
Puts
Pseudo strike
31.59
IV
36.5%
B/E move
3.0%

45Δ

Calls
Pseudo strike
32.29
IV
37.1%
B/E move
2.9%
Puts
Pseudo strike
31.85
IV
34.9%
B/E move
2.4%

50Δ

Calls
Pseudo strike
32.09
IV
39.1%
B/E move
2.6%
Puts
Pseudo strike
32.12
IV
34.7%
B/E move
2.0%

55Δ

Calls
Pseudo strike
31.88
IV
39.0%
B/E move
2.3%
Puts
Pseudo strike
32.38
IV
36.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
31.67
IV
37.1%
B/E move
2.0%
Puts
Pseudo strike
32.64
IV
37.7%
B/E move
1.5%

65Δ

Calls
Pseudo strike
31.46
IV
35.3%
B/E move
1.6%
Puts
Pseudo strike
32.90
IV
39.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
31.25
IV
33.4%
B/E move
1.2%
Puts
Pseudo strike
33.37
IV
44.5%
B/E move
1.2%

75Δ

Calls
Pseudo strike
31.03
IV
31.6%
B/E move
0.9%
Puts
Pseudo strike
33.98
IV
52.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
30.74
IV
31.0%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend37.82%
Daily EOD
MSFW32.4%72.0%111.6%2026-10-19: 88.22%2026-10-21: 77.36%2026-10-22: 95.61%2026-10-23: 96.11%2026-10-27: 96.28%2026-10-29: 106.16%2026-10-30: 37.82%Oct 19Oct 23Oct 30
7 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
88.22%
77.36%
95.61%
96.11%
96.28%
106.16%
37.82%