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Roundhill AVGO WeeklyPay ETF AVGW

i

Market dataready · fetched 2026-11-04T03:49:33.035Z

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 · 2026-11-04T01:00:00.768146226Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T03:49:33.024724+00:00

Share price$28.77
1D+0.2%
AH$28.27$28.48$28.69$28.90$29.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVGW
Sold putSold callAH

Roundhill AVGO WeeklyPay ETF options

Live interpolated AVGW call and put midpoint premiums by absolute delta.Roundhill AVGO WeeklyPay ETF$0.24$2.64$5.04$7.44$9.83$22.65$25.13$27.60$30.07$32.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AVGW spot · $28.77AVGW PRICE$0.50$0.66$0.75$0.85$0.98$1.11$1.31$1.51$1.72$1.94$2.16$2.49$0.64$0.77$0.93$1.13$1.36$1.66$2.00$2.42$3.52$4.93$6.33$7.74$9.14
PutsExpensive1.62×
Calls——
Skew——
Implied moveBearish±$3.11
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.1385.4%14.9%
25Δ31.4355.1%11.0%26.1277.4%11.9%
30Δ31.0558.8%10.2%26.8872.1%9.8%
35Δ30.4154.8%8.3%27.4870.6%8.4%
40Δ29.8351.0%6.7%28.0670.0%7.2%
45Δ29.4049.4%5.6%28.6171.1%6.3%
50Δ28.9747.8%4.6%29.1972.5%5.5%
55Δ28.6047.9%4.0%29.8174.7%4.8%
60Δ28.2247.9%3.3%31.0781.5%4.2%
65Δ27.8547.5%2.8%32.6290.3%3.7%
70Δ27.4846.5%2.2%34.1799.2%3.2%
75Δ27.1045.4%1.7%35.72108.0%2.7%
80Δ26.6644.8%1.3%37.27116.8%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.13
IV
85.4%
B/E move
14.9%

25Δ

Calls
Pseudo strike
31.43
IV
55.1%
B/E move
11.0%
Puts
Pseudo strike
26.12
IV
77.4%
B/E move
11.9%

30Δ

Calls
Pseudo strike
31.05
IV
58.8%
B/E move
10.2%
Puts
Pseudo strike
26.88
IV
72.1%
B/E move
9.8%

35Δ

Calls
Pseudo strike
30.41
IV
54.8%
B/E move
8.3%
Puts
Pseudo strike
27.48
IV
70.6%
B/E move
8.4%

40Δ

Calls
Pseudo strike
29.83
IV
51.0%
B/E move
6.7%
Puts
Pseudo strike
28.06
IV
70.0%
B/E move
7.2%

45Δ

Calls
Pseudo strike
29.40
IV
49.4%
B/E move
5.6%
Puts
Pseudo strike
28.61
IV
71.1%
B/E move
6.3%

50Δ

Calls
Pseudo strike
28.97
IV
47.8%
B/E move
4.6%
Puts
Pseudo strike
29.19
IV
72.5%
B/E move
5.5%

55Δ

Calls
Pseudo strike
28.60
IV
47.9%
B/E move
4.0%
Puts
Pseudo strike
29.81
IV
74.7%
B/E move
4.8%

60Δ

Calls
Pseudo strike
28.22
IV
47.9%
B/E move
3.3%
Puts
Pseudo strike
31.07
IV
81.5%
B/E move
4.2%

65Δ

Calls
Pseudo strike
27.85
IV
47.5%
B/E move
2.8%
Puts
Pseudo strike
32.62
IV
90.3%
B/E move
3.7%

70Δ

Calls
Pseudo strike
27.48
IV
46.5%
B/E move
2.2%
Puts
Pseudo strike
34.17
IV
99.2%
B/E move
3.2%

75Δ

Calls
Pseudo strike
27.10
IV
45.4%
B/E move
1.7%
Puts
Pseudo strike
35.72
IV
108.0%
B/E move
2.7%

80Δ

Calls
Pseudo strike
26.66
IV
44.8%
B/E move
1.3%
Puts
Pseudo strike
37.27
IV
116.8%
B/E move
2.2%

Options history

IV · four-Friday blend125.73%
Daily EOD
AVGW99.5%118.8%138.2%2026-10-19: 102.17%2026-10-20: 126.50%2026-10-23: 135.51%2026-10-29: 125.73%Oct 19Oct 20Oct 29
4 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
102.17%
126.50%
135.51%
125.73%