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Grayscale Hyperliquid Staking ETF HYPG

i

Market dataready · fetched 2026-11-11T15:47:13.511Z

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 · 2026-11-11T15:42:11.906330525Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:47:13.023023+00:00

Share price$25.91
1D-0.2%
$25.49$25.62$25.75$25.88$26.015:30 AM6:30 AM9:00 AM1:00 PMHYPG
Sold putSold call

Grayscale Hyperliquid Staking ETF options

Live interpolated HYPG call and put midpoint premiums by absolute delta.Grayscale Hyperliquid Staking ETF$0.67$1.46$2.24$3.02$3.81$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEHYPG PRICE$0.76$0.85$0.94$1.05$1.17$1.32$1.54$1.76$2.16$2.64$3.11$3.58
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ23.33113.1%12.9%
30Δ24.1599.7%10.1%
35Δ24.7890.0%8.0%
40Δ25.2783.4%6.5%
45Δ25.7078.4%5.3%
50Δ26.1274.8%4.3%
55Δ26.5074.3%3.7%
60Δ26.8973.8%3.0%
65Δ27.4275.6%2.5%
70Δ28.0078.4%2.1%
75Δ28.5881.1%1.7%
80Δ29.1682.1%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.33
IV
113.1%
B/E move
12.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.15
IV
99.7%
B/E move
10.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.78
IV
90.0%
B/E move
8.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.27
IV
83.4%
B/E move
6.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.70
IV
78.4%
B/E move
5.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.12
IV
74.8%
B/E move
4.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.50
IV
74.3%
B/E move
3.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.89
IV
73.8%
B/E move
3.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.42
IV
75.6%
B/E move
2.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.00
IV
78.4%
B/E move
2.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.58
IV
81.1%
B/E move
1.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.16
IV
82.1%
B/E move
1.3%

Options history

IV · four-Friday blend71.80%
Daily close
HYPG64.8%83.8%102.9%2026-08-13: 79.51%2026-08-14: 79.85%2026-08-17: 82.27%2026-08-18: 85.38%2026-08-19: 92.02%2026-08-20: 100.24%2026-08-24: 84.69%2026-08-25: 81.78%2026-08-26: 78.66%2026-08-27: 80.67%2026-08-28: 75.21%2026-08-31: 71.24%2026-09-01: 75.52%2026-09-02: 71.29%2026-09-03: 77.66%2026-09-04: 76.63%2026-09-08: 78.53%2026-09-09: 79.79%2026-09-10: 75.52%2026-09-11: 73.74%2026-09-14: 78.96%2026-09-15: 83.73%2026-09-16: 81.50%2026-09-17: 84.06%2026-09-18: 72.01%2026-09-21: 77.25%2026-09-22: 75.25%2026-09-23: 74.89%2026-09-24: 73.55%2026-09-25: 72.50%2026-09-28: 72.34%2026-09-29: 71.71%2026-09-30: 70.21%2026-10-01: 71.68%2026-10-02: 67.46%2026-10-05: 69.77%2026-10-06: 71.59%2026-10-07: 70.50%2026-10-08: 72.87%2026-10-09: 72.72%2026-10-12: 74.31%2026-10-13: 75.17%2026-10-14: 79.95%2026-10-15: 83.60%2026-10-16: 72.45%2026-10-19: 72.14%2026-10-20: 73.25%2026-10-21: 71.92%2026-10-22: 73.23%2026-10-23: 72.53%2026-10-26: 73.72%2026-10-27: 72.21%2026-10-28: 71.80%Aug 13Sep 22Oct 28
53 observations2026-08-13 — 2026-10-28
Table
DateIV (%)
79.51%
79.85%
82.27%
85.38%
92.02%
100.24%
84.69%
81.78%
78.66%
80.67%
75.21%
71.24%
75.52%
71.29%
77.66%
76.63%
78.53%
79.79%
75.52%
73.74%
78.96%
83.73%
81.50%
84.06%
72.01%
77.25%
75.25%
74.89%
73.55%
72.50%
72.34%
71.71%
70.21%
71.68%
67.46%
69.77%
71.59%
70.50%
72.87%
72.72%
74.31%
75.17%
79.95%
83.60%
72.45%
72.14%
73.25%
71.92%
73.23%
72.53%
73.72%
72.21%
71.80%