Roundhill Tsla Weeklypay ETF (TSLW)'s 30-day implied volatility (IV30) was 35.9% at the close on November 3, 2026, down from 38.0% the day before, against a 52-week range of 28.9% to 61.9%. Its 20-day historical volatility was 47.0%.

Key numbers

30-day implied volatility (IV30): 35.9%
IV30 52-week range: 28.9% to 61.9% (median 42.8%)
Historical volatility: 20-day 47.0%, 1-year 51.7%
Implied move by the nearest expiration: ±2.3%

Data as of November 3, 2026.

TSLW Implied Volatility (IV) vs Historical Volatility (HV)

Name: TSLW Implied Volatility
Creator: Market Chameleon