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ROBO Global Artificial Intelligence ETF THNQ

i

Market dataready · fetched 2026-11-11T15:57:29.444Z

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 · 2026-11-11T15:55:19.854843166Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:57:28.851999+00:00

Share price$85.56
1D+0.6%
$83.92$84.36$84.80$85.24$85.685:30 AM6:30 AM9:00 AM1:00 PMTHNQ
Sold putSold call

ROBO Global Artificial Intelligence ETF options

Live interpolated THNQ call and put midpoint premiums by absolute delta.ROBO Global Artificial Intelligence ETF$0.60$3.06$5.53$8.00$10.46$72.70$78.77$84.85$90.93$97.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive THNQ spot · $85.56THNQ PRICE$0.86$0.96$1.11$1.25$1.38$1.56$1.80$2.11$2.38$2.64$3.13$3.55$3.86$1.03$1.21$1.38$1.64$1.98$2.38$2.75$3.27$3.79$4.56$5.35$6.81$9.75
PutsCheap0.74×
CallsCheap0.58×
SkewBearish+15.17 pp
Implied moveBearish±$4.55
TiltBearish26.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.5060.6%10.3%79.0164.3%8.9%
25Δ90.5849.1%7.0%80.8957.2%6.9%
30Δ89.1244.5%5.5%82.3351.4%5.4%
35Δ87.9940.5%4.3%83.3649.4%4.5%
40Δ87.1037.0%3.4%84.2349.4%3.9%
45Δ86.4035.3%2.8%85.0649.7%3.4%
50Δ85.7734.5%2.3%85.8948.9%2.8%
55Δ85.1834.8%2.0%86.7549.6%2.4%
60Δ84.6234.0%1.7%87.6249.6%2.0%
65Δ84.0732.8%1.3%88.6551.4%1.7%
70Δ83.4033.6%1.1%89.7152.2%1.4%
75Δ82.7833.4%0.9%91.3856.8%1.2%
80Δ82.2731.3%0.7%94.4368.7%1.0%

20Δ

Calls
Pseudo strike
93.50
IV
60.6%
B/E move
10.3%
Puts
Pseudo strike
79.01
IV
64.3%
B/E move
8.9%

25Δ

Calls
Pseudo strike
90.58
IV
49.1%
B/E move
7.0%
Puts
Pseudo strike
80.89
IV
57.2%
B/E move
6.9%

30Δ

Calls
Pseudo strike
89.12
IV
44.5%
B/E move
5.5%
Puts
Pseudo strike
82.33
IV
51.4%
B/E move
5.4%

35Δ

Calls
Pseudo strike
87.99
IV
40.5%
B/E move
4.3%
Puts
Pseudo strike
83.36
IV
49.4%
B/E move
4.5%

40Δ

Calls
Pseudo strike
87.10
IV
37.0%
B/E move
3.4%
Puts
Pseudo strike
84.23
IV
49.4%
B/E move
3.9%

45Δ

Calls
Pseudo strike
86.40
IV
35.3%
B/E move
2.8%
Puts
Pseudo strike
85.06
IV
49.7%
B/E move
3.4%

50Δ

Calls
Pseudo strike
85.77
IV
34.5%
B/E move
2.3%
Puts
Pseudo strike
85.89
IV
48.9%
B/E move
2.8%

55Δ

Calls
Pseudo strike
85.18
IV
34.8%
B/E move
2.0%
Puts
Pseudo strike
86.75
IV
49.6%
B/E move
2.4%

60Δ

Calls
Pseudo strike
84.62
IV
34.0%
B/E move
1.7%
Puts
Pseudo strike
87.62
IV
49.6%
B/E move
2.0%

65Δ

Calls
Pseudo strike
84.07
IV
32.8%
B/E move
1.3%
Puts
Pseudo strike
88.65
IV
51.4%
B/E move
1.7%

70Δ

Calls
Pseudo strike
83.40
IV
33.6%
B/E move
1.1%
Puts
Pseudo strike
89.71
IV
52.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
82.78
IV
33.4%
B/E move
0.9%
Puts
Pseudo strike
91.38
IV
56.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
82.27
IV
31.3%
B/E move
0.7%
Puts
Pseudo strike
94.43
IV
68.7%
B/E move
1.0%

Options history

IV · four-Friday blend32.67%
Daily EOD
THNQ25.2%29.2%33.2%2026-10-19: 26.30%2026-10-20: 25.73%2026-10-21: 27.82%2026-10-22: 29.49%2026-10-23: 28.42%2026-10-26: 27.54%2026-10-27: 29.69%2026-10-28: 27.77%2026-10-29: 28.84%2026-10-30: 32.67%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
26.30%
25.73%
27.82%
29.49%
28.42%
27.54%
29.69%
27.77%
28.84%
32.67%