IntraAlpha
Create free account Start free

Roundhill TSLA WeeklyPay ETF TSLW

i

Market datapartial · fetched 2026-10-23T17:33:51.166Z

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 · 2026-10-23T17:26:51.722155636Z

FundamentalsAlpha Vantage · unavailable

Share price$17.45
1D+0.5%
$17.08$17.22$17.36$17.50$17.645:30 AM6:30 AM9:00 AM1:00 PMTSLW
Sold putSold call

Roundhill TSLA WeeklyPay ETF options

Live interpolated TSLW call and put midpoint premiums by absolute delta.Roundhill TSLA WeeklyPay ETF$0.18$1.87$3.57$5.27$6.96$13.21$15.16$17.11$19.05$21.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSLW spot · $17.45TSLW PRICE$0.36$0.43$0.50$0.58$0.66$0.75$0.83$0.92$1.08$1.23$1.39$0.45$0.52$0.63$0.78$0.93$1.18$1.43$1.75$2.16$2.60$3.06$4.71$6.47
PutsExpensive1.31×
CallsCheap0.61×
SkewBearish+36.70 pp
Implied moveBearish±$2.09
TiltBearish50.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.0175.2%16.6%
25Δ15.7066.2%13.0%
30Δ18.7441.1%9.4%16.2262.0%10.7%
35Δ18.4239.8%8.0%16.6261.5%9.2%
40Δ18.1038.6%6.6%17.0161.1%7.9%
45Δ17.8537.4%5.6%17.4163.0%7.0%
50Δ17.6336.1%4.8%17.8064.9%6.2%
55Δ17.4134.9%4.1%18.2667.7%5.4%
60Δ17.1933.6%3.3%18.7871.2%4.7%
65Δ16.9732.4%2.5%19.3573.6%4.0%
70Δ16.7531.9%2.1%19.9575.0%3.2%
75Δ16.5231.5%1.8%21.6789.4%2.8%
80Δ16.3031.0%1.4%23.51105.1%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.01
IV
75.2%
B/E move
16.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.70
IV
66.2%
B/E move
13.0%

30Δ

Calls
Pseudo strike
18.74
IV
41.1%
B/E move
9.4%
Puts
Pseudo strike
16.22
IV
62.0%
B/E move
10.7%

35Δ

Calls
Pseudo strike
18.42
IV
39.8%
B/E move
8.0%
Puts
Pseudo strike
16.62
IV
61.5%
B/E move
9.2%

40Δ

Calls
Pseudo strike
18.10
IV
38.6%
B/E move
6.6%
Puts
Pseudo strike
17.01
IV
61.1%
B/E move
7.9%

45Δ

Calls
Pseudo strike
17.85
IV
37.4%
B/E move
5.6%
Puts
Pseudo strike
17.41
IV
63.0%
B/E move
7.0%

50Δ

Calls
Pseudo strike
17.63
IV
36.1%
B/E move
4.8%
Puts
Pseudo strike
17.80
IV
64.9%
B/E move
6.2%

55Δ

Calls
Pseudo strike
17.41
IV
34.9%
B/E move
4.1%
Puts
Pseudo strike
18.26
IV
67.7%
B/E move
5.4%

60Δ

Calls
Pseudo strike
17.19
IV
33.6%
B/E move
3.3%
Puts
Pseudo strike
18.78
IV
71.2%
B/E move
4.7%

65Δ

Calls
Pseudo strike
16.97
IV
32.4%
B/E move
2.5%
Puts
Pseudo strike
19.35
IV
73.6%
B/E move
4.0%

70Δ

Calls
Pseudo strike
16.75
IV
31.9%
B/E move
2.1%
Puts
Pseudo strike
19.95
IV
75.0%
B/E move
3.2%

75Δ

Calls
Pseudo strike
16.52
IV
31.5%
B/E move
1.8%
Puts
Pseudo strike
21.67
IV
89.4%
B/E move
2.8%

80Δ

Calls
Pseudo strike
16.30
IV
31.0%
B/E move
1.4%
Puts
Pseudo strike
23.51
IV
105.1%
B/E move
2.4%

Options history

No recorded observations