Roundhill COIN WeeklyPay ETF COIW
i
Market dataready · fetched 2026-11-06T21:40:05.914Z
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 · 2026-11-06T21:15:39.642403347Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:40:05.506561+00:00
Roundhill COIN WeeklyPay ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.14 | 251.9% | 32.8% | |||
| 25Δ | 8.72 | 245.5% | 61.7% | 4.54 | 215.0% | 26.2% |
| 30Δ | 4.94 | 178.1% | 19.5% | |||
| 35Δ | 5.18 | 166.9% | 16.7% | |||
| 40Δ | 5.91 | 81.3% | 10.1% | 5.39 | 159.9% | 14.4% |
| 45Δ | 5.79 | 81.7% | 9.1% | 5.60 | 153.0% | 12.2% |
| 50Δ | 5.67 | 82.1% | 8.1% | 5.81 | 146.0% | 10.0% |
| 55Δ | 5.55 | 82.5% | 7.1% | 6.01 | 139.3% | 7.8% |
| 60Δ | 5.43 | 82.9% | 6.0% | 6.21 | 134.9% | 6.7% |
| 65Δ | 5.31 | 83.3% | 5.0% | 6.40 | 130.6% | 5.5% |
| 70Δ | 5.19 | 83.7% | 4.0% | 6.59 | 126.3% | 4.4% |
| 75Δ | 5.07 | 84.0% | 3.0% | 6.79 | 122.0% | 3.3% |
| 80Δ | 4.83 | 94.5% | 2.3% | 6.98 | 117.7% | 2.2% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.14
- IV
- 251.9%
- B/E move
- 32.8%
25Δ
- Pseudo strike
- 8.72
- IV
- 245.5%
- B/E move
- 61.7%
- Pseudo strike
- 4.54
- IV
- 215.0%
- B/E move
- 26.2%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.94
- IV
- 178.1%
- B/E move
- 19.5%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.18
- IV
- 166.9%
- B/E move
- 16.7%
40Δ
- Pseudo strike
- 5.91
- IV
- 81.3%
- B/E move
- 10.1%
- Pseudo strike
- 5.39
- IV
- 159.9%
- B/E move
- 14.4%
45Δ
- Pseudo strike
- 5.79
- IV
- 81.7%
- B/E move
- 9.1%
- Pseudo strike
- 5.60
- IV
- 153.0%
- B/E move
- 12.2%
50Δ
- Pseudo strike
- 5.67
- IV
- 82.1%
- B/E move
- 8.1%
- Pseudo strike
- 5.81
- IV
- 146.0%
- B/E move
- 10.0%
55Δ
- Pseudo strike
- 5.55
- IV
- 82.5%
- B/E move
- 7.1%
- Pseudo strike
- 6.01
- IV
- 139.3%
- B/E move
- 7.8%
60Δ
- Pseudo strike
- 5.43
- IV
- 82.9%
- B/E move
- 6.0%
- Pseudo strike
- 6.21
- IV
- 134.9%
- B/E move
- 6.7%
65Δ
- Pseudo strike
- 5.31
- IV
- 83.3%
- B/E move
- 5.0%
- Pseudo strike
- 6.40
- IV
- 130.6%
- B/E move
- 5.5%
70Δ
- Pseudo strike
- 5.19
- IV
- 83.7%
- B/E move
- 4.0%
- Pseudo strike
- 6.59
- IV
- 126.3%
- B/E move
- 4.4%
75Δ
- Pseudo strike
- 5.07
- IV
- 84.0%
- B/E move
- 3.0%
- Pseudo strike
- 6.79
- IV
- 122.0%
- B/E move
- 3.3%
80Δ
- Pseudo strike
- 4.83
- IV
- 94.5%
- B/E move
- 2.3%
- Pseudo strike
- 6.98
- IV
- 117.7%
- B/E move
- 2.2%
Options history
Table
| Date | IV (%) |
|---|---|
| 99.64% |