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Unlimited HFND Multi-Strategy Return Tracker ETF HFND

i

Market dataready · fetched 2026-11-12T03:10:26.294Z

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 · 2026-11-12T00:00:00.002874321Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:10:25.904866+00:00

Share price$23.55
1D+0.1%
AH$23.45$23.48$23.52$23.55$23.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHFND
Sold putSold callAH

Unlimited HFND Multi-Strategy Return Tracker ETF options

Live interpolated HFND call and put midpoint premiums by absolute delta.Unlimited HFND Multi-Strategy Return Tracker ETF$0.35$0.54$0.74$0.93$1.12$22.80$23.45$24.09$24.74$25.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ 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 PRICELive HFND spot · $23.55HFND PRICE$0.38$0.38$0.38$0.38$0.38$0.44$0.50$0.55$0.61$0.67$0.72$0.86$1.06$0.38$0.38$0.38$0.38$0.42$0.47$0.51$0.56$0.60$0.64
Puts——
CallsExpensive3.40×
Skew——
Implied moveBalanced±$1.01
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.1599.2%16.9%21.2187.4%11.5%
25Δ25.6773.9%10.6%22.0966.4%7.8%
30Δ24.8557.8%7.1%22.5754.0%5.7%
35Δ24.3947.3%5.2%23.0242.8%3.9%
40Δ23.9838.1%3.5%23.1840.3%3.4%
45Δ23.8336.6%3.1%23.3437.8%2.9%
50Δ23.6735.0%2.7%23.5035.2%2.4%
55Δ23.5233.4%2.2%23.6632.7%1.9%
60Δ23.3731.8%1.8%23.8230.2%1.4%
65Δ23.2230.2%1.4%23.9827.7%0.9%
70Δ23.0728.6%1.0%
75Δ22.8728.1%0.8%
80Δ22.6328.5%0.6%

20Δ

Calls
Pseudo strike
27.15
IV
99.2%
B/E move
16.9%
Puts
Pseudo strike
21.21
IV
87.4%
B/E move
11.5%

25Δ

Calls
Pseudo strike
25.67
IV
73.9%
B/E move
10.6%
Puts
Pseudo strike
22.09
IV
66.4%
B/E move
7.8%

30Δ

Calls
Pseudo strike
24.85
IV
57.8%
B/E move
7.1%
Puts
Pseudo strike
22.57
IV
54.0%
B/E move
5.7%

35Δ

Calls
Pseudo strike
24.39
IV
47.3%
B/E move
5.2%
Puts
Pseudo strike
23.02
IV
42.8%
B/E move
3.9%

40Δ

Calls
Pseudo strike
23.98
IV
38.1%
B/E move
3.5%
Puts
Pseudo strike
23.18
IV
40.3%
B/E move
3.4%

45Δ

Calls
Pseudo strike
23.83
IV
36.6%
B/E move
3.1%
Puts
Pseudo strike
23.34
IV
37.8%
B/E move
2.9%

50Δ

Calls
Pseudo strike
23.67
IV
35.0%
B/E move
2.7%
Puts
Pseudo strike
23.50
IV
35.2%
B/E move
2.4%

55Δ

Calls
Pseudo strike
23.52
IV
33.4%
B/E move
2.2%
Puts
Pseudo strike
23.66
IV
32.7%
B/E move
1.9%

60Δ

Calls
Pseudo strike
23.37
IV
31.8%
B/E move
1.8%
Puts
Pseudo strike
23.82
IV
30.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
23.22
IV
30.2%
B/E move
1.4%
Puts
Pseudo strike
23.98
IV
27.7%
B/E move
0.9%

70Δ

Calls
Pseudo strike
23.07
IV
28.6%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
22.87
IV
28.1%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
22.63
IV
28.5%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.55%
Daily close
HFND13.5%27.4%41.3%2026-08-13: 20.66%2026-08-14: 21.40%2026-08-17: 22.96%2026-08-18: 26.38%2026-08-19: 28.02%2026-08-20: 35.28%2026-08-21: 16.36%2026-08-24: 17.08%2026-08-25: 16.51%2026-08-26: 16.10%2026-08-27: 16.96%2026-08-28: 15.85%2026-08-31: 17.11%2026-09-01: 17.11%2026-09-02: 17.41%2026-09-03: 16.98%2026-09-04: 17.01%2026-09-08: 18.41%2026-09-09: 19.32%2026-09-10: 20.22%2026-09-11: 20.56%2026-09-14: 24.49%2026-09-18: 15.40%2026-09-21: 15.89%2026-09-22: 18.16%2026-09-23: 18.19%2026-09-24: 17.14%2026-09-25: 19.73%2026-09-28: 18.39%2026-09-29: 18.63%2026-09-30: 18.68%2026-10-02: 19.66%2026-10-05: 20.25%2026-10-06: 20.86%2026-10-07: 21.47%2026-10-09: 22.11%2026-10-12: 24.33%2026-10-13: 26.54%2026-10-14: 31.21%2026-10-15: 39.41%2026-10-16: 17.20%2026-10-19: 17.74%2026-10-20: 17.62%2026-10-21: 17.85%2026-10-22: 18.17%2026-10-23: 18.26%2026-10-26: 17.57%2026-10-28: 17.82%2026-10-30: 18.55%Aug 13Sep 22Oct 30
49 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
20.66%
21.40%
22.96%
26.38%
28.02%
35.28%
16.36%
17.08%
16.51%
16.10%
16.96%
15.85%
17.11%
17.11%
17.41%
16.98%
17.01%
18.41%
19.32%
20.22%
20.56%
24.49%
15.40%
15.89%
18.16%
18.19%
17.14%
19.73%
18.39%
18.63%
18.68%
19.66%
20.25%
20.86%
21.47%
22.11%
24.33%
26.54%
31.21%
39.41%
17.20%
17.74%
17.62%
17.85%
18.17%
18.26%
17.57%
17.82%
18.55%