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Roundhill NVDA WeeklyPay ETF NVDW

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Market datapartial · fetched 2026-10-22T23:09:56.256Z

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 · 2026-10-22T22:30:05.397133616Z

FundamentalsAlpha Vantage · unavailable

Share price$33.24
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$0.20$2.31$4.42$6.53$8.64$25.58$29.51$33.44$37.36$41.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVDW spot · $33.24NVDW PRICE$0.43$0.53$0.66$0.81$0.98$1.15$1.34$1.54$1.78$2.04$2.36$2.73$3.10$0.73$0.96$1.13$1.49$1.84$2.20$2.65$3.19$3.85$4.76$5.62$8.03
PutsExpensive1.48×
CallsCheap0.94×
SkewBearish+27.01 pp
Implied moveBearish±$3.99
TiltBearish30.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.3043.4%13.5%29.1263.8%14.6%
25Δ36.2340.0%10.6%30.0662.7%12.5%
30Δ35.5639.0%9.0%31.0158.1%10.1%
35Δ34.9838.7%7.7%31.6960.5%9.1%
40Δ34.4938.6%6.7%32.3961.7%8.1%
45Δ34.0038.5%5.7%33.1361.9%7.0%
50Δ33.5538.1%5.0%33.8863.0%6.1%
55Δ33.0937.7%4.2%34.6964.5%5.2%
60Δ32.6437.6%3.6%35.6066.5%4.5%
65Δ32.1837.6%3.0%36.7270.3%3.9%
70Δ31.6937.8%2.5%37.8271.4%3.1%
75Δ31.1838.1%2.0%40.3683.6%2.7%
80Δ30.6637.4%1.6%

20Δ

Calls
Pseudo strike
37.30
IV
43.4%
B/E move
13.5%
Puts
Pseudo strike
29.12
IV
63.8%
B/E move
14.6%

25Δ

Calls
Pseudo strike
36.23
IV
40.0%
B/E move
10.6%
Puts
Pseudo strike
30.06
IV
62.7%
B/E move
12.5%

30Δ

Calls
Pseudo strike
35.56
IV
39.0%
B/E move
9.0%
Puts
Pseudo strike
31.01
IV
58.1%
B/E move
10.1%

35Δ

Calls
Pseudo strike
34.98
IV
38.7%
B/E move
7.7%
Puts
Pseudo strike
31.69
IV
60.5%
B/E move
9.1%

40Δ

Calls
Pseudo strike
34.49
IV
38.6%
B/E move
6.7%
Puts
Pseudo strike
32.39
IV
61.7%
B/E move
8.1%

45Δ

Calls
Pseudo strike
34.00
IV
38.5%
B/E move
5.7%
Puts
Pseudo strike
33.13
IV
61.9%
B/E move
7.0%

50Δ

Calls
Pseudo strike
33.55
IV
38.1%
B/E move
5.0%
Puts
Pseudo strike
33.88
IV
63.0%
B/E move
6.1%

55Δ

Calls
Pseudo strike
33.09
IV
37.7%
B/E move
4.2%
Puts
Pseudo strike
34.69
IV
64.5%
B/E move
5.2%

60Δ

Calls
Pseudo strike
32.64
IV
37.6%
B/E move
3.6%
Puts
Pseudo strike
35.60
IV
66.5%
B/E move
4.5%

65Δ

Calls
Pseudo strike
32.18
IV
37.6%
B/E move
3.0%
Puts
Pseudo strike
36.72
IV
70.3%
B/E move
3.9%

70Δ

Calls
Pseudo strike
31.69
IV
37.8%
B/E move
2.5%
Puts
Pseudo strike
37.82
IV
71.4%
B/E move
3.1%

75Δ

Calls
Pseudo strike
31.18
IV
38.1%
B/E move
2.0%
Puts
Pseudo strike
40.36
IV
83.6%
B/E move
2.7%

80Δ

Calls
Pseudo strike
30.66
IV
37.4%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations