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ROBO Global Artificial Intelligence ETF THNQ

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Market datapartial · fetched 2026-10-22T14:53:20.515Z

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 · 2026-10-22T14:52:25.914259518Z

FundamentalsAlpha Vantage · unavailable

Share price$88.49
1D-2.0%
$87.85$88.51$89.18$89.85$90.515:30 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$1.31$3.36$5.40$7.44$9.49$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICETHNQ PRICE$4.34$5.34$6.34$7.37$8.90$1.53$1.74$1.95$2.16$2.40$2.82$3.25$3.72$4.65$5.58$6.51$7.44$8.37
PutsCheap0.81×
CallsFair0.97×
SkewBullish-1.28 pp
Implied move——
TiltBearish23.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.7664.3%17.3%
25Δ77.9056.0%13.9%
30Δ81.0547.7%10.6%
35Δ84.2039.4%7.3%
40Δ87.1132.0%4.3%
45Δ88.1131.4%3.6%
50Δ89.1030.9%3.0%
55Δ90.0630.1%2.4%
60Δ87.0234.5%3.2%91.2829.4%2.1%
65Δ85.6636.0%2.8%92.5028.6%1.8%
70Δ84.3037.5%2.4%93.7227.9%1.4%
75Δ82.9139.0%2.0%94.9427.1%1.1%
80Δ81.0440.7%1.6%96.1626.4%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.76
IV
64.3%
B/E move
17.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.90
IV
56.0%
B/E move
13.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
81.05
IV
47.7%
B/E move
10.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
84.20
IV
39.4%
B/E move
7.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
87.11
IV
32.0%
B/E move
4.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.11
IV
31.4%
B/E move
3.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
89.10
IV
30.9%
B/E move
3.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.06
IV
30.1%
B/E move
2.4%

60Δ

Calls
Pseudo strike
87.02
IV
34.5%
B/E move
3.2%
Puts
Pseudo strike
91.28
IV
29.4%
B/E move
2.1%

65Δ

Calls
Pseudo strike
85.66
IV
36.0%
B/E move
2.8%
Puts
Pseudo strike
92.50
IV
28.6%
B/E move
1.8%

70Δ

Calls
Pseudo strike
84.30
IV
37.5%
B/E move
2.4%
Puts
Pseudo strike
93.72
IV
27.9%
B/E move
1.4%

75Δ

Calls
Pseudo strike
82.91
IV
39.0%
B/E move
2.0%
Puts
Pseudo strike
94.94
IV
27.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
81.04
IV
40.7%
B/E move
1.6%
Puts
Pseudo strike
96.16
IV
26.4%
B/E move
0.8%

Options history

No recorded observations