IntraAlpha
Create free account Start free

Roundhill NVDA WeeklyPay ETF NVDW

i

Market datapartial · fetched 2026-10-22T21:54:12.471Z

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 · 2026-10-22T21:18:21.619578205Z

FundamentalsAlpha Vantage · unavailable

Share price$33.36
1D-2.3%
AH$33.01$33.37$33.72$34.07$34.425:30 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$0.16$2.56$4.96$7.36$9.76$25.42$29.39$33.36$37.34$41.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVDW spot · $33.36NVDW PRICE$0.42$0.52$0.65$0.79$0.95$1.12$1.30$1.48$1.70$1.94$2.21$2.54$2.88$0.74$0.97$1.17$1.53$1.89$2.28$2.75$3.32$4.03$5.03$6.03$9.07
PutsExpensive1.54×
CallsCheap0.90×
SkewBearish+31.24 pp
Implied moveBearish±$4.04
TiltBearish35.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.3742.7%13.3%29.1864.7%14.8%
25Δ36.3039.2%10.4%30.1363.3%12.6%
30Δ35.6237.9%8.7%31.0959.4%10.3%
35Δ35.0637.5%7.4%31.7762.1%9.3%
40Δ34.5737.3%6.5%32.5063.0%8.2%
45Δ34.1037.1%5.6%33.2663.6%7.1%
50Δ33.6536.6%4.8%34.0364.9%6.2%
55Δ33.2236.0%4.0%34.8866.6%5.4%
60Δ32.7935.6%3.4%35.8469.1%4.6%
65Δ32.3635.4%2.8%37.0573.7%4.0%
70Δ31.9235.2%2.3%38.3075.6%3.3%
75Δ31.4435.0%1.9%41.4392.1%3.0%
80Δ30.9634.7%1.4%

20Δ

Calls
Pseudo strike
37.37
IV
42.7%
B/E move
13.3%
Puts
Pseudo strike
29.18
IV
64.7%
B/E move
14.8%

25Δ

Calls
Pseudo strike
36.30
IV
39.2%
B/E move
10.4%
Puts
Pseudo strike
30.13
IV
63.3%
B/E move
12.6%

30Δ

Calls
Pseudo strike
35.62
IV
37.9%
B/E move
8.7%
Puts
Pseudo strike
31.09
IV
59.4%
B/E move
10.3%

35Δ

Calls
Pseudo strike
35.06
IV
37.5%
B/E move
7.4%
Puts
Pseudo strike
31.77
IV
62.1%
B/E move
9.3%

40Δ

Calls
Pseudo strike
34.57
IV
37.3%
B/E move
6.5%
Puts
Pseudo strike
32.50
IV
63.0%
B/E move
8.2%

45Δ

Calls
Pseudo strike
34.10
IV
37.1%
B/E move
5.6%
Puts
Pseudo strike
33.26
IV
63.6%
B/E move
7.1%

50Δ

Calls
Pseudo strike
33.65
IV
36.6%
B/E move
4.8%
Puts
Pseudo strike
34.03
IV
64.9%
B/E move
6.2%

55Δ

Calls
Pseudo strike
33.22
IV
36.0%
B/E move
4.0%
Puts
Pseudo strike
34.88
IV
66.6%
B/E move
5.4%

60Δ

Calls
Pseudo strike
32.79
IV
35.6%
B/E move
3.4%
Puts
Pseudo strike
35.84
IV
69.1%
B/E move
4.6%

65Δ

Calls
Pseudo strike
32.36
IV
35.4%
B/E move
2.8%
Puts
Pseudo strike
37.05
IV
73.7%
B/E move
4.0%

70Δ

Calls
Pseudo strike
31.92
IV
35.2%
B/E move
2.3%
Puts
Pseudo strike
38.30
IV
75.6%
B/E move
3.3%

75Δ

Calls
Pseudo strike
31.44
IV
35.0%
B/E move
1.9%
Puts
Pseudo strike
41.43
IV
92.1%
B/E move
3.0%

80Δ

Calls
Pseudo strike
30.96
IV
34.7%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations