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Canary HBAR ETF Shares of Beneficial Interest HBR

i

Market dataready · fetched 2026-11-11T15:44:58.697Z

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 · 2026-11-11T15:44:25.394983139Z

FundamentalsCanary Capital · ready · as of 2026-11-11 · fetched 2026-11-11T15:44:58.065604+00:00

Share price$9.01
1D-0.4%
$8.94$8.96$8.98$8.99$9.015:30 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$0.16$0.55$0.93$1.32$1.71$7.46$8.24$9.02$9.80$10.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HBR spot · $9.01HBR PRICE$0.20$0.22$0.24$0.28$0.32$0.36$0.40$0.47$0.58$0.70$0.81$0.93$1.04$0.23$0.26$0.29$0.31$0.34$0.36$0.49$0.67$0.86$1.04$1.23$1.41$1.60
PutsExpensive1.25×
CallsExpensive1.16×
SkewBullish-1.75 pp
Implied moveBearish±$0.89
TiltBearish16.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.15139.1%26.0%7.65136.1%17.7%
25Δ10.40112.3%17.8%8.08113.9%13.2%
30Δ9.9296.1%12.8%8.29103.4%11.2%
35Δ9.7291.3%11.0%8.5092.8%9.2%
40Δ9.5286.4%9.2%8.7182.3%7.1%
45Δ9.3281.5%7.4%8.9271.8%5.1%
50Δ9.1276.7%5.7%9.1368.9%4.0%
55Δ8.9474.4%4.4%9.3671.1%3.6%
60Δ8.7775.9%3.8%9.5873.4%3.1%
65Δ8.6177.4%3.3%9.8175.6%2.7%
70Δ8.4578.9%2.8%10.0377.9%2.3%
75Δ8.2880.4%2.2%10.2680.1%1.8%
80Δ8.1282.0%1.7%10.4882.4%1.4%

20Δ

Calls
Pseudo strike
11.15
IV
139.1%
B/E move
26.0%
Puts
Pseudo strike
7.65
IV
136.1%
B/E move
17.7%

25Δ

Calls
Pseudo strike
10.40
IV
112.3%
B/E move
17.8%
Puts
Pseudo strike
8.08
IV
113.9%
B/E move
13.2%

30Δ

Calls
Pseudo strike
9.92
IV
96.1%
B/E move
12.8%
Puts
Pseudo strike
8.29
IV
103.4%
B/E move
11.2%

35Δ

Calls
Pseudo strike
9.72
IV
91.3%
B/E move
11.0%
Puts
Pseudo strike
8.50
IV
92.8%
B/E move
9.2%

40Δ

Calls
Pseudo strike
9.52
IV
86.4%
B/E move
9.2%
Puts
Pseudo strike
8.71
IV
82.3%
B/E move
7.1%

45Δ

Calls
Pseudo strike
9.32
IV
81.5%
B/E move
7.4%
Puts
Pseudo strike
8.92
IV
71.8%
B/E move
5.1%

50Δ

Calls
Pseudo strike
9.12
IV
76.7%
B/E move
5.7%
Puts
Pseudo strike
9.13
IV
68.9%
B/E move
4.0%

55Δ

Calls
Pseudo strike
8.94
IV
74.4%
B/E move
4.4%
Puts
Pseudo strike
9.36
IV
71.1%
B/E move
3.6%

60Δ

Calls
Pseudo strike
8.77
IV
75.9%
B/E move
3.8%
Puts
Pseudo strike
9.58
IV
73.4%
B/E move
3.1%

65Δ

Calls
Pseudo strike
8.61
IV
77.4%
B/E move
3.3%
Puts
Pseudo strike
9.81
IV
75.6%
B/E move
2.7%

70Δ

Calls
Pseudo strike
8.45
IV
78.9%
B/E move
2.8%
Puts
Pseudo strike
10.03
IV
77.9%
B/E move
2.3%

75Δ

Calls
Pseudo strike
8.28
IV
80.4%
B/E move
2.2%
Puts
Pseudo strike
10.26
IV
80.1%
B/E move
1.8%

80Δ

Calls
Pseudo strike
8.12
IV
82.0%
B/E move
1.7%
Puts
Pseudo strike
10.48
IV
82.4%
B/E move
1.4%

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%