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Roundhill MSTR WeeklyPay ETF MSTW

i

Market dataready · fetched 2026-11-12T02:47:33.482Z

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 · 2026-11-12T01:00:05.084852563Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:47:33.136978+00:00

Share price$3.41
1D-0.6%
AH$3.34$3.37$3.41$3.44$3.475:30 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$0.12$0.39$0.66$0.94$1.21$1.86$2.52$3.18$3.84$4.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MSTW spot · $3.41MSTW PRICE$0.15$0.20$0.26$0.31$0.37$0.43$0.49$0.55$0.60$0.74$0.92$0.36$0.37$0.37$0.42$0.47$0.52$0.57$0.62$0.67$0.72$0.81$0.97$1.13
PutsExpensive2.06×
Calls——
Skew——
Implied moveBearish±$0.94
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.34464.4%41.9%
25Δ2.66377.6%32.8%
30Δ4.04160.9%22.6%2.98290.8%23.7%
35Δ3.90164.2%20.1%3.12270.0%20.8%
40Δ3.78168.0%18.3%3.26254.6%18.3%
45Δ3.65171.8%16.4%3.39239.2%15.9%
50Δ3.53175.6%14.5%3.52223.8%13.5%
55Δ3.41179.4%12.6%3.65208.4%11.0%
60Δ3.29183.2%10.8%3.79193.0%8.6%
65Δ3.17187.0%8.9%3.92177.6%6.2%
70Δ3.05190.8%7.0%4.07166.4%4.4%
75Δ2.86200.2%5.6%4.26161.6%3.5%
80Δ2.64213.0%4.4%4.45156.7%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.34
IV
464.4%
B/E move
41.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.66
IV
377.6%
B/E move
32.8%

30Δ

Calls
Pseudo strike
4.04
IV
160.9%
B/E move
22.6%
Puts
Pseudo strike
2.98
IV
290.8%
B/E move
23.7%

35Δ

Calls
Pseudo strike
3.90
IV
164.2%
B/E move
20.1%
Puts
Pseudo strike
3.12
IV
270.0%
B/E move
20.8%

40Δ

Calls
Pseudo strike
3.78
IV
168.0%
B/E move
18.3%
Puts
Pseudo strike
3.26
IV
254.6%
B/E move
18.3%

45Δ

Calls
Pseudo strike
3.65
IV
171.8%
B/E move
16.4%
Puts
Pseudo strike
3.39
IV
239.2%
B/E move
15.9%

50Δ

Calls
Pseudo strike
3.53
IV
175.6%
B/E move
14.5%
Puts
Pseudo strike
3.52
IV
223.8%
B/E move
13.5%

55Δ

Calls
Pseudo strike
3.41
IV
179.4%
B/E move
12.6%
Puts
Pseudo strike
3.65
IV
208.4%
B/E move
11.0%

60Δ

Calls
Pseudo strike
3.29
IV
183.2%
B/E move
10.8%
Puts
Pseudo strike
3.79
IV
193.0%
B/E move
8.6%

65Δ

Calls
Pseudo strike
3.17
IV
187.0%
B/E move
8.9%
Puts
Pseudo strike
3.92
IV
177.6%
B/E move
6.2%

70Δ

Calls
Pseudo strike
3.05
IV
190.8%
B/E move
7.0%
Puts
Pseudo strike
4.07
IV
166.4%
B/E move
4.4%

75Δ

Calls
Pseudo strike
2.86
IV
200.2%
B/E move
5.6%
Puts
Pseudo strike
4.26
IV
161.6%
B/E move
3.5%

80Δ

Calls
Pseudo strike
2.64
IV
213.0%
B/E move
4.4%
Puts
Pseudo strike
4.45
IV
156.7%
B/E move
2.7%

Options history

IV · four-Friday blend119.68%
Daily EOD
MSTW112.0%123.8%135.5%2026-10-19: 133.92%2026-10-20: 117.49%2026-10-22: 127.07%2026-10-23: 113.62%2026-10-26: 128.92%2026-10-27: 119.68%Oct 19Oct 22Oct 27
6 observations2026-10-19 — 2026-10-27
Table
DateIV (%)
133.92%
117.49%
127.07%
113.62%
128.92%
119.68%