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Roundhill MSFT WeeklyPay ETF MSFW

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Market datapartial · fetched 2026-10-22T17:34:42.441Z

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 · unavailable

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$0.74$1.05$1.35$1.66$1.96$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEMSFW PRICE$0.78$0.90$1.02$1.14$1.26$1.37$1.50$1.69$1.88$1.31$1.48
PutsExpensive1.25×
CallsCheap0.75×
SkewBearish+18.50 pp
Implied move——
TiltBullish61.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ33.9230.7%5.4%32.2246.1%6.2%
45Δ33.5429.8%4.6%32.7543.5%5.0%
50Δ33.1629.0%3.8%
55Δ32.8327.8%3.2%
60Δ32.5426.4%2.6%
65Δ32.2625.0%2.1%
70Δ31.9723.6%1.6%
75Δ31.6922.7%1.3%
80Δ31.4121.7%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
33.92
IV
30.7%
B/E move
5.4%
Puts
Pseudo strike
32.22
IV
46.1%
B/E move
6.2%

45Δ

Calls
Pseudo strike
33.54
IV
29.8%
B/E move
4.6%
Puts
Pseudo strike
32.75
IV
43.5%
B/E move
5.0%

50Δ

Calls
Pseudo strike
33.16
IV
29.0%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
32.83
IV
27.8%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
32.54
IV
26.4%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
32.26
IV
25.0%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
31.97
IV
23.6%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
31.69
IV
22.7%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
31.41
IV
21.7%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations