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ROBO Global Artificial Intelligence ETF THNQ

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Market datapartial · fetched 2026-10-22T16:52:48.090Z

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 · 2026-10-22T16:50:14.259155937Z

FundamentalsAlpha Vantage · unavailable

Share price$87.39
1D-3.3%
$87.15$88.01$88.86$89.71$90.575:30 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$1.00$3.52$6.04$8.57$11.09$72.90$81.94$90.99$100.04$109.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive THNQ spot · $87.39THNQ PRICE$1.27$1.48$1.76$2.07$2.44$2.98$3.56$4.26$5.11$6.14$7.44$9.14$10.36$1.36$1.54$1.72$1.90$2.21$2.55$2.90$3.32$4.57$4.52$4.72$6.46$8.20
PutsCheap0.70×
CallsExpensive1.10×
SkewBullish-11.49 pp
Implied moveBullish±$6.46
TiltBullish11.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.6549.3%15.5%79.2246.3%10.9%
25Δ96.0843.1%11.6%81.8539.5%8.1%
30Δ93.7739.8%9.3%83.6934.7%6.2%
35Δ92.0137.9%7.7%85.0731.1%4.8%
40Δ90.4936.8%6.3%86.1130.0%4.0%
45Δ89.3537.9%5.7%87.0529.0%3.3%
50Δ88.1938.7%5.0%87.9328.0%2.7%
55Δ86.9840.0%4.4%88.7827.5%2.2%
60Δ85.6741.6%3.9%90.0632.4%2.2%
65Δ84.2343.7%3.4%90.5728.2%1.5%
70Δ82.5446.5%3.0%91.2724.8%1.0%
75Δ80.4850.2%2.6%93.2126.3%0.7%
80Δ78.7749.5%2.0%95.1527.8%0.5%

20Δ

Calls
Pseudo strike
99.65
IV
49.3%
B/E move
15.5%
Puts
Pseudo strike
79.22
IV
46.3%
B/E move
10.9%

25Δ

Calls
Pseudo strike
96.08
IV
43.1%
B/E move
11.6%
Puts
Pseudo strike
81.85
IV
39.5%
B/E move
8.1%

30Δ

Calls
Pseudo strike
93.77
IV
39.8%
B/E move
9.3%
Puts
Pseudo strike
83.69
IV
34.7%
B/E move
6.2%

35Δ

Calls
Pseudo strike
92.01
IV
37.9%
B/E move
7.7%
Puts
Pseudo strike
85.07
IV
31.1%
B/E move
4.8%

40Δ

Calls
Pseudo strike
90.49
IV
36.8%
B/E move
6.3%
Puts
Pseudo strike
86.11
IV
30.0%
B/E move
4.0%

45Δ

Calls
Pseudo strike
89.35
IV
37.9%
B/E move
5.7%
Puts
Pseudo strike
87.05
IV
29.0%
B/E move
3.3%

50Δ

Calls
Pseudo strike
88.19
IV
38.7%
B/E move
5.0%
Puts
Pseudo strike
87.93
IV
28.0%
B/E move
2.7%

55Δ

Calls
Pseudo strike
86.98
IV
40.0%
B/E move
4.4%
Puts
Pseudo strike
88.78
IV
27.5%
B/E move
2.2%

60Δ

Calls
Pseudo strike
85.67
IV
41.6%
B/E move
3.9%
Puts
Pseudo strike
90.06
IV
32.4%
B/E move
2.2%

65Δ

Calls
Pseudo strike
84.23
IV
43.7%
B/E move
3.4%
Puts
Pseudo strike
90.57
IV
28.2%
B/E move
1.5%

70Δ

Calls
Pseudo strike
82.54
IV
46.5%
B/E move
3.0%
Puts
Pseudo strike
91.27
IV
24.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
80.48
IV
50.2%
B/E move
2.6%
Puts
Pseudo strike
93.21
IV
26.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
78.77
IV
49.5%
B/E move
2.0%
Puts
Pseudo strike
95.15
IV
27.8%
B/E move
0.5%

Options history

No recorded observations