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Hyperliquid Strategies Inc Common Stock PURR

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Market dataready · fetched 2026-11-10T22:19:24.580Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:17:39.803967182Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-10T22:19:24.219719+00:00

Share price$8.81
1D+1.9%
AH$8.48$8.58$8.69$8.80$8.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPURR
Sold putSold callAH

Hyperliquid Strategies Inc Common Stock options

Live interpolated PURR call and put midpoint premiums by absolute delta.Hyperliquid Strategies Inc Common Stock$0.05$0.52$0.99$1.46$1.93$7.49$8.11$8.73$9.35$9.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PURR spot · $8.81PURR PRICE$0.10$0.13$0.17$0.22$0.26$0.31$0.37$0.43$0.49$0.55$0.63$0.70$0.78$0.12$0.16$0.20$0.25$0.33$0.41$0.49$0.57$0.65$0.73$0.81$1.11$1.79
PutsExpensive1.55×
CallsExpensive1.29×
SkewBearish+20.04 pp
Implied moveBearish±$0.85
TiltBearish19.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.74119.6%11.7%8.06123.2%9.8%
25Δ9.49112.5%9.2%8.21123.3%8.7%
30Δ9.36114.5%8.3%8.35123.4%7.6%
35Δ9.24116.4%7.3%8.49123.5%6.4%
40Δ9.11118.3%6.4%8.63127.7%5.8%
45Δ8.99120.0%5.5%8.76132.0%5.2%
50Δ8.87119.8%4.8%8.89136.4%4.6%
55Δ8.75119.6%4.1%9.03139.3%4.0%
60Δ8.62119.4%3.4%9.16135.8%3.4%
65Δ8.50119.2%2.7%9.30132.2%2.7%
70Δ8.38115.6%2.3%9.43128.7%2.1%
75Δ8.26111.9%1.8%9.76148.4%1.8%
80Δ8.14108.2%1.3%10.44201.9%1.8%

20Δ

Calls
Pseudo strike
9.74
IV
119.6%
B/E move
11.7%
Puts
Pseudo strike
8.06
IV
123.2%
B/E move
9.8%

25Δ

Calls
Pseudo strike
9.49
IV
112.5%
B/E move
9.2%
Puts
Pseudo strike
8.21
IV
123.3%
B/E move
8.7%

30Δ

Calls
Pseudo strike
9.36
IV
114.5%
B/E move
8.3%
Puts
Pseudo strike
8.35
IV
123.4%
B/E move
7.6%

35Δ

Calls
Pseudo strike
9.24
IV
116.4%
B/E move
7.3%
Puts
Pseudo strike
8.49
IV
123.5%
B/E move
6.4%

40Δ

Calls
Pseudo strike
9.11
IV
118.3%
B/E move
6.4%
Puts
Pseudo strike
8.63
IV
127.7%
B/E move
5.8%

45Δ

Calls
Pseudo strike
8.99
IV
120.0%
B/E move
5.5%
Puts
Pseudo strike
8.76
IV
132.0%
B/E move
5.2%

50Δ

Calls
Pseudo strike
8.87
IV
119.8%
B/E move
4.8%
Puts
Pseudo strike
8.89
IV
136.4%
B/E move
4.6%

55Δ

Calls
Pseudo strike
8.75
IV
119.6%
B/E move
4.1%
Puts
Pseudo strike
9.03
IV
139.3%
B/E move
4.0%

60Δ

Calls
Pseudo strike
8.62
IV
119.4%
B/E move
3.4%
Puts
Pseudo strike
9.16
IV
135.8%
B/E move
3.4%

65Δ

Calls
Pseudo strike
8.50
IV
119.2%
B/E move
2.7%
Puts
Pseudo strike
9.30
IV
132.2%
B/E move
2.7%

70Δ

Calls
Pseudo strike
8.38
IV
115.6%
B/E move
2.3%
Puts
Pseudo strike
9.43
IV
128.7%
B/E move
2.1%

75Δ

Calls
Pseudo strike
8.26
IV
111.9%
B/E move
1.8%
Puts
Pseudo strike
9.76
IV
148.4%
B/E move
1.8%

80Δ

Calls
Pseudo strike
8.14
IV
108.2%
B/E move
1.3%
Puts
Pseudo strike
10.44
IV
201.9%
B/E move
1.8%

Options history

IV · four-Friday blend132.85%
Daily close
PURR78.1%123.8%169.6%2026-08-12: 97.76%2026-08-13: 101.60%2026-08-14: 84.42%2026-08-17: 92.12%2026-08-18: 94.05%2026-08-19: 163.24%2026-08-20: 157.05%2026-08-21: 123.79%2026-08-24: 134.47%2026-08-25: 141.43%2026-08-26: 139.25%2026-08-27: 111.79%2026-08-28: 109.68%2026-08-31: 129.98%2026-09-01: 123.76%2026-09-02: 122.25%2026-09-03: 127.58%2026-09-04: 93.65%2026-09-08: 110.27%2026-09-09: 111.96%2026-09-10: 102.01%2026-09-11: 98.42%2026-09-14: 105.62%2026-09-15: 103.93%2026-09-16: 105.89%2026-09-17: 108.47%2026-09-18: 107.03%2026-09-21: 102.19%2026-09-22: 104.22%2026-09-23: 112.69%2026-09-24: 111.84%2026-09-25: 102.86%2026-09-28: 103.09%2026-09-29: 101.61%2026-09-30: 103.17%2026-10-01: 100.28%2026-10-02: 95.97%2026-10-05: 99.22%2026-10-06: 94.96%2026-10-07: 97.67%2026-10-08: 89.79%2026-10-09: 85.18%2026-10-12: 85.69%2026-10-13: 85.13%2026-10-14: 88.68%2026-10-15: 89.01%2026-10-16: 88.38%2026-10-19: 89.43%2026-10-20: 96.08%2026-10-21: 97.76%2026-10-22: 96.73%2026-10-23: 89.10%2026-10-26: 103.37%2026-10-27: 110.49%2026-10-28: 118.05%2026-10-29: 140.61%2026-10-30: 132.85%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
97.76%
101.60%
84.42%
92.12%
94.05%
163.24%
157.05%
123.79%
134.47%
141.43%
139.25%
111.79%
109.68%
129.98%
123.76%
122.25%
127.58%
93.65%
110.27%
111.96%
102.01%
98.42%
105.62%
103.93%
105.89%
108.47%
107.03%
102.19%
104.22%
112.69%
111.84%
102.86%
103.09%
101.61%
103.17%
100.28%
95.97%
99.22%
94.96%
97.67%
89.79%
85.18%
85.69%
85.13%
88.68%
89.01%
88.38%
89.43%
96.08%
97.76%
96.73%
89.10%
103.37%
110.49%
118.05%
140.61%
132.85%