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Strategy Shares Nasdaq 7HANDL Index ETF HNDL

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Market datapartial · fetched 2026-10-22T20:11:33.356Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.454863139Z

FundamentalsAlpha Vantage · unavailable

Share price$21.95
1D+0.1%
AH$21.81$21.85$21.88$21.92$21.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHNDL
Sold putSold callAH

Strategy Shares Nasdaq 7HANDL Index ETF options

Live interpolated HNDL call and put midpoint premiums by absolute delta.Strategy Shares Nasdaq 7HANDL Index ETF$0.42$0.90$1.37$1.85$2.33$19.25$20.56$21.86$23.17$24.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HNDL spot · $21.95HNDL PRICE$0.47$0.47$0.48$0.51$0.54$0.56$0.59$0.63$0.69$0.74$0.80$0.85$0.91$0.49$0.50$0.52$0.57$0.63$0.69$0.77$0.87$0.97$1.07$1.17$1.54$2.19
PutsExpensive1.90×
CallsExpensive1.78×
SkewBearish+2.80 pp
Implied moveBearish±$1.36
TiltBearish18.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.9875.8%25.1%19.0367.2%15.5%
25Δ24.8255.8%15.2%20.1651.3%10.4%
30Δ23.8445.2%10.8%20.8242.0%7.5%
35Δ23.4340.4%9.1%21.2237.3%5.9%
40Δ23.0135.5%7.3%21.5334.4%4.8%
45Δ22.5930.6%5.5%21.8331.5%3.7%
50Δ22.1825.8%3.7%22.0929.4%2.9%
55Δ21.9222.9%2.7%22.2928.3%2.4%
60Δ21.7821.5%2.4%22.5027.2%1.9%
65Δ21.6420.1%2.0%22.7026.1%1.5%
70Δ21.5018.7%1.6%22.9025.0%1.0%
75Δ21.3617.2%1.2%23.3327.6%0.8%
80Δ21.2215.8%0.8%23.9934.1%0.7%

20Δ

Calls
Pseudo strike
26.98
IV
75.8%
B/E move
25.1%
Puts
Pseudo strike
19.03
IV
67.2%
B/E move
15.5%

25Δ

Calls
Pseudo strike
24.82
IV
55.8%
B/E move
15.2%
Puts
Pseudo strike
20.16
IV
51.3%
B/E move
10.4%

30Δ

Calls
Pseudo strike
23.84
IV
45.2%
B/E move
10.8%
Puts
Pseudo strike
20.82
IV
42.0%
B/E move
7.5%

35Δ

Calls
Pseudo strike
23.43
IV
40.4%
B/E move
9.1%
Puts
Pseudo strike
21.22
IV
37.3%
B/E move
5.9%

40Δ

Calls
Pseudo strike
23.01
IV
35.5%
B/E move
7.3%
Puts
Pseudo strike
21.53
IV
34.4%
B/E move
4.8%

45Δ

Calls
Pseudo strike
22.59
IV
30.6%
B/E move
5.5%
Puts
Pseudo strike
21.83
IV
31.5%
B/E move
3.7%

50Δ

Calls
Pseudo strike
22.18
IV
25.8%
B/E move
3.7%
Puts
Pseudo strike
22.09
IV
29.4%
B/E move
2.9%

55Δ

Calls
Pseudo strike
21.92
IV
22.9%
B/E move
2.7%
Puts
Pseudo strike
22.29
IV
28.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
21.78
IV
21.5%
B/E move
2.4%
Puts
Pseudo strike
22.50
IV
27.2%
B/E move
1.9%

65Δ

Calls
Pseudo strike
21.64
IV
20.1%
B/E move
2.0%
Puts
Pseudo strike
22.70
IV
26.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
21.50
IV
18.7%
B/E move
1.6%
Puts
Pseudo strike
22.90
IV
25.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
21.36
IV
17.2%
B/E move
1.2%
Puts
Pseudo strike
23.33
IV
27.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
21.22
IV
15.8%
B/E move
0.8%
Puts
Pseudo strike
23.99
IV
34.1%
B/E move
0.7%

Options history

No recorded observations