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Roundhill NFLX WeeklyPay ETF NFLW

i

Market dataready · fetched 2026-11-13T02:14:19.760Z

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 · 2026-11-13T01:00:05.179443472Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:14:19.060620+00:00

Share price$12.04
1D-2.3%
AH$12.06$12.14$12.22$12.30$12.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNFLW
Sold putSold callAH

Roundhill NFLX WeeklyPay ETF options

Live interpolated NFLW call and put midpoint premiums by absolute delta.Roundhill NFLX WeeklyPay ETF$0.14$0.41$0.67$0.93$1.19$10.43$11.18$11.93$12.68$13.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NFLW spot · $12.04NFLW PRICE$0.17$0.23$0.29$0.34$0.40$0.46$0.53$0.65$0.77$0.88$1.00$1.12$0.33$0.33$0.35$0.37$0.39$0.42$0.47$0.53$0.59$0.66$0.72$0.78$0.84
PutsExpensive1.60×
Calls——
Skew——
Implied moveBalanced±$0.93
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.22152.1%17.8%
25Δ12.9466.4%8.9%10.90115.2%12.2%
30Δ12.7866.6%8.0%11.21100.3%9.8%
35Δ12.6166.8%7.1%11.4589.3%8.0%
40Δ12.4567.0%6.2%11.6978.3%6.2%
45Δ12.2967.3%5.4%11.9467.2%4.3%
50Δ12.1267.5%4.5%12.0862.2%3.6%
55Δ11.9667.8%3.7%12.1959.1%3.1%
60Δ11.7868.2%3.2%12.3156.1%2.7%
65Δ11.6168.7%2.8%12.4253.1%2.3%
70Δ11.4369.1%2.3%12.5350.1%1.9%
75Δ11.2669.5%1.8%12.6447.0%1.5%
80Δ11.0870.0%1.3%12.7544.0%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.22
IV
152.1%
B/E move
17.8%

25Δ

Calls
Pseudo strike
12.94
IV
66.4%
B/E move
8.9%
Puts
Pseudo strike
10.90
IV
115.2%
B/E move
12.2%

30Δ

Calls
Pseudo strike
12.78
IV
66.6%
B/E move
8.0%
Puts
Pseudo strike
11.21
IV
100.3%
B/E move
9.8%

35Δ

Calls
Pseudo strike
12.61
IV
66.8%
B/E move
7.1%
Puts
Pseudo strike
11.45
IV
89.3%
B/E move
8.0%

40Δ

Calls
Pseudo strike
12.45
IV
67.0%
B/E move
6.2%
Puts
Pseudo strike
11.69
IV
78.3%
B/E move
6.2%

45Δ

Calls
Pseudo strike
12.29
IV
67.3%
B/E move
5.4%
Puts
Pseudo strike
11.94
IV
67.2%
B/E move
4.3%

50Δ

Calls
Pseudo strike
12.12
IV
67.5%
B/E move
4.5%
Puts
Pseudo strike
12.08
IV
62.2%
B/E move
3.6%

55Δ

Calls
Pseudo strike
11.96
IV
67.8%
B/E move
3.7%
Puts
Pseudo strike
12.19
IV
59.1%
B/E move
3.1%

60Δ

Calls
Pseudo strike
11.78
IV
68.2%
B/E move
3.2%
Puts
Pseudo strike
12.31
IV
56.1%
B/E move
2.7%

65Δ

Calls
Pseudo strike
11.61
IV
68.7%
B/E move
2.8%
Puts
Pseudo strike
12.42
IV
53.1%
B/E move
2.3%

70Δ

Calls
Pseudo strike
11.43
IV
69.1%
B/E move
2.3%
Puts
Pseudo strike
12.53
IV
50.1%
B/E move
1.9%

75Δ

Calls
Pseudo strike
11.26
IV
69.5%
B/E move
1.8%
Puts
Pseudo strike
12.64
IV
47.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
11.08
IV
70.0%
B/E move
1.3%
Puts
Pseudo strike
12.75
IV
44.0%
B/E move
1.1%

Options history

IV · four-Friday blend59.46%
Daily EOD
NFLW50.9%112.8%174.6%2026-10-19: 125.22%2026-10-20: 115.34%2026-10-21: 133.68%2026-10-22: 166.05%2026-10-23: 115.57%2026-10-26: 113.80%2026-10-27: 145.64%2026-10-28: 110.25%2026-10-29: 122.43%2026-10-30: 59.46%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
125.22%
115.34%
133.68%
166.05%
115.57%
113.80%
145.64%
110.25%
122.43%
59.46%