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Roundhill NVDA WeeklyPay ETF NVDW

i

Market dataready · fetched 2026-11-13T02:14:24.538Z

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 · 2026-11-13T01:00:05.253103808Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:14:24.074443+00:00

Share price$24.17
1D+6.1%
AH$21.18$22.04$22.90$23.76$24.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNVDW
Sold putSold callAH

Roundhill NVDA WeeklyPay ETF options

Live interpolated NVDW call and put midpoint premiums by absolute delta.Roundhill NVDA WeeklyPay ETF$0.20$1.77$3.34$4.92$6.49$17.00$20.68$24.35$28.03$31.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NVDW spot · $24.17NVDW PRICE$0.37$0.46$0.57$0.70$0.83$1.00$1.19$1.37$1.58$1.79$0.64$0.78$0.93$1.07$1.28$1.48$1.74$2.00$2.39$2.82$3.39$4.28$6.03
PutsCheap0.77×
Calls——
Skew——
Implied moveBearish±$2.93
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.7299.7%16.2%18.89174.7%24.5%
25Δ26.7992.2%12.8%20.25155.0%19.5%
30Δ26.1789.4%10.6%21.61135.3%14.4%
35Δ25.6788.1%9.1%22.96115.6%9.4%
40Δ25.2287.4%7.8%23.50112.8%8.0%
45Δ24.8087.7%6.7%24.02110.4%6.8%
50Δ24.4088.8%5.9%24.51109.1%5.8%
55Δ24.0089.9%5.0%25.00107.8%4.8%
60Δ23.6088.8%4.2%25.56109.5%4.1%
65Δ23.2087.8%3.4%26.15111.7%3.5%
70Δ26.86115.4%2.9%
75Δ27.87124.4%2.4%
80Δ29.71147.1%2.1%

20Δ

Calls
Pseudo strike
27.72
IV
99.7%
B/E move
16.2%
Puts
Pseudo strike
18.89
IV
174.7%
B/E move
24.5%

25Δ

Calls
Pseudo strike
26.79
IV
92.2%
B/E move
12.8%
Puts
Pseudo strike
20.25
IV
155.0%
B/E move
19.5%

30Δ

Calls
Pseudo strike
26.17
IV
89.4%
B/E move
10.6%
Puts
Pseudo strike
21.61
IV
135.3%
B/E move
14.4%

35Δ

Calls
Pseudo strike
25.67
IV
88.1%
B/E move
9.1%
Puts
Pseudo strike
22.96
IV
115.6%
B/E move
9.4%

40Δ

Calls
Pseudo strike
25.22
IV
87.4%
B/E move
7.8%
Puts
Pseudo strike
23.50
IV
112.8%
B/E move
8.0%

45Δ

Calls
Pseudo strike
24.80
IV
87.7%
B/E move
6.7%
Puts
Pseudo strike
24.02
IV
110.4%
B/E move
6.8%

50Δ

Calls
Pseudo strike
24.40
IV
88.8%
B/E move
5.9%
Puts
Pseudo strike
24.51
IV
109.1%
B/E move
5.8%

55Δ

Calls
Pseudo strike
24.00
IV
89.9%
B/E move
5.0%
Puts
Pseudo strike
25.00
IV
107.8%
B/E move
4.8%

60Δ

Calls
Pseudo strike
23.60
IV
88.8%
B/E move
4.2%
Puts
Pseudo strike
25.56
IV
109.5%
B/E move
4.1%

65Δ

Calls
Pseudo strike
23.20
IV
87.8%
B/E move
3.4%
Puts
Pseudo strike
26.15
IV
111.7%
B/E move
3.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.86
IV
115.4%
B/E move
2.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.87
IV
124.4%
B/E move
2.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.71
IV
147.1%
B/E move
2.1%

Options history

IV · four-Friday blend78.48%
Daily EOD
NVDW52.1%66.3%80.4%2026-10-20: 64.39%2026-10-23: 74.07%2026-10-27: 54.03%2026-10-28: 57.96%2026-10-29: 78.48%Oct 20Oct 27Oct 29
5 observations2026-10-20 — 2026-10-29
Table
DateIV (%)
64.39%
74.07%
54.03%
57.96%
78.48%