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21shares Hyperliquid Staking ETF THYP

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Market datapartial · fetched 2026-11-12T16:05:46.324Z

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 · 2026-11-12T15:51:47.304335189Z

FundamentalsAlpha Vantage · unavailable

Share price$41.11
1D+1.5%
$40.44$40.62$40.80$40.98$41.165:30 AM6:30 AM9:00 AM1:00 PMTHYP
Sold putSold call

21shares Hyperliquid Staking ETF options

Live interpolated THYP call and put midpoint premiums by absolute delta.21shares Hyperliquid Staking ETF$0.57$1.88$3.19$4.51$5.82$33.63$38.40$43.17$47.94$52.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive THYP spot · $41.11THYP PRICE$0.71$0.89$1.08$1.26$1.44$1.64$1.94$2.24$2.50$2.94$3.39$3.67$4.10$1.34$1.65$1.75$2.20$2.58$3.04$3.52$3.59$3.67$4.99$5.44
Puts——
CallsExpensive1.57×
Skew——
Implied moveBearish±$4.52
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.80114.9%22.9%
25Δ48.06108.5%19.1%
30Δ46.32102.1%15.3%38.40104.1%9.8%
35Δ44.5995.7%11.5%39.19106.0%8.7%
40Δ42.9389.5%7.9%40.1292.7%6.7%
45Δ42.1585.4%6.5%40.8497.0%6.0%
50Δ41.4885.7%5.6%41.5796.7%5.2%
55Δ40.8385.9%4.8%42.3497.0%4.4%
60Δ40.2082.5%3.9%43.0997.2%3.7%
65Δ39.5084.2%3.2%43.5387.3%2.9%
70Δ38.8385.3%2.7%43.9777.3%2.0%
75Δ38.2680.1%2.0%45.3789.2%1.8%
80Δ37.6077.1%1.4%46.0584.1%1.2%

20Δ

Calls
Pseudo strike
49.80
IV
114.9%
B/E move
22.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
48.06
IV
108.5%
B/E move
19.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
46.32
IV
102.1%
B/E move
15.3%
Puts
Pseudo strike
38.40
IV
104.1%
B/E move
9.8%

35Δ

Calls
Pseudo strike
44.59
IV
95.7%
B/E move
11.5%
Puts
Pseudo strike
39.19
IV
106.0%
B/E move
8.7%

40Δ

Calls
Pseudo strike
42.93
IV
89.5%
B/E move
7.9%
Puts
Pseudo strike
40.12
IV
92.7%
B/E move
6.7%

45Δ

Calls
Pseudo strike
42.15
IV
85.4%
B/E move
6.5%
Puts
Pseudo strike
40.84
IV
97.0%
B/E move
6.0%

50Δ

Calls
Pseudo strike
41.48
IV
85.7%
B/E move
5.6%
Puts
Pseudo strike
41.57
IV
96.7%
B/E move
5.2%

55Δ

Calls
Pseudo strike
40.83
IV
85.9%
B/E move
4.8%
Puts
Pseudo strike
42.34
IV
97.0%
B/E move
4.4%

60Δ

Calls
Pseudo strike
40.20
IV
82.5%
B/E move
3.9%
Puts
Pseudo strike
43.09
IV
97.2%
B/E move
3.7%

65Δ

Calls
Pseudo strike
39.50
IV
84.2%
B/E move
3.2%
Puts
Pseudo strike
43.53
IV
87.3%
B/E move
2.9%

70Δ

Calls
Pseudo strike
38.83
IV
85.3%
B/E move
2.7%
Puts
Pseudo strike
43.97
IV
77.3%
B/E move
2.0%

75Δ

Calls
Pseudo strike
38.26
IV
80.1%
B/E move
2.0%
Puts
Pseudo strike
45.37
IV
89.2%
B/E move
1.8%

80Δ

Calls
Pseudo strike
37.60
IV
77.1%
B/E move
1.4%
Puts
Pseudo strike
46.05
IV
84.1%
B/E move
1.2%

Options history

IV · four-Friday blend75.26%
Daily EOD
THYP74.4%80.3%86.2%2026-10-20: 83.16%2026-10-21: 85.41%2026-10-22: 84.52%2026-10-23: 82.08%2026-10-26: 84.92%2026-10-27: 77.59%2026-10-28: 77.02%2026-10-30: 75.26%Oct 20Oct 23Oct 30
8 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
83.16%
85.41%
84.52%
82.08%
84.92%
77.59%
77.02%
75.26%