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Roundhill PLTR WeeklyPay ETF PLTW

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Market dataready · fetched 2026-11-12T02:29:12.971Z

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 · 2026-11-12T01:00:05.686560541Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:29:12.603512+00:00

Share price$20.68
1D-0.8%
AH$20.49$20.65$20.81$20.97$21.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPLTW
Sold putSold callAH

Roundhill PLTR WeeklyPay ETF options

Live interpolated PLTW call and put midpoint premiums by absolute delta.Roundhill PLTR WeeklyPay ETF$0.31$0.89$1.46$2.03$2.61$16.38$18.58$20.77$22.97$25.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PLTW spot · $20.68PLTW PRICE$0.38$0.44$0.50$0.56$0.65$0.74$0.86$0.99$1.13$1.26$1.47$1.67$1.88$0.47$0.52$0.58$0.65$0.73$0.81$0.88$0.99$1.28$1.57$1.86$2.15$2.44
PutsCheap0.71×
CallsCheap0.68×
SkewBullish-0.78 pp
Implied moveBalanced±$1.74
TiltBearish8.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.42114.2%19.9%17.99121.0%15.3%
25Δ23.30100.6%14.9%18.84100.6%11.4%
30Δ22.5088.8%11.3%19.3889.3%9.1%
35Δ21.8778.5%8.5%19.8580.2%7.1%
40Δ21.5175.2%7.2%20.1974.0%5.9%
45Δ21.1471.8%5.8%20.4869.3%4.9%
50Δ20.8370.0%4.9%20.7664.5%3.9%
55Δ20.5469.1%4.2%21.0660.7%3.0%
60Δ20.2668.2%3.4%21.4262.7%2.6%
65Δ19.9867.4%2.7%21.7964.6%2.2%
70Δ19.6766.8%2.3%22.1666.5%1.8%
75Δ19.3766.2%1.8%22.5368.4%1.5%
80Δ19.0765.6%1.3%22.9070.3%1.1%

20Δ

Calls
Pseudo strike
24.42
IV
114.2%
B/E move
19.9%
Puts
Pseudo strike
17.99
IV
121.0%
B/E move
15.3%

25Δ

Calls
Pseudo strike
23.30
IV
100.6%
B/E move
14.9%
Puts
Pseudo strike
18.84
IV
100.6%
B/E move
11.4%

30Δ

Calls
Pseudo strike
22.50
IV
88.8%
B/E move
11.3%
Puts
Pseudo strike
19.38
IV
89.3%
B/E move
9.1%

35Δ

Calls
Pseudo strike
21.87
IV
78.5%
B/E move
8.5%
Puts
Pseudo strike
19.85
IV
80.2%
B/E move
7.1%

40Δ

Calls
Pseudo strike
21.51
IV
75.2%
B/E move
7.2%
Puts
Pseudo strike
20.19
IV
74.0%
B/E move
5.9%

45Δ

Calls
Pseudo strike
21.14
IV
71.8%
B/E move
5.8%
Puts
Pseudo strike
20.48
IV
69.3%
B/E move
4.9%

50Δ

Calls
Pseudo strike
20.83
IV
70.0%
B/E move
4.9%
Puts
Pseudo strike
20.76
IV
64.5%
B/E move
3.9%

55Δ

Calls
Pseudo strike
20.54
IV
69.1%
B/E move
4.2%
Puts
Pseudo strike
21.06
IV
60.7%
B/E move
3.0%

60Δ

Calls
Pseudo strike
20.26
IV
68.2%
B/E move
3.4%
Puts
Pseudo strike
21.42
IV
62.7%
B/E move
2.6%

65Δ

Calls
Pseudo strike
19.98
IV
67.4%
B/E move
2.7%
Puts
Pseudo strike
21.79
IV
64.6%
B/E move
2.2%

70Δ

Calls
Pseudo strike
19.67
IV
66.8%
B/E move
2.3%
Puts
Pseudo strike
22.16
IV
66.5%
B/E move
1.8%

75Δ

Calls
Pseudo strike
19.37
IV
66.2%
B/E move
1.8%
Puts
Pseudo strike
22.53
IV
68.4%
B/E move
1.5%

80Δ

Calls
Pseudo strike
19.07
IV
65.6%
B/E move
1.3%
Puts
Pseudo strike
22.90
IV
70.3%
B/E move
1.1%

Options history

IV · four-Friday blend74.55%
Daily EOD
PLTW74.5%74.5%74.6%2026-10-30: 74.55%Oct 30
1 observations2026-10-30 — 2026-10-30
Table
DateIV (%)
74.55%