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Canary HBAR ETF Shares of Beneficial Interest HBR

i

Market dataready · fetched 2026-11-11T15:59:38.162Z

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: 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 · 2026-11-11T15:58:55.610891095Z

FundamentalsCanary Capital · ready · as of 2026-11-11 · fetched 2026-11-11T15:59:37.571317+00:00

Share price$9.04
1D+0.4%
$8.94$8.97$9.00$9.02$9.055:30 AM6:30 AM9:00 AM1:00 PMHBR
Sold putSold call

Canary HBAR ETF Shares of Beneficial Interest options

Live interpolated HBR call and put midpoint premiums by absolute delta.Canary HBAR ETF Shares of Beneficial Interest$0.14$0.69$1.24$1.79$2.34$7.43$8.22$9.00$9.79$10.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HBR spot · $9.04HBR PRICE$0.20$0.21$0.24$0.28$0.32$0.35$0.39$0.44$0.55$0.66$0.77$0.88$0.99$0.23$0.26$0.29$0.32$0.34$0.37$0.60$0.86$1.12$1.39$1.65$1.92$2.18
PutsExpensive1.31×
CallsExpensive1.11×
SkewBearish+5.32 pp
Implied moveBearish±$0.99
TiltBearish29.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.23139.8%26.4%7.68136.2%17.6%
25Δ10.42111.7%17.7%8.09114.8%13.4%
30Δ9.9394.7%12.5%8.31104.0%11.2%
35Δ9.7489.7%10.8%8.5393.2%9.1%
40Δ9.5584.8%9.1%8.7582.5%7.0%
45Δ9.3579.9%7.4%8.9771.7%4.9%
50Δ9.1675.0%5.7%9.2672.8%4.2%
55Δ8.9771.0%4.2%9.5676.1%3.8%
60Δ8.8271.7%3.7%9.8779.4%3.3%
65Δ8.6672.4%3.1%10.1782.7%2.9%
70Δ8.5173.1%2.6%10.4786.0%2.4%
75Δ8.3573.8%2.1%10.7889.3%2.0%
80Δ8.2074.5%1.6%11.0892.6%1.5%

20Δ

Calls
Pseudo strike
11.23
IV
139.8%
B/E move
26.4%
Puts
Pseudo strike
7.68
IV
136.2%
B/E move
17.6%

25Δ

Calls
Pseudo strike
10.42
IV
111.7%
B/E move
17.7%
Puts
Pseudo strike
8.09
IV
114.8%
B/E move
13.4%

30Δ

Calls
Pseudo strike
9.93
IV
94.7%
B/E move
12.5%
Puts
Pseudo strike
8.31
IV
104.0%
B/E move
11.2%

35Δ

Calls
Pseudo strike
9.74
IV
89.7%
B/E move
10.8%
Puts
Pseudo strike
8.53
IV
93.2%
B/E move
9.1%

40Δ

Calls
Pseudo strike
9.55
IV
84.8%
B/E move
9.1%
Puts
Pseudo strike
8.75
IV
82.5%
B/E move
7.0%

45Δ

Calls
Pseudo strike
9.35
IV
79.9%
B/E move
7.4%
Puts
Pseudo strike
8.97
IV
71.7%
B/E move
4.9%

50Δ

Calls
Pseudo strike
9.16
IV
75.0%
B/E move
5.7%
Puts
Pseudo strike
9.26
IV
72.8%
B/E move
4.2%

55Δ

Calls
Pseudo strike
8.97
IV
71.0%
B/E move
4.2%
Puts
Pseudo strike
9.56
IV
76.1%
B/E move
3.8%

60Δ

Calls
Pseudo strike
8.82
IV
71.7%
B/E move
3.7%
Puts
Pseudo strike
9.87
IV
79.4%
B/E move
3.3%

65Δ

Calls
Pseudo strike
8.66
IV
72.4%
B/E move
3.1%
Puts
Pseudo strike
10.17
IV
82.7%
B/E move
2.9%

70Δ

Calls
Pseudo strike
8.51
IV
73.1%
B/E move
2.6%
Puts
Pseudo strike
10.47
IV
86.0%
B/E move
2.4%

75Δ

Calls
Pseudo strike
8.35
IV
73.8%
B/E move
2.1%
Puts
Pseudo strike
10.78
IV
89.3%
B/E move
2.0%

80Δ

Calls
Pseudo strike
8.20
IV
74.5%
B/E move
1.6%
Puts
Pseudo strike
11.08
IV
92.6%
B/E move
1.5%

Options history

IV · four-Friday blend71.25%
Daily close
HBR51.9%65.4%78.8%2026-08-13: 53.82%2026-08-14: 55.33%2026-08-17: 56.09%2026-08-18: 61.07%2026-08-21: 60.99%2026-08-24: 63.99%2026-08-25: 62.14%2026-08-26: 59.15%2026-08-27: 60.83%2026-08-28: 54.60%2026-08-31: 53.78%2026-09-01: 57.00%2026-09-02: 54.65%2026-09-03: 58.53%2026-09-04: 58.06%2026-09-08: 60.91%2026-09-09: 59.09%2026-09-10: 59.78%2026-09-11: 58.03%2026-09-14: 62.84%2026-09-15: 63.98%2026-09-16: 61.72%2026-09-18: 54.91%2026-09-21: 57.69%2026-09-22: 57.26%2026-09-23: 55.83%2026-09-24: 55.88%2026-09-25: 54.40%2026-09-28: 57.22%2026-09-29: 68.02%2026-09-30: 68.11%2026-10-01: 67.29%2026-10-02: 65.28%2026-10-05: 65.82%2026-10-06: 65.30%2026-10-07: 66.85%2026-10-08: 67.14%2026-10-09: 65.35%2026-10-12: 66.95%2026-10-13: 70.19%2026-10-14: 76.94%2026-10-16: 68.14%2026-10-19: 67.35%2026-10-20: 68.12%2026-10-21: 67.39%2026-10-22: 68.63%2026-10-23: 66.53%2026-10-26: 68.21%2026-10-27: 67.99%2026-10-28: 66.71%2026-10-29: 65.45%2026-10-30: 71.25%Aug 13Sep 23Oct 30
52 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
53.82%
55.33%
56.09%
61.07%
60.99%
63.99%
62.14%
59.15%
60.83%
54.60%
53.78%
57.00%
54.65%
58.53%
58.06%
60.91%
59.09%
59.78%
58.03%
62.84%
63.98%
61.72%
54.91%
57.69%
57.26%
55.83%
55.88%
54.40%
57.22%
68.02%
68.11%
67.29%
65.28%
65.82%
65.30%
66.85%
67.14%
65.35%
66.95%
70.19%
76.94%
68.14%
67.35%
68.12%
67.39%
68.63%
66.53%
68.21%
67.99%
66.71%
65.45%
71.25%