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Roundhill NVDA WeeklyPay ETF NVDW

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Market datapartial · fetched 2026-10-23T16:44:02.641Z

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 · 2026-10-23T16:39:18.095361578Z

FundamentalsAlpha Vantage · unavailable

Share price$33.13
1D-0.1%
$32.99$33.13$33.27$33.40$33.545:30 AM6:30 AM9:00 AM1:00 PMNVDW
Sold putSold call

Roundhill NVDA WeeklyPay ETF options

Live interpolated NVDW call and put midpoint premiums by absolute delta.Roundhill NVDA WeeklyPay ETF$0.45$2.54$4.63$6.71$8.80$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENVDW PRICE$1.70$2.06$2.43$2.80$3.16$3.53$0.68$0.89$1.16$1.44$1.72$2.00$2.32$2.89$3.73$4.58$5.42$6.27$8.20
PutsExpensive1.43×
CallsExpensive1.08×
SkewBearish+18.55 pp
Implied move——
TiltBearish44.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.2060.3%13.9%
25Δ30.1558.8%11.7%
30Δ30.8658.6%10.4%
35Δ31.5758.4%9.1%
40Δ32.2858.2%7.8%
45Δ32.9958.0%6.5%
50Δ33.6557.1%5.5%
55Δ32.9742.7%4.6%34.4857.9%4.6%
60Δ32.4143.0%4.1%35.5260.7%4.0%
65Δ31.8543.2%3.5%36.5763.5%3.5%
70Δ31.2943.4%2.9%37.6166.3%2.9%
75Δ30.7443.7%2.3%38.6569.1%2.3%
80Δ30.1843.9%1.8%40.7477.3%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.20
IV
60.3%
B/E move
13.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.15
IV
58.8%
B/E move
11.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.86
IV
58.6%
B/E move
10.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.57
IV
58.4%
B/E move
9.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.28
IV
58.2%
B/E move
7.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.99
IV
58.0%
B/E move
6.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.65
IV
57.1%
B/E move
5.5%

55Δ

Calls
Pseudo strike
32.97
IV
42.7%
B/E move
4.6%
Puts
Pseudo strike
34.48
IV
57.9%
B/E move
4.6%

60Δ

Calls
Pseudo strike
32.41
IV
43.0%
B/E move
4.1%
Puts
Pseudo strike
35.52
IV
60.7%
B/E move
4.0%

65Δ

Calls
Pseudo strike
31.85
IV
43.2%
B/E move
3.5%
Puts
Pseudo strike
36.57
IV
63.5%
B/E move
3.5%

70Δ

Calls
Pseudo strike
31.29
IV
43.4%
B/E move
2.9%
Puts
Pseudo strike
37.61
IV
66.3%
B/E move
2.9%

75Δ

Calls
Pseudo strike
30.74
IV
43.7%
B/E move
2.3%
Puts
Pseudo strike
38.65
IV
69.1%
B/E move
2.3%

80Δ

Calls
Pseudo strike
30.18
IV
43.9%
B/E move
1.8%
Puts
Pseudo strike
40.74
IV
77.3%
B/E move
1.8%

Options history

No recorded observations