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Roundhill MSTR WeeklyPay ETF MSTW

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Market datapartial · fetched 2026-10-22T21:28:35.254Z

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 · 2026-10-22T21:23:52.6359612Z

FundamentalsAlpha Vantage · unavailable

Share price$4.37
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$0.97$1.79$2.62$3.45$2.53$3.62$4.71$5.80$6.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSTW spot · $4.37MSTW PRICE$0.36$0.39$0.43$0.46$0.49$0.53$0.56$0.59$0.63$0.70$0.86$1.02$0.29$0.26$0.23$0.30$0.38$0.47$0.55$0.64$0.72$0.80$1.51$2.41$3.21
PutsExpensive1.13×
CallsExpensive1.85×
SkewBullish-55.47 pp
Implied moveBearish±$1.08
TiltBearish25.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.98224.8%38.5%
25Δ10.80284.5%155.3%3.46157.0%26.7%
30Δ10.02262.4%138.2%3.9589.3%14.8%
35Δ9.24240.3%121.1%4.1383.0%12.5%
40Δ8.45218.2%104.0%4.2783.5%11.2%
45Δ7.67196.1%86.9%4.4184.1%9.9%
50Δ6.89174.0%69.7%4.5584.7%8.6%
55Δ6.11152.0%52.6%4.6985.2%7.3%
60Δ5.33129.9%35.5%4.8385.8%6.1%
65Δ4.55107.8%18.4%4.9786.3%4.8%
70Δ3.9492.9%6.1%5.68114.4%4.5%
75Δ3.7395.0%5.0%6.58151.3%4.5%
80Δ3.5397.0%4.0%7.41170.3%3.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.98
IV
224.8%
B/E move
38.5%

25Δ

Calls
Pseudo strike
10.80
IV
284.5%
B/E move
155.3%
Puts
Pseudo strike
3.46
IV
157.0%
B/E move
26.7%

30Δ

Calls
Pseudo strike
10.02
IV
262.4%
B/E move
138.2%
Puts
Pseudo strike
3.95
IV
89.3%
B/E move
14.8%

35Δ

Calls
Pseudo strike
9.24
IV
240.3%
B/E move
121.1%
Puts
Pseudo strike
4.13
IV
83.0%
B/E move
12.5%

40Δ

Calls
Pseudo strike
8.45
IV
218.2%
B/E move
104.0%
Puts
Pseudo strike
4.27
IV
83.5%
B/E move
11.2%

45Δ

Calls
Pseudo strike
7.67
IV
196.1%
B/E move
86.9%
Puts
Pseudo strike
4.41
IV
84.1%
B/E move
9.9%

50Δ

Calls
Pseudo strike
6.89
IV
174.0%
B/E move
69.7%
Puts
Pseudo strike
4.55
IV
84.7%
B/E move
8.6%

55Δ

Calls
Pseudo strike
6.11
IV
152.0%
B/E move
52.6%
Puts
Pseudo strike
4.69
IV
85.2%
B/E move
7.3%

60Δ

Calls
Pseudo strike
5.33
IV
129.9%
B/E move
35.5%
Puts
Pseudo strike
4.83
IV
85.8%
B/E move
6.1%

65Δ

Calls
Pseudo strike
4.55
IV
107.8%
B/E move
18.4%
Puts
Pseudo strike
4.97
IV
86.3%
B/E move
4.8%

70Δ

Calls
Pseudo strike
3.94
IV
92.9%
B/E move
6.1%
Puts
Pseudo strike
5.68
IV
114.4%
B/E move
4.5%

75Δ

Calls
Pseudo strike
3.73
IV
95.0%
B/E move
5.0%
Puts
Pseudo strike
6.58
IV
151.3%
B/E move
4.5%

80Δ

Calls
Pseudo strike
3.53
IV
97.0%
B/E move
4.0%
Puts
Pseudo strike
7.41
IV
170.3%
B/E move
3.8%

Options history

No recorded observations