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Roundhill NVDA WeeklyPay ETF NVDW

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Market datapartial · fetched 2026-10-22T20:46:41.972Z

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 · 2026-10-22T20:30:19.582023958Z

FundamentalsAlpha Vantage · unavailable

Share price$33.31
1D-2.2%
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$0.18$2.46$4.74$7.03$9.31$25.49$29.44$33.39$37.35$41.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVDW spot · $33.31NVDW PRICE$0.42$0.52$0.65$0.79$0.96$1.13$1.32$1.50$1.73$1.99$2.27$2.62$2.96$0.74$0.97$1.15$1.51$1.87$2.25$2.70$3.27$3.96$4.93$5.78$8.65
PutsExpensive1.52×
CallsCheap0.92×
SkewBearish+29.48 pp
Implied moveBearish±$4.02
TiltBearish33.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.3442.9%13.4%29.1564.3%14.7%
25Δ36.2739.5%10.5%30.1063.1%12.5%
30Δ35.5938.3%8.8%31.0658.9%10.2%
35Δ35.0238.0%7.5%31.7461.5%9.3%
40Δ34.5437.8%6.6%32.4562.5%8.2%
45Δ34.0637.7%5.6%33.2062.9%7.1%
50Δ33.6137.2%4.8%33.9764.1%6.2%
55Δ33.1736.7%4.1%34.8065.7%5.3%
60Δ32.7236.4%3.4%35.7468.0%4.6%
65Δ32.2936.3%2.9%36.9272.5%4.0%
70Δ31.8336.2%2.4%38.0373.1%3.2%
75Δ31.3336.3%1.9%41.0088.7%2.9%
80Δ30.8535.7%1.5%

20Δ

Calls
Pseudo strike
37.34
IV
42.9%
B/E move
13.4%
Puts
Pseudo strike
29.15
IV
64.3%
B/E move
14.7%

25Δ

Calls
Pseudo strike
36.27
IV
39.5%
B/E move
10.5%
Puts
Pseudo strike
30.10
IV
63.1%
B/E move
12.5%

30Δ

Calls
Pseudo strike
35.59
IV
38.3%
B/E move
8.8%
Puts
Pseudo strike
31.06
IV
58.9%
B/E move
10.2%

35Δ

Calls
Pseudo strike
35.02
IV
38.0%
B/E move
7.5%
Puts
Pseudo strike
31.74
IV
61.5%
B/E move
9.3%

40Δ

Calls
Pseudo strike
34.54
IV
37.8%
B/E move
6.6%
Puts
Pseudo strike
32.45
IV
62.5%
B/E move
8.2%

45Δ

Calls
Pseudo strike
34.06
IV
37.7%
B/E move
5.6%
Puts
Pseudo strike
33.20
IV
62.9%
B/E move
7.1%

50Δ

Calls
Pseudo strike
33.61
IV
37.2%
B/E move
4.8%
Puts
Pseudo strike
33.97
IV
64.1%
B/E move
6.2%

55Δ

Calls
Pseudo strike
33.17
IV
36.7%
B/E move
4.1%
Puts
Pseudo strike
34.80
IV
65.7%
B/E move
5.3%

60Δ

Calls
Pseudo strike
32.72
IV
36.4%
B/E move
3.4%
Puts
Pseudo strike
35.74
IV
68.0%
B/E move
4.6%

65Δ

Calls
Pseudo strike
32.29
IV
36.3%
B/E move
2.9%
Puts
Pseudo strike
36.92
IV
72.5%
B/E move
4.0%

70Δ

Calls
Pseudo strike
31.83
IV
36.2%
B/E move
2.4%
Puts
Pseudo strike
38.03
IV
73.1%
B/E move
3.2%

75Δ

Calls
Pseudo strike
31.33
IV
36.3%
B/E move
1.9%
Puts
Pseudo strike
41.00
IV
88.7%
B/E move
2.9%

80Δ

Calls
Pseudo strike
30.85
IV
35.7%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations