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Roundhill MSTR WeeklyPay ETF MSTW

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Market datapartial · fetched 2026-10-22T23:22:27.519Z

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 · 2026-10-22T22:52:36.465269463Z

FundamentalsAlpha Vantage · unavailable

Share price$4.36
1D-0.2%
AH$4.30$4.36$4.42$4.48$4.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMSTW
Sold putSold callAH

Roundhill MSTR WeeklyPay ETF options

Live interpolated MSTW call and put midpoint premiums by absolute delta.Roundhill MSTR WeeklyPay ETF$0.14$0.94$1.74$2.55$3.35$2.54$3.63$4.71$5.80$6.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSTW spot · $4.36MSTW PRICE$0.36$0.39$0.43$0.46$0.49$0.53$0.56$0.60$0.63$0.71$0.88$1.04$0.29$0.26$0.23$0.30$0.38$0.46$0.54$0.63$0.71$0.79$1.38$2.29$3.12
PutsExpensive1.11×
CallsExpensive1.86×
SkewBullish-57.87 pp
Implied moveBalanced±$1.07
TiltBearish23.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.96226.4%38.7%
25Δ10.80285.5%155.9%3.44159.2%27.0%
30Δ10.01263.3%138.6%3.9392.0%15.2%
35Δ9.22241.0%121.2%4.1282.2%12.3%
40Δ8.43218.8%103.9%4.2682.6%11.1%
45Δ7.64196.5%86.6%4.3983.0%9.8%
50Δ6.85174.3%69.3%4.5383.5%8.5%
55Δ6.06152.0%52.0%4.6783.9%7.3%
60Δ5.28129.8%34.6%4.8184.4%6.0%
65Δ4.49107.5%17.3%4.9584.8%4.7%
70Δ3.9294.9%6.2%5.55107.5%4.2%
75Δ3.7197.8%5.1%6.47144.6%4.2%
80Δ3.50100.7%4.1%7.31167.7%3.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.96
IV
226.4%
B/E move
38.7%

25Δ

Calls
Pseudo strike
10.80
IV
285.5%
B/E move
155.9%
Puts
Pseudo strike
3.44
IV
159.2%
B/E move
27.0%

30Δ

Calls
Pseudo strike
10.01
IV
263.3%
B/E move
138.6%
Puts
Pseudo strike
3.93
IV
92.0%
B/E move
15.2%

35Δ

Calls
Pseudo strike
9.22
IV
241.0%
B/E move
121.2%
Puts
Pseudo strike
4.12
IV
82.2%
B/E move
12.3%

40Δ

Calls
Pseudo strike
8.43
IV
218.8%
B/E move
103.9%
Puts
Pseudo strike
4.26
IV
82.6%
B/E move
11.1%

45Δ

Calls
Pseudo strike
7.64
IV
196.5%
B/E move
86.6%
Puts
Pseudo strike
4.39
IV
83.0%
B/E move
9.8%

50Δ

Calls
Pseudo strike
6.85
IV
174.3%
B/E move
69.3%
Puts
Pseudo strike
4.53
IV
83.5%
B/E move
8.5%

55Δ

Calls
Pseudo strike
6.06
IV
152.0%
B/E move
52.0%
Puts
Pseudo strike
4.67
IV
83.9%
B/E move
7.3%

60Δ

Calls
Pseudo strike
5.28
IV
129.8%
B/E move
34.6%
Puts
Pseudo strike
4.81
IV
84.4%
B/E move
6.0%

65Δ

Calls
Pseudo strike
4.49
IV
107.5%
B/E move
17.3%
Puts
Pseudo strike
4.95
IV
84.8%
B/E move
4.7%

70Δ

Calls
Pseudo strike
3.92
IV
94.9%
B/E move
6.2%
Puts
Pseudo strike
5.55
IV
107.5%
B/E move
4.2%

75Δ

Calls
Pseudo strike
3.71
IV
97.8%
B/E move
5.1%
Puts
Pseudo strike
6.47
IV
144.6%
B/E move
4.2%

80Δ

Calls
Pseudo strike
3.50
IV
100.7%
B/E move
4.1%
Puts
Pseudo strike
7.31
IV
167.7%
B/E move
3.7%

Options history

No recorded observations