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ROBO Global Artificial Intelligence ETF THNQ

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Market datapartial · fetched 2026-10-23T02:39:52.942Z

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 · 2026-10-23T00:00:00.076597713Z

FundamentalsAlpha Vantage · unavailable

Share price$87.66
1D-3.0%
AH$86.79$87.74$88.69$89.64$90.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTHNQ
Sold putSold callAH

ROBO Global Artificial Intelligence ETF options

Live interpolated THNQ call and put midpoint premiums by absolute delta.ROBO Global Artificial Intelligence ETF$1.04$3.07$5.10$7.13$9.16$73.36$82.28$91.20$100.11$109.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive THNQ spot · $87.66THNQ PRICE$1.26$1.47$1.72$1.98$2.34$2.67$3.06$3.92$4.74$5.70$6.85$8.17$8.57$1.37$1.56$1.74$2.01$2.39$2.75$3.18$3.91$4.64$4.58$5.64$6.82$8.18
PutsCheap0.75×
CallsFair1.02×
SkewBullish-5.93 pp
Implied moveBalanced±$6.24
TiltBullish3.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.7849.1%15.3%79.4346.9%11.0%
25Δ96.3042.9%11.5%82.0640.0%8.2%
30Δ93.8838.9%9.1%83.9235.3%6.2%
35Δ92.1036.3%7.3%85.2232.7%5.1%
40Δ90.6035.0%6.0%86.2832.2%4.3%
45Δ89.4233.7%5.0%87.3031.1%3.6%
50Δ88.3132.8%4.2%88.2630.5%2.9%
55Δ87.2436.3%4.0%89.3231.9%2.6%
60Δ86.0638.2%3.6%90.3433.0%2.2%
65Δ84.7240.1%3.1%90.9428.2%1.5%
70Δ83.1942.3%2.7%92.2828.9%1.2%
75Δ81.4844.1%2.3%93.7030.3%0.9%
80Δ80.5740.1%1.7%95.3031.9%0.6%

20Δ

Calls
Pseudo strike
99.78
IV
49.1%
B/E move
15.3%
Puts
Pseudo strike
79.43
IV
46.9%
B/E move
11.0%

25Δ

Calls
Pseudo strike
96.30
IV
42.9%
B/E move
11.5%
Puts
Pseudo strike
82.06
IV
40.0%
B/E move
8.2%

30Δ

Calls
Pseudo strike
93.88
IV
38.9%
B/E move
9.1%
Puts
Pseudo strike
83.92
IV
35.3%
B/E move
6.2%

35Δ

Calls
Pseudo strike
92.10
IV
36.3%
B/E move
7.3%
Puts
Pseudo strike
85.22
IV
32.7%
B/E move
5.1%

40Δ

Calls
Pseudo strike
90.60
IV
35.0%
B/E move
6.0%
Puts
Pseudo strike
86.28
IV
32.2%
B/E move
4.3%

45Δ

Calls
Pseudo strike
89.42
IV
33.7%
B/E move
5.0%
Puts
Pseudo strike
87.30
IV
31.1%
B/E move
3.6%

50Δ

Calls
Pseudo strike
88.31
IV
32.8%
B/E move
4.2%
Puts
Pseudo strike
88.26
IV
30.5%
B/E move
2.9%

55Δ

Calls
Pseudo strike
87.24
IV
36.3%
B/E move
4.0%
Puts
Pseudo strike
89.32
IV
31.9%
B/E move
2.6%

60Δ

Calls
Pseudo strike
86.06
IV
38.2%
B/E move
3.6%
Puts
Pseudo strike
90.34
IV
33.0%
B/E move
2.2%

65Δ

Calls
Pseudo strike
84.72
IV
40.1%
B/E move
3.1%
Puts
Pseudo strike
90.94
IV
28.2%
B/E move
1.5%

70Δ

Calls
Pseudo strike
83.19
IV
42.3%
B/E move
2.7%
Puts
Pseudo strike
92.28
IV
28.9%
B/E move
1.2%

75Δ

Calls
Pseudo strike
81.48
IV
44.1%
B/E move
2.3%
Puts
Pseudo strike
93.70
IV
30.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
80.57
IV
40.1%
B/E move
1.7%
Puts
Pseudo strike
95.30
IV
31.9%
B/E move
0.6%

Options history

No recorded observations