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21shares Hyperliquid Staking ETF THYP

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Market datapartial · fetched 2026-10-22T16:35:09.889Z

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 · 2026-10-22T16:27:36.291137705Z

FundamentalsAlpha Vantage · unavailable

Share price$45.19
1D-0.3%
$44.68$44.86$45.04$45.21$45.395:30 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$0.74$4.12$7.50$10.89$14.27$31.58$38.35$45.12$51.89$58.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive THYP spot · $45.19THYP PRICE$1.10$1.51$2.00$2.31$2.70$3.37$3.94$3.87$4.40$5.50$6.44$7.48$8.58$1.32$1.81$2.34$3.24$3.93$4.38$4.90$6.03$6.97$8.07$9.36$11.26$13.29
PutsExpensive1.37×
CallsExpensive1.40×
SkewBearish+1.14 pp
Implied moveBearish±$8.83
TiltBearish18.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.3086.0%29.2%38.4880.5%17.8%
25Δ55.4789.4%26.1%39.7184.4%16.1%
30Δ53.9894.2%23.9%41.2283.9%14.0%
35Δ51.4787.9%19.0%42.3992.9%13.4%
40Δ49.4583.9%15.4%43.9192.4%11.5%
45Δ48.3390.0%14.4%45.2887.0%9.5%
50Δ46.8290.1%12.3%46.5882.5%7.8%
55Δ45.1674.7%8.5%48.1386.0%6.8%
60Δ43.9473.4%7.0%49.6085.3%5.7%
65Δ42.5981.2%6.4%51.1685.0%4.6%
70Δ41.1983.5%5.4%52.8984.9%3.7%
75Δ39.6785.2%4.3%55.1587.2%2.9%
80Δ38.1085.5%3.3%57.5587.7%2.1%

20Δ

Calls
Pseudo strike
57.30
IV
86.0%
B/E move
29.2%
Puts
Pseudo strike
38.48
IV
80.5%
B/E move
17.8%

25Δ

Calls
Pseudo strike
55.47
IV
89.4%
B/E move
26.1%
Puts
Pseudo strike
39.71
IV
84.4%
B/E move
16.1%

30Δ

Calls
Pseudo strike
53.98
IV
94.2%
B/E move
23.9%
Puts
Pseudo strike
41.22
IV
83.9%
B/E move
14.0%

35Δ

Calls
Pseudo strike
51.47
IV
87.9%
B/E move
19.0%
Puts
Pseudo strike
42.39
IV
92.9%
B/E move
13.4%

40Δ

Calls
Pseudo strike
49.45
IV
83.9%
B/E move
15.4%
Puts
Pseudo strike
43.91
IV
92.4%
B/E move
11.5%

45Δ

Calls
Pseudo strike
48.33
IV
90.0%
B/E move
14.4%
Puts
Pseudo strike
45.28
IV
87.0%
B/E move
9.5%

50Δ

Calls
Pseudo strike
46.82
IV
90.1%
B/E move
12.3%
Puts
Pseudo strike
46.58
IV
82.5%
B/E move
7.8%

55Δ

Calls
Pseudo strike
45.16
IV
74.7%
B/E move
8.5%
Puts
Pseudo strike
48.13
IV
86.0%
B/E move
6.8%

60Δ

Calls
Pseudo strike
43.94
IV
73.4%
B/E move
7.0%
Puts
Pseudo strike
49.60
IV
85.3%
B/E move
5.7%

65Δ

Calls
Pseudo strike
42.59
IV
81.2%
B/E move
6.4%
Puts
Pseudo strike
51.16
IV
85.0%
B/E move
4.6%

70Δ

Calls
Pseudo strike
41.19
IV
83.5%
B/E move
5.4%
Puts
Pseudo strike
52.89
IV
84.9%
B/E move
3.7%

75Δ

Calls
Pseudo strike
39.67
IV
85.2%
B/E move
4.3%
Puts
Pseudo strike
55.15
IV
87.2%
B/E move
2.9%

80Δ

Calls
Pseudo strike
38.10
IV
85.5%
B/E move
3.3%
Puts
Pseudo strike
57.55
IV
87.7%
B/E move
2.1%

Options history

No recorded observations