Roundhill UBER WeeklyPay ETF UBEW
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Market dataready · fetched 2026-11-12T02:45:29.748Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T01:00:07.691973279Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:45:29.427387+00:00
Roundhill UBER WeeklyPay ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.69 | 146.1% | 26.6% | 19.99 | 125.2% | 15.7% |
| 25Δ | 26.21 | 107.0% | 15.8% | 21.10 | 96.9% | 11.0% |
| 30Δ | 24.94 | 83.2% | 10.3% | 21.76 | 81.8% | 8.3% |
| 35Δ | 24.30 | 71.4% | 7.7% | 22.22 | 72.6% | 6.5% |
| 40Δ | 23.84 | 62.4% | 5.9% | 22.57 | 66.9% | 5.3% |
| 45Δ | 23.54 | 55.7% | 4.7% | 22.91 | 61.2% | 4.1% |
| 50Δ | 23.24 | 49.0% | 3.5% | |||
| 55Δ | 22.97 | 43.2% | 2.5% | |||
| 60Δ | 22.84 | 40.4% | 2.2% | |||
| 65Δ | 22.71 | 37.5% | 1.9% | |||
| 70Δ | 22.58 | 34.7% | 1.6% | |||
| 75Δ | 22.45 | 31.8% | 1.3% | |||
| 80Δ | 22.32 | 29.0% | 1.0% | |||
20Δ
- Pseudo strike
- 28.69
- IV
- 146.1%
- B/E move
- 26.6%
- Pseudo strike
- 19.99
- IV
- 125.2%
- B/E move
- 15.7%
25Δ
- Pseudo strike
- 26.21
- IV
- 107.0%
- B/E move
- 15.8%
- Pseudo strike
- 21.10
- IV
- 96.9%
- B/E move
- 11.0%
30Δ
- Pseudo strike
- 24.94
- IV
- 83.2%
- B/E move
- 10.3%
- Pseudo strike
- 21.76
- IV
- 81.8%
- B/E move
- 8.3%
35Δ
- Pseudo strike
- 24.30
- IV
- 71.4%
- B/E move
- 7.7%
- Pseudo strike
- 22.22
- IV
- 72.6%
- B/E move
- 6.5%
40Δ
- Pseudo strike
- 23.84
- IV
- 62.4%
- B/E move
- 5.9%
- Pseudo strike
- 22.57
- IV
- 66.9%
- B/E move
- 5.3%
45Δ
- Pseudo strike
- 23.54
- IV
- 55.7%
- B/E move
- 4.7%
- Pseudo strike
- 22.91
- IV
- 61.2%
- B/E move
- 4.1%
50Δ
- Pseudo strike
- 23.24
- IV
- 49.0%
- B/E move
- 3.5%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 22.97
- IV
- 43.2%
- B/E move
- 2.5%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 22.84
- IV
- 40.4%
- B/E move
- 2.2%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 22.71
- IV
- 37.5%
- B/E move
- 1.9%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 22.58
- IV
- 34.7%
- B/E move
- 1.6%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 22.45
- IV
- 31.8%
- B/E move
- 1.3%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 22.32
- IV
- 29.0%
- B/E move
- 1.0%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 131.69% | |
| 124.22% | |
| 90.87% | |
| 78.90% | |
| 95.19% | |
| 112.70% | |
| 134.65% | |
| 57.77% |