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Strategy Shares Nasdaq 7HANDL Index ETF HNDL

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Market datapartial · fetched 2026-10-22T18:28:09.900Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-10-22T18:23:51.801043659Z

FundamentalsAlpha Vantage · unavailable

Share price$21.93
1D+0.0%
$21.81$21.84$21.88$21.91$21.945:30 AM6:30 AM9:00 AM1:00 PMHNDL
Sold putSold call

Strategy Shares Nasdaq 7HANDL Index ETF options

Live interpolated HNDL call and put midpoint premiums by absolute delta.Strategy Shares Nasdaq 7HANDL Index ETF$0.92$2.81$4.70$6.59$8.49$15.51$18.32$21.14$23.95$26.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HNDL spot · $21.93HNDL PRICE$1.13$1.13$1.15$1.21$1.30$1.40$1.51$1.62$1.73$1.94$2.17$1.23$1.25$1.31$1.48$1.65$1.83$2.00$2.29$2.74$3.20$3.65$4.11$7.94
PutsExpensive2.10×
CallsExpensive1.47×
SkewBearish+12.60 pp
Implied moveBearish±$3.30
TiltBearish36.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.1671.0%27.3%
25Δ18.8656.1%19.7%
30Δ27.6155.0%31.1%20.0347.1%14.6%
35Δ25.2843.4%20.4%20.6744.1%12.5%
40Δ23.9736.1%14.5%21.3241.2%10.3%
45Δ23.1731.6%11.2%21.9738.2%8.1%
50Δ22.6128.8%9.0%22.6235.3%6.0%
55Δ22.1126.5%7.2%23.2633.5%4.4%
60Δ21.7324.6%6.0%23.9033.5%3.5%
65Δ21.3922.8%4.9%24.5333.5%2.7%
70Δ21.0521.1%3.9%25.1733.4%1.9%
75Δ20.6819.6%3.2%25.8133.4%1.1%
80Δ20.3018.2%2.5%29.6450.8%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.16
IV
71.0%
B/E move
27.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.86
IV
56.1%
B/E move
19.7%

30Δ

Calls
Pseudo strike
27.61
IV
55.0%
B/E move
31.1%
Puts
Pseudo strike
20.03
IV
47.1%
B/E move
14.6%

35Δ

Calls
Pseudo strike
25.28
IV
43.4%
B/E move
20.4%
Puts
Pseudo strike
20.67
IV
44.1%
B/E move
12.5%

40Δ

Calls
Pseudo strike
23.97
IV
36.1%
B/E move
14.5%
Puts
Pseudo strike
21.32
IV
41.2%
B/E move
10.3%

45Δ

Calls
Pseudo strike
23.17
IV
31.6%
B/E move
11.2%
Puts
Pseudo strike
21.97
IV
38.2%
B/E move
8.1%

50Δ

Calls
Pseudo strike
22.61
IV
28.8%
B/E move
9.0%
Puts
Pseudo strike
22.62
IV
35.3%
B/E move
6.0%

55Δ

Calls
Pseudo strike
22.11
IV
26.5%
B/E move
7.2%
Puts
Pseudo strike
23.26
IV
33.5%
B/E move
4.4%

60Δ

Calls
Pseudo strike
21.73
IV
24.6%
B/E move
6.0%
Puts
Pseudo strike
23.90
IV
33.5%
B/E move
3.5%

65Δ

Calls
Pseudo strike
21.39
IV
22.8%
B/E move
4.9%
Puts
Pseudo strike
24.53
IV
33.5%
B/E move
2.7%

70Δ

Calls
Pseudo strike
21.05
IV
21.1%
B/E move
3.9%
Puts
Pseudo strike
25.17
IV
33.4%
B/E move
1.9%

75Δ

Calls
Pseudo strike
20.68
IV
19.6%
B/E move
3.2%
Puts
Pseudo strike
25.81
IV
33.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
20.30
IV
18.2%
B/E move
2.5%
Puts
Pseudo strike
29.64
IV
50.8%
B/E move
1.0%

Options history

No recorded observations