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CYBER HORNET Trust CYBER HORNET S&P 500 and Bitcoin 75/25 Strategy ETF BBB

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Market datapartial · fetched 2026-11-11T14:14:01.544Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-10T21:00:00.732871324Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:14:00.364002+00:00

Share price$30.69
1D-0.4%
AH$30.51$30.55$30.59$30.63$30.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBBB
Sold putSold callAH

CYBER HORNET Trust CYBER HORNET S&P 500 and Bitcoin 75/25 Strategy ETF options

Live interpolated BBB call and put midpoint premiums by absolute delta.CYBER HORNET Trust CYBER HORNET S&P 500 and Bitcoin 75/25 Strategy ETF$0.34$1.14$1.94$2.75$3.55$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEBBB PRICE$0.42$0.58$0.74$0.90$1.06$1.22$1.38$1.54$1.70$1.89$2.37$2.84$3.32
Puts——
CallsExpensive1.19×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.2619.0%13.0%
25Δ33.7819.1%12.0%
30Δ33.3019.2%10.9%
35Δ32.8219.4%9.9%
40Δ32.3519.5%8.9%
45Δ31.8719.7%7.8%
50Δ31.3919.8%6.8%
55Δ30.9120.0%5.8%
60Δ30.4320.1%4.7%
65Δ29.9520.3%3.8%
70Δ29.3421.5%3.3%
75Δ28.7422.6%2.9%
80Δ28.1423.7%2.5%

20Δ

Calls
Pseudo strike
34.26
IV
19.0%
B/E move
13.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
33.78
IV
19.1%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
33.30
IV
19.2%
B/E move
10.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
32.82
IV
19.4%
B/E move
9.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
32.35
IV
19.5%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
31.87
IV
19.7%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
31.39
IV
19.8%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
30.91
IV
20.0%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
30.43
IV
20.1%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
29.95
IV
20.3%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
29.34
IV
21.5%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
28.74
IV
22.6%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
28.14
IV
23.7%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend35.42%
Daily close
BBB25.3%53.6%81.9%2026-08-13: 41.78%2026-08-14: 43.27%2026-08-17: 50.64%2026-08-18: 54.31%2026-08-19: 62.89%2026-08-20: 77.80%2026-08-21: 30.88%2026-08-24: 31.64%2026-08-25: 31.83%2026-08-26: 32.11%2026-08-27: 32.15%2026-08-28: 32.73%2026-08-31: 33.88%2026-09-01: 34.58%2026-09-02: 35.25%2026-09-04: 36.01%2026-09-08: 39.57%2026-09-09: 41.02%2026-09-10: 42.10%2026-09-11: 43.56%2026-09-14: 50.83%2026-09-15: 55.72%2026-09-16: 62.38%2026-09-17: 78.00%2026-09-18: 29.24%2026-09-23: 32.27%2026-09-24: 31.27%2026-09-25: 32.78%2026-09-28: 33.36%2026-09-29: 33.69%2026-09-30: 34.68%2026-10-01: 34.76%2026-10-02: 35.17%2026-10-05: 36.72%2026-10-06: 37.55%2026-10-07: 38.54%2026-10-08: 39.77%2026-10-09: 40.90%2026-10-12: 47.69%2026-10-13: 51.39%2026-10-14: 58.71%2026-10-15: 76.14%2026-10-16: 29.39%2026-10-19: 30.06%2026-10-20: 30.21%2026-10-21: 39.41%2026-10-22: 46.56%2026-10-23: 30.68%2026-10-26: 31.07%2026-10-27: 30.83%2026-10-28: 30.92%2026-10-29: 31.17%2026-10-30: 35.42%Aug 13Sep 24Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
41.78%
43.27%
50.64%
54.31%
62.89%
77.80%
30.88%
31.64%
31.83%
32.11%
32.15%
32.73%
33.88%
34.58%
35.25%
36.01%
39.57%
41.02%
42.10%
43.56%
50.83%
55.72%
62.38%
78.00%
29.24%
32.27%
31.27%
32.78%
33.36%
33.69%
34.68%
34.76%
35.17%
36.72%
37.55%
38.54%
39.77%
40.90%
47.69%
51.39%
58.71%
76.14%
29.39%
30.06%
30.21%
39.41%
46.56%
30.68%
31.07%
30.83%
30.92%
31.17%
35.42%