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Roundhill BABA WeeklyPay ETF BABW

i

Market datapartial · fetched 2026-11-04T07:03:53.087Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-04T01:00:00.968675733Z

FundamentalsAlpha Vantage · unavailable

Share price$16.91
1D-2.5%
AH$16.79$16.91$17.04$17.16$17.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBABW
Sold putSold callAH

Roundhill BABA WeeklyPay ETF options

Live interpolated BABW call and put midpoint premiums by absolute delta.Roundhill BABA WeeklyPay ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBABW PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend56.82%
Daily close
BABW49.2%62.8%76.4%2026-08-11: 59.21%2026-08-12: 59.44%2026-08-13: 59.37%2026-08-14: 60.75%2026-08-17: 66.14%2026-08-18: 68.97%2026-08-19: 74.51%2026-08-20: 65.18%2026-08-21: 55.82%2026-08-24: 55.20%2026-08-25: 56.15%2026-08-26: 55.55%2026-08-27: 55.40%2026-08-28: 55.37%2026-08-31: 53.88%2026-09-01: 53.52%2026-09-02: 54.31%2026-09-03: 54.56%2026-09-04: 55.86%2026-09-08: 55.96%2026-09-09: 55.19%2026-09-10: 56.25%2026-09-11: 55.29%2026-09-14: 58.25%2026-09-15: 61.45%2026-09-18: 57.80%2026-09-21: 58.83%2026-09-22: 55.86%2026-09-23: 54.65%2026-09-24: 53.81%2026-09-25: 52.71%2026-09-28: 52.34%2026-09-29: 52.49%2026-09-30: 51.10%2026-10-01: 52.36%2026-10-02: 52.60%2026-10-05: 53.70%2026-10-06: 54.27%2026-10-07: 53.95%2026-10-08: 52.14%2026-10-16: 54.10%2026-10-19: 53.83%2026-10-20: 54.98%2026-10-21: 55.03%2026-10-22: 56.77%2026-10-23: 56.83%2026-10-26: 56.53%2026-10-27: 57.40%2026-10-28: 57.33%2026-10-29: 56.97%2026-10-30: 56.82%Aug 11Sep 18Oct 30
51 observations2026-08-11 — 2026-10-30
Table
DateIV (%)
59.21%
59.44%
59.37%
60.75%
66.14%
68.97%
74.51%
65.18%
55.82%
55.20%
56.15%
55.55%
55.40%
55.37%
53.88%
53.52%
54.31%
54.56%
55.86%
55.96%
55.19%
56.25%
55.29%
58.25%
61.45%
57.80%
58.83%
55.86%
54.65%
53.81%
52.71%
52.34%
52.49%
51.10%
52.36%
52.60%
53.70%
54.27%
53.95%
52.14%
54.10%
53.83%
54.98%
55.03%
56.77%
56.83%
56.53%
57.40%
57.33%
56.97%
56.82%