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Roundhill Top WeeklyPay ETF TOPW

i

Market dataready · fetched 2026-11-12T00:52:49.186Z

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 · 2026-11-11T23:34:48.32067568Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:52:48.851149+00:00

Share price$30.38
1D-1.9%
AH$30.66$30.92$31.18$31.43$31.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTOPW
Sold putSold callAH

Roundhill Top WeeklyPay ETF options

Live interpolated TOPW call and put midpoint premiums by absolute delta.Roundhill Top WeeklyPay ETF$0.04$1.74$3.44$5.14$6.84$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICETOPW PRICE$0.23$0.31$0.45$0.59$0.73$0.91$1.17$1.42$1.83$2.36$3.13$4.60$6.35$0.38$0.38
Puts——
CallsExpensive1.26×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.2842.6%7.0%27.9967.6%9.1%
25Δ31.9344.1%6.1%28.8951.5%6.1%
30Δ31.6747.6%5.8%
35Δ31.4251.2%5.4%
40Δ31.1654.7%5.0%
45Δ30.8758.6%4.6%
50Δ30.5163.0%4.3%
55Δ30.1567.5%3.9%
60Δ29.6775.8%3.7%
65Δ29.1086.9%3.5%
70Δ28.29102.4%3.4%
75Δ26.90137.6%3.7%
80Δ25.10172.6%3.5%

20Δ

Calls
Pseudo strike
32.28
IV
42.6%
B/E move
7.0%
Puts
Pseudo strike
27.99
IV
67.6%
B/E move
9.1%

25Δ

Calls
Pseudo strike
31.93
IV
44.1%
B/E move
6.1%
Puts
Pseudo strike
28.89
IV
51.5%
B/E move
6.1%

30Δ

Calls
Pseudo strike
31.67
IV
47.6%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
31.42
IV
51.2%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
31.16
IV
54.7%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
30.87
IV
58.6%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
30.51
IV
63.0%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
30.15
IV
67.5%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
29.67
IV
75.8%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
29.10
IV
86.9%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
28.29
IV
102.4%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
26.90
IV
137.6%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
25.10
IV
172.6%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend33.24%
Daily EOD
TOPW28.2%30.9%33.6%2026-10-20: 29.24%2026-10-21: 28.95%2026-10-22: 32.47%2026-10-26: 28.59%2026-10-27: 29.41%2026-10-28: 29.46%2026-10-29: 29.55%2026-10-30: 33.24%Oct 20Oct 26Oct 30
8 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
29.24%
28.95%
32.47%
28.59%
29.41%
29.46%
29.55%
33.24%