IntraAlpha
Create free account Start free

Hyperliquid Strategies Inc Common Stock PURR

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-10-21T16:59:01.779Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:58:58.318985954Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:01.009001+00:00

Share price$9.73
1D+2.0%
$9.21$9.38$9.54$9.71$9.885:30 AM6:30 AM9:00 AM1:00 PMPURR
Sold putSold call

Hyperliquid Strategies Inc Common Stock options

Live interpolated PURR call and put midpoint premiums by absolute delta.Hyperliquid Strategies Inc Common Stock$0.00$1.15$2.30$3.45$4.59$8.38$9.17$9.95$10.73$11.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PURR spot · $9.72PURR PRICE$0.29$0.45$0.35$0.26$0.22$0.26$0.31$0.35$0.39$0.47$0.60$0.74$0.10$0.13$0.16$0.19$0.23$0.28$0.33$0.37$0.42$0.59$0.94$1.29$4.26
PutsExpensive1.76×
CallsExpensive1.66×
SkewBullish-59.49 pp
Implied moveBearish±$0.63
TiltBearish32.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.50410.8%41.8%9.08112.0%7.6%
25Δ14.08519.5%49.4%9.21110.1%6.6%
30Δ12.53363.4%32.5%9.33108.2%5.7%
35Δ10.97207.3%15.5%9.46106.3%4.7%
40Δ9.96108.9%4.7%9.56105.1%4.0%
45Δ9.86108.1%4.1%9.66104.2%3.6%
50Δ9.77107.2%3.6%9.75103.3%3.1%
55Δ9.67106.4%3.0%9.85102.3%2.6%
60Δ9.57105.5%2.4%9.94101.4%2.1%
65Δ9.45108.3%2.0%10.14113.8%1.8%
70Δ9.29118.8%1.7%10.49147.1%1.8%
75Δ9.13129.3%1.5%10.84180.4%1.8%
80Δ13.70425.3%3.0%

20Δ

Calls
Pseudo strike
13.50
IV
410.8%
B/E move
41.8%
Puts
Pseudo strike
9.08
IV
112.0%
B/E move
7.6%

25Δ

Calls
Pseudo strike
14.08
IV
519.5%
B/E move
49.4%
Puts
Pseudo strike
9.21
IV
110.1%
B/E move
6.6%

30Δ

Calls
Pseudo strike
12.53
IV
363.4%
B/E move
32.5%
Puts
Pseudo strike
9.33
IV
108.2%
B/E move
5.7%

35Δ

Calls
Pseudo strike
10.97
IV
207.3%
B/E move
15.5%
Puts
Pseudo strike
9.46
IV
106.3%
B/E move
4.7%

40Δ

Calls
Pseudo strike
9.96
IV
108.9%
B/E move
4.7%
Puts
Pseudo strike
9.56
IV
105.1%
B/E move
4.0%

45Δ

Calls
Pseudo strike
9.86
IV
108.1%
B/E move
4.1%
Puts
Pseudo strike
9.66
IV
104.2%
B/E move
3.6%

50Δ

Calls
Pseudo strike
9.77
IV
107.2%
B/E move
3.6%
Puts
Pseudo strike
9.75
IV
103.3%
B/E move
3.1%

55Δ

Calls
Pseudo strike
9.67
IV
106.4%
B/E move
3.0%
Puts
Pseudo strike
9.85
IV
102.3%
B/E move
2.6%

60Δ

Calls
Pseudo strike
9.57
IV
105.5%
B/E move
2.4%
Puts
Pseudo strike
9.94
IV
101.4%
B/E move
2.1%

65Δ

Calls
Pseudo strike
9.45
IV
108.3%
B/E move
2.0%
Puts
Pseudo strike
10.14
IV
113.8%
B/E move
1.8%

70Δ

Calls
Pseudo strike
9.29
IV
118.8%
B/E move
1.7%
Puts
Pseudo strike
10.49
IV
147.1%
B/E move
1.8%

75Δ

Calls
Pseudo strike
9.13
IV
129.3%
B/E move
1.5%
Puts
Pseudo strike
10.84
IV
180.4%
B/E move
1.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.70
IV
425.3%
B/E move
3.0%

Options history

PURR88.6992.8797.052026-10-19: 89.27%2026-10-20: 96.47%Oct 19Oct 20
Table
DateIV
89.27%
96.47%