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Roundhill UNH WeeklyPay ETF UNHW

i

Market dataready · fetched 2026-11-12T03:23:39.383Z

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 · 2026-11-12T01:00:07.691996102Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:23:39.067551+00:00

Share price$45.61
1D-1.3%
AH$44.81$45.00$45.18$45.37$45.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUNHW
Sold putSold callAH

Roundhill UNH WeeklyPay ETF options

Live interpolated UNHW call and put midpoint premiums by absolute delta.Roundhill UNH WeeklyPay ETF$0.59$2.28$3.96$5.65$7.33$42.26$44.10$45.95$47.79$49.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive UNHW spot · $45.61UNHW PRICE$0.78$0.80$0.82$0.88$0.94$0.99$1.05$1.11$1.18$1.25$1.31$1.37$1.43$0.82$0.88$0.97$1.06$1.17$1.35$1.56$1.91$2.35$2.94$3.60$6.85
Puts——
CallsExpensive1.39×
Skew——
Implied moveBearish±$2.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.15106.2%18.2%40.7096.7%12.6%
25Δ50.0780.7%11.5%42.3678.6%9.1%
30Δ48.3764.2%7.8%43.4168.4%6.9%
35Δ47.4255.9%5.9%44.2160.8%5.4%
40Δ46.7449.5%4.5%44.8355.5%4.3%
45Δ46.1843.2%3.4%45.3453.1%3.6%
50Δ45.8038.9%2.7%45.8151.9%3.0%
55Δ45.4935.7%2.2%46.3353.5%2.6%
60Δ45.1932.5%1.7%46.9157.0%2.3%
65Δ44.9429.5%1.3%47.6261.1%2.0%
70Δ44.7926.8%1.1%48.4364.7%1.7%
75Δ44.6524.2%0.9%
80Δ44.5021.5%0.7%51.8588.7%1.3%

20Δ

Calls
Pseudo strike
53.15
IV
106.2%
B/E move
18.2%
Puts
Pseudo strike
40.70
IV
96.7%
B/E move
12.6%

25Δ

Calls
Pseudo strike
50.07
IV
80.7%
B/E move
11.5%
Puts
Pseudo strike
42.36
IV
78.6%
B/E move
9.1%

30Δ

Calls
Pseudo strike
48.37
IV
64.2%
B/E move
7.8%
Puts
Pseudo strike
43.41
IV
68.4%
B/E move
6.9%

35Δ

Calls
Pseudo strike
47.42
IV
55.9%
B/E move
5.9%
Puts
Pseudo strike
44.21
IV
60.8%
B/E move
5.4%

40Δ

Calls
Pseudo strike
46.74
IV
49.5%
B/E move
4.5%
Puts
Pseudo strike
44.83
IV
55.5%
B/E move
4.3%

45Δ

Calls
Pseudo strike
46.18
IV
43.2%
B/E move
3.4%
Puts
Pseudo strike
45.34
IV
53.1%
B/E move
3.6%

50Δ

Calls
Pseudo strike
45.80
IV
38.9%
B/E move
2.7%
Puts
Pseudo strike
45.81
IV
51.9%
B/E move
3.0%

55Δ

Calls
Pseudo strike
45.49
IV
35.7%
B/E move
2.2%
Puts
Pseudo strike
46.33
IV
53.5%
B/E move
2.6%

60Δ

Calls
Pseudo strike
45.19
IV
32.5%
B/E move
1.7%
Puts
Pseudo strike
46.91
IV
57.0%
B/E move
2.3%

65Δ

Calls
Pseudo strike
44.94
IV
29.5%
B/E move
1.3%
Puts
Pseudo strike
47.62
IV
61.1%
B/E move
2.0%

70Δ

Calls
Pseudo strike
44.79
IV
26.8%
B/E move
1.1%
Puts
Pseudo strike
48.43
IV
64.7%
B/E move
1.7%

75Δ

Calls
Pseudo strike
44.65
IV
24.2%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
44.50
IV
21.5%
B/E move
0.7%
Puts
Pseudo strike
51.85
IV
88.7%
B/E move
1.3%

Options history

IV · four-Friday blend63.40%
Daily EOD
UNHW46.5%55.6%64.6%2026-10-26: 48.88%2026-10-27: 47.79%2026-10-28: 63.40%Oct 26Oct 27Oct 28
3 observations2026-10-26 — 2026-10-28
Table
DateIV (%)
48.88%
47.79%
63.40%