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Roundhill TSLA WeeklyPay ETF TSLW

i

Market dataready · fetched 2026-11-13T01:26:38.227Z

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 · 2026-11-13T01:00:07.385646735Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:26:37.565405+00:00

Share price$18.36
1D+3.7%
AH$17.64$17.87$18.10$18.33$18.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSLW
Sold putSold callAH

Roundhill TSLA WeeklyPay ETF options

Live interpolated TSLW call and put midpoint premiums by absolute delta.Roundhill TSLA WeeklyPay ETF$0.26$0.86$1.45$2.04$2.64$14.59$16.26$17.93$19.60$21.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSLW spot · $18.36TSLW PRICE$0.33$0.34$0.37$0.39$0.46$0.56$0.66$0.76$0.86$1.11$1.38$1.65$1.93$0.44$0.55$0.66$0.74$0.83$0.88$0.93$0.98$1.03$1.21$1.49$1.77$2.47
PutsExpensive1.10×
CallsCheap0.86×
SkewBearish+18.67 pp
Implied moveBearish±$1.59
TiltBearish12.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.60118.0%19.4%15.89132.6%15.8%
25Δ20.5695.8%13.9%16.49124.7%13.2%
30Δ19.9281.5%10.5%17.04117.3%10.8%
35Δ19.2867.2%7.1%17.46108.4%8.9%
40Δ18.8861.2%5.3%17.8899.5%7.1%
45Δ18.6761.5%4.7%18.1791.1%5.8%
50Δ18.4561.8%4.1%18.4182.9%4.8%
55Δ18.2462.2%3.5%18.6574.8%3.7%
60Δ18.0362.5%2.9%18.8966.6%2.7%
65Δ17.7064.5%2.5%19.1964.8%2.1%
70Δ17.3666.8%2.1%19.5368.1%1.7%
75Δ17.0369.1%1.7%19.8771.3%1.4%
80Δ16.6971.3%1.4%20.6184.1%1.2%

20Δ

Calls
Pseudo strike
21.60
IV
118.0%
B/E move
19.4%
Puts
Pseudo strike
15.89
IV
132.6%
B/E move
15.8%

25Δ

Calls
Pseudo strike
20.56
IV
95.8%
B/E move
13.9%
Puts
Pseudo strike
16.49
IV
124.7%
B/E move
13.2%

30Δ

Calls
Pseudo strike
19.92
IV
81.5%
B/E move
10.5%
Puts
Pseudo strike
17.04
IV
117.3%
B/E move
10.8%

35Δ

Calls
Pseudo strike
19.28
IV
67.2%
B/E move
7.1%
Puts
Pseudo strike
17.46
IV
108.4%
B/E move
8.9%

40Δ

Calls
Pseudo strike
18.88
IV
61.2%
B/E move
5.3%
Puts
Pseudo strike
17.88
IV
99.5%
B/E move
7.1%

45Δ

Calls
Pseudo strike
18.67
IV
61.5%
B/E move
4.7%
Puts
Pseudo strike
18.17
IV
91.1%
B/E move
5.8%

50Δ

Calls
Pseudo strike
18.45
IV
61.8%
B/E move
4.1%
Puts
Pseudo strike
18.41
IV
82.9%
B/E move
4.8%

55Δ

Calls
Pseudo strike
18.24
IV
62.2%
B/E move
3.5%
Puts
Pseudo strike
18.65
IV
74.8%
B/E move
3.7%

60Δ

Calls
Pseudo strike
18.03
IV
62.5%
B/E move
2.9%
Puts
Pseudo strike
18.89
IV
66.6%
B/E move
2.7%

65Δ

Calls
Pseudo strike
17.70
IV
64.5%
B/E move
2.5%
Puts
Pseudo strike
19.19
IV
64.8%
B/E move
2.1%

70Δ

Calls
Pseudo strike
17.36
IV
66.8%
B/E move
2.1%
Puts
Pseudo strike
19.53
IV
68.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
17.03
IV
69.1%
B/E move
1.7%
Puts
Pseudo strike
19.87
IV
71.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
16.69
IV
71.3%
B/E move
1.4%
Puts
Pseudo strike
20.61
IV
84.1%
B/E move
1.2%

Options history

IV · four-Friday blend130.06%
Daily EOD
TSLW129.9%130.1%130.2%2026-10-26: 130.06%Oct 26
1 observations2026-10-26 — 2026-10-26
Table
DateIV (%)
130.06%