Bitwise Hyperliquid ETF BHYP
i
Market dataready · fetched 2026-11-11T15:10:02.371Z
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 · 2026-11-11T15:07:53.928865972Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:10:01.704161+00:00
Bitwise Hyperliquid ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 53.93 | 175.3% | 34.6% | 33.89 | 168.0% | 20.6% |
| 25Δ | 49.83 | 154.2% | 25.1% | 36.06 | 141.2% | 15.6% |
| 30Δ | 46.51 | 127.5% | 17.2% | 37.67 | 123.5% | 12.0% |
| 35Δ | 44.59 | 113.9% | 12.8% | 39.22 | 88.4% | 7.7% |
| 40Δ | 43.26 | 103.9% | 10.0% | 39.87 | 97.7% | 7.4% |
| 45Δ | 42.23 | 96.7% | 8.0% | 40.59 | 90.3% | 6.0% |
| 50Δ | 41.38 | 89.4% | 6.3% | 41.33 | 83.9% | 4.8% |
| 55Δ | 40.65 | 82.7% | 4.9% | 42.06 | 84.2% | 4.2% |
| 60Δ | 40.01 | 76.7% | 3.8% | 42.80 | 84.4% | 3.5% |
| 65Δ | 39.32 | 79.1% | 3.2% | 43.53 | 84.7% | 2.9% |
| 70Δ | 38.59 | 81.4% | 2.7% | 44.35 | 85.6% | 2.3% |
| 75Δ | 37.80 | 83.4% | 2.2% | |||
| 80Δ | 36.93 | 84.7% | 1.7% | |||
20Δ
- Pseudo strike
- 53.93
- IV
- 175.3%
- B/E move
- 34.6%
- Pseudo strike
- 33.89
- IV
- 168.0%
- B/E move
- 20.6%
25Δ
- Pseudo strike
- 49.83
- IV
- 154.2%
- B/E move
- 25.1%
- Pseudo strike
- 36.06
- IV
- 141.2%
- B/E move
- 15.6%
30Δ
- Pseudo strike
- 46.51
- IV
- 127.5%
- B/E move
- 17.2%
- Pseudo strike
- 37.67
- IV
- 123.5%
- B/E move
- 12.0%
35Δ
- Pseudo strike
- 44.59
- IV
- 113.9%
- B/E move
- 12.8%
- Pseudo strike
- 39.22
- IV
- 88.4%
- B/E move
- 7.7%
40Δ
- Pseudo strike
- 43.26
- IV
- 103.9%
- B/E move
- 10.0%
- Pseudo strike
- 39.87
- IV
- 97.7%
- B/E move
- 7.4%
45Δ
- Pseudo strike
- 42.23
- IV
- 96.7%
- B/E move
- 8.0%
- Pseudo strike
- 40.59
- IV
- 90.3%
- B/E move
- 6.0%
50Δ
- Pseudo strike
- 41.38
- IV
- 89.4%
- B/E move
- 6.3%
- Pseudo strike
- 41.33
- IV
- 83.9%
- B/E move
- 4.8%
55Δ
- Pseudo strike
- 40.65
- IV
- 82.7%
- B/E move
- 4.9%
- Pseudo strike
- 42.06
- IV
- 84.2%
- B/E move
- 4.2%
60Δ
- Pseudo strike
- 40.01
- IV
- 76.7%
- B/E move
- 3.8%
- Pseudo strike
- 42.80
- IV
- 84.4%
- B/E move
- 3.5%
65Δ
- Pseudo strike
- 39.32
- IV
- 79.1%
- B/E move
- 3.2%
- Pseudo strike
- 43.53
- IV
- 84.7%
- B/E move
- 2.9%
70Δ
- Pseudo strike
- 38.59
- IV
- 81.4%
- B/E move
- 2.7%
- Pseudo strike
- 44.35
- IV
- 85.6%
- B/E move
- 2.3%
75Δ
- Pseudo strike
- 37.80
- IV
- 83.4%
- B/E move
- 2.2%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 36.93
- IV
- 84.7%
- B/E move
- 1.7%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 79.37% | |
| 79.00% | |
| 80.72% | |
| 87.95% | |
| 90.22% | |
| 91.26% | |
| 98.70% | |
| 78.01% | |
| 82.55% | |
| 78.24% | |
| 78.87% | |
| 73.52% | |
| 74.57% | |
| 75.73% | |
| 76.82% | |
| 76.20% | |
| 76.22% | |
| 77.05% | |
| 86.44% | |
| 93.92% | |
| 73.30% | |
| 71.87% | |
| 70.01% | |
| 76.34% | |
| 72.42% | |
| 72.43% | |
| 73.45% | |
| 72.96% | |
| 72.65% | |
| 69.69% | |
| 74.16% |