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

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Market dataready · fetched 2026-10-22T13:40:28.717Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T13:30:01.020330102Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T13:40:28.082523+00:00

Share price$32.08
1D+0.0%
$32.06$32.07$32.08$32.09$32.105:30 AM6:30 AM9:00 AM1:00 PMBBB
Sold putSold call

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$0.32$1.78$3.23$4.69$6.15$21.78$25.26$28.74$32.22$35.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBB spot · $32.08BBB PRICE$0.47$0.47$0.49$0.55$0.61$0.68$0.75$0.82$0.93$1.05$1.17$1.29$1.47$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.94$4.01$5.73
PutsExpensive7.03×
CallsExpensive1.69×
SkewBearish+73.59 pp
Implied moveBearish±$3.25
TiltBearish47.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.6750.1%15.8%23.72186.7%33.9%
25Δ34.7837.1%9.9%26.50147.3%25.2%
30Δ33.8230.0%7.0%28.53119.7%18.9%
35Δ33.2926.8%5.5%30.0599.2%14.1%
40Δ32.8724.4%4.4%31.1683.9%10.7%
45Δ32.5923.0%3.7%32.0371.5%7.9%
50Δ32.3121.6%3.0%32.6462.1%6.0%
55Δ32.0220.1%2.4%33.4760.6%4.9%
60Δ31.8019.5%2.0%34.5970.3%4.7%
65Δ31.5818.9%1.7%36.3384.9%4.6%
70Δ31.3718.4%1.4%
75Δ31.1517.8%1.1%
80Δ30.8917.4%0.9%

20Δ

Calls
Pseudo strike
36.67
IV
50.1%
B/E move
15.8%
Puts
Pseudo strike
23.72
IV
186.7%
B/E move
33.9%

25Δ

Calls
Pseudo strike
34.78
IV
37.1%
B/E move
9.9%
Puts
Pseudo strike
26.50
IV
147.3%
B/E move
25.2%

30Δ

Calls
Pseudo strike
33.82
IV
30.0%
B/E move
7.0%
Puts
Pseudo strike
28.53
IV
119.7%
B/E move
18.9%

35Δ

Calls
Pseudo strike
33.29
IV
26.8%
B/E move
5.5%
Puts
Pseudo strike
30.05
IV
99.2%
B/E move
14.1%

40Δ

Calls
Pseudo strike
32.87
IV
24.4%
B/E move
4.4%
Puts
Pseudo strike
31.16
IV
83.9%
B/E move
10.7%

45Δ

Calls
Pseudo strike
32.59
IV
23.0%
B/E move
3.7%
Puts
Pseudo strike
32.03
IV
71.5%
B/E move
7.9%

50Δ

Calls
Pseudo strike
32.31
IV
21.6%
B/E move
3.0%
Puts
Pseudo strike
32.64
IV
62.1%
B/E move
6.0%

55Δ

Calls
Pseudo strike
32.02
IV
20.1%
B/E move
2.4%
Puts
Pseudo strike
33.47
IV
60.6%
B/E move
4.9%

60Δ

Calls
Pseudo strike
31.80
IV
19.5%
B/E move
2.0%
Puts
Pseudo strike
34.59
IV
70.3%
B/E move
4.7%

65Δ

Calls
Pseudo strike
31.58
IV
18.9%
B/E move
1.7%
Puts
Pseudo strike
36.33
IV
84.9%
B/E move
4.6%

70Δ

Calls
Pseudo strike
31.37
IV
18.4%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
31.15
IV
17.8%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
30.89
IV
17.4%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

BBB30.0230.1230.232026-10-20: 30.20%2026-10-21: 30.05%Oct 20Oct 21
Table
DateIV
30.20%
30.05%