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Roundhill TSLA WeeklyPay ETF TSLW

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Market datapartial · fetched 2026-10-23T03:50:56.996Z

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 · 2026-10-23T00:00:07.354200604Z

FundamentalsAlpha Vantage · unavailable

Share price$17.65
1D+0.3%
AH$17.42$17.67$17.92$18.16$18.415:30 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$0.08$2.59$5.10$7.60$10.11$13.17$15.20$17.23$19.26$21.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSLW spot · $17.65TSLW PRICE$0.35$0.40$0.45$0.51$0.56$0.61$0.74$0.89$1.03$1.18$1.39$1.62$1.85$0.44$0.52$0.64$0.77$0.95$1.17$1.39$1.77$2.16$2.70$3.70$4.88$9.39
PutsExpensive1.29×
CallsCheap0.83×
SkewBearish+26.89 pp
Implied moveBearish±$2.13
TiltBearish45.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.6872.2%24.8%15.1973.2%16.4%
25Δ20.9865.6%21.1%15.9464.2%12.6%
30Δ20.2759.1%17.4%16.3961.6%10.8%
35Δ19.5652.5%13.7%16.8259.6%9.1%
40Δ18.8546.0%10.0%17.2259.6%7.8%
45Δ18.1439.5%6.3%17.6061.0%6.9%
50Δ17.8038.7%5.0%17.9862.4%6.0%
55Δ17.5539.5%4.4%18.4866.1%5.3%
60Δ17.3040.3%3.8%18.9869.9%4.7%
65Δ17.0441.0%3.2%19.6373.9%4.0%
70Δ16.7441.6%2.7%20.7085.4%3.7%
75Δ16.4242.0%2.2%21.9894.9%3.1%
80Δ16.1042.5%1.7%26.49138.4%3.1%

20Δ

Calls
Pseudo strike
21.68
IV
72.2%
B/E move
24.8%
Puts
Pseudo strike
15.19
IV
73.2%
B/E move
16.4%

25Δ

Calls
Pseudo strike
20.98
IV
65.6%
B/E move
21.1%
Puts
Pseudo strike
15.94
IV
64.2%
B/E move
12.6%

30Δ

Calls
Pseudo strike
20.27
IV
59.1%
B/E move
17.4%
Puts
Pseudo strike
16.39
IV
61.6%
B/E move
10.8%

35Δ

Calls
Pseudo strike
19.56
IV
52.5%
B/E move
13.7%
Puts
Pseudo strike
16.82
IV
59.6%
B/E move
9.1%

40Δ

Calls
Pseudo strike
18.85
IV
46.0%
B/E move
10.0%
Puts
Pseudo strike
17.22
IV
59.6%
B/E move
7.8%

45Δ

Calls
Pseudo strike
18.14
IV
39.5%
B/E move
6.3%
Puts
Pseudo strike
17.60
IV
61.0%
B/E move
6.9%

50Δ

Calls
Pseudo strike
17.80
IV
38.7%
B/E move
5.0%
Puts
Pseudo strike
17.98
IV
62.4%
B/E move
6.0%

55Δ

Calls
Pseudo strike
17.55
IV
39.5%
B/E move
4.4%
Puts
Pseudo strike
18.48
IV
66.1%
B/E move
5.3%

60Δ

Calls
Pseudo strike
17.30
IV
40.3%
B/E move
3.8%
Puts
Pseudo strike
18.98
IV
69.9%
B/E move
4.7%

65Δ

Calls
Pseudo strike
17.04
IV
41.0%
B/E move
3.2%
Puts
Pseudo strike
19.63
IV
73.9%
B/E move
4.0%

70Δ

Calls
Pseudo strike
16.74
IV
41.6%
B/E move
2.7%
Puts
Pseudo strike
20.70
IV
85.4%
B/E move
3.7%

75Δ

Calls
Pseudo strike
16.42
IV
42.0%
B/E move
2.2%
Puts
Pseudo strike
21.98
IV
94.9%
B/E move
3.1%

80Δ

Calls
Pseudo strike
16.10
IV
42.5%
B/E move
1.7%
Puts
Pseudo strike
26.49
IV
138.4%
B/E move
3.1%

Options history

No recorded observations