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Roundhill Treasury Bond WeeklyPay ETF TSYW

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Market dataready · fetched 2026-10-27T12:48:30.428Z

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 · 2026-10-27T00:00:07.599317207Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-27T12:48:29.997656+00:00

Share price$39.95
1D+0.0%
AH$40.05$40.06$40.07$40.08$40.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSYW
Sold putSold callAH

Roundhill Treasury Bond WeeklyPay ETF options

Live interpolated TSYW call and put midpoint premiums by absolute delta.Roundhill Treasury Bond WeeklyPay ETF$0.38$1.47$2.55$3.64$4.72$36.35$37.98$39.60$41.23$42.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSYW spot · $39.95TSYW PRICE$0.50$0.53$0.56$0.61$0.65$0.70$0.75$0.80$0.86$0.91$0.96$1.01$1.07$0.52$0.57$0.63$0.69$0.76$0.84$1.01$1.30$1.58$1.87$2.16$2.77$4.41
PutsExpensive4.03×
CallsExpensive1.12×
SkewBearish+6.69 pp
Implied moveBearish±$1.76
TiltBearish31.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.6246.0%12.9%36.7142.9%9.4%
25Δ42.8736.1%8.6%37.8235.3%6.7%
30Δ41.8729.8%6.2%38.5130.9%5.2%
35Δ41.2526.1%4.8%39.0727.4%3.9%
40Δ40.8123.3%3.8%39.4425.3%3.2%
45Δ40.4821.2%3.1%39.8123.2%2.5%
50Δ40.1619.0%2.4%40.1822.6%2.0%
55Δ39.9217.4%1.9%40.5623.6%1.7%
60Δ39.7716.1%1.7%40.9424.7%1.5%
65Δ39.6214.9%1.4%41.3325.7%1.2%
70Δ39.4713.7%1.2%41.7126.7%1.0%
75Δ39.3212.5%1.0%42.4129.3%0.8%
80Δ39.1711.3%0.7%44.1136.8%0.6%

20Δ

Calls
Pseudo strike
44.62
IV
46.0%
B/E move
12.9%
Puts
Pseudo strike
36.71
IV
42.9%
B/E move
9.4%

25Δ

Calls
Pseudo strike
42.87
IV
36.1%
B/E move
8.6%
Puts
Pseudo strike
37.82
IV
35.3%
B/E move
6.7%

30Δ

Calls
Pseudo strike
41.87
IV
29.8%
B/E move
6.2%
Puts
Pseudo strike
38.51
IV
30.9%
B/E move
5.2%

35Δ

Calls
Pseudo strike
41.25
IV
26.1%
B/E move
4.8%
Puts
Pseudo strike
39.07
IV
27.4%
B/E move
3.9%

40Δ

Calls
Pseudo strike
40.81
IV
23.3%
B/E move
3.8%
Puts
Pseudo strike
39.44
IV
25.3%
B/E move
3.2%

45Δ

Calls
Pseudo strike
40.48
IV
21.2%
B/E move
3.1%
Puts
Pseudo strike
39.81
IV
23.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
40.16
IV
19.0%
B/E move
2.4%
Puts
Pseudo strike
40.18
IV
22.6%
B/E move
2.0%

55Δ

Calls
Pseudo strike
39.92
IV
17.4%
B/E move
1.9%
Puts
Pseudo strike
40.56
IV
23.6%
B/E move
1.7%

60Δ

Calls
Pseudo strike
39.77
IV
16.1%
B/E move
1.7%
Puts
Pseudo strike
40.94
IV
24.7%
B/E move
1.5%

65Δ

Calls
Pseudo strike
39.62
IV
14.9%
B/E move
1.4%
Puts
Pseudo strike
41.33
IV
25.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
39.47
IV
13.7%
B/E move
1.2%
Puts
Pseudo strike
41.71
IV
26.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
39.32
IV
12.5%
B/E move
1.0%
Puts
Pseudo strike
42.41
IV
29.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
39.17
IV
11.3%
B/E move
0.7%
Puts
Pseudo strike
44.11
IV
36.8%
B/E move
0.6%

Options history

No recorded observations