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Roundhill NFLX WeeklyPay ETF NFLW

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Market dataready · fetched 2026-10-23T02:23:49.192Z

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 · 2026-10-23T00:00:05.147689545Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T02:23:47.945902+00:00

Share price$13.30
1D+2.5%
AH$12.95$13.07$13.19$13.30$13.425:30 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$0.05$2.39$4.72$7.06$9.39$9.26$10.95$12.65$14.34$16.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NFLW spot · $13.30NFLW PRICE$0.30$0.32$0.34$0.37$0.39$0.42$0.45$0.48$0.51$0.54$0.35$0.40$0.47$0.53$0.61$1.62$2.63$3.65$4.66$5.68$6.69$7.70$8.72
PutsExpensive1.58×
CallsCheap0.85×
SkewBearish+46.66 pp
Implied moveBearish±$3.09
TiltBearish82.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.7282.2%28.0%11.3577.2%17.3%
25Δ15.4064.0%18.2%11.9965.3%12.8%
30Δ14.6653.1%12.8%12.3360.7%10.8%
35Δ14.1745.2%9.3%12.6756.2%8.8%
40Δ13.8940.5%7.4%13.0151.8%6.8%
45Δ13.7237.3%6.4%14.0864.4%6.3%
50Δ13.5534.2%5.3%15.1577.0%5.9%
55Δ13.3931.1%4.3%16.2389.6%5.4%
60Δ13.2227.9%3.2%17.30102.2%5.0%
65Δ13.0524.8%2.2%18.37114.8%4.5%
70Δ19.45127.3%4.1%
75Δ20.52139.9%3.6%
80Δ21.60152.5%3.2%

20Δ

Calls
Pseudo strike
16.72
IV
82.2%
B/E move
28.0%
Puts
Pseudo strike
11.35
IV
77.2%
B/E move
17.3%

25Δ

Calls
Pseudo strike
15.40
IV
64.0%
B/E move
18.2%
Puts
Pseudo strike
11.99
IV
65.3%
B/E move
12.8%

30Δ

Calls
Pseudo strike
14.66
IV
53.1%
B/E move
12.8%
Puts
Pseudo strike
12.33
IV
60.7%
B/E move
10.8%

35Δ

Calls
Pseudo strike
14.17
IV
45.2%
B/E move
9.3%
Puts
Pseudo strike
12.67
IV
56.2%
B/E move
8.8%

40Δ

Calls
Pseudo strike
13.89
IV
40.5%
B/E move
7.4%
Puts
Pseudo strike
13.01
IV
51.8%
B/E move
6.8%

45Δ

Calls
Pseudo strike
13.72
IV
37.3%
B/E move
6.4%
Puts
Pseudo strike
14.08
IV
64.4%
B/E move
6.3%

50Δ

Calls
Pseudo strike
13.55
IV
34.2%
B/E move
5.3%
Puts
Pseudo strike
15.15
IV
77.0%
B/E move
5.9%

55Δ

Calls
Pseudo strike
13.39
IV
31.1%
B/E move
4.3%
Puts
Pseudo strike
16.23
IV
89.6%
B/E move
5.4%

60Δ

Calls
Pseudo strike
13.22
IV
27.9%
B/E move
3.2%
Puts
Pseudo strike
17.30
IV
102.2%
B/E move
5.0%

65Δ

Calls
Pseudo strike
13.05
IV
24.8%
B/E move
2.2%
Puts
Pseudo strike
18.37
IV
114.8%
B/E move
4.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.45
IV
127.3%
B/E move
4.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.52
IV
139.9%
B/E move
3.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.60
IV
152.5%
B/E move
3.2%

Options history

No recorded observations