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21shares Hyperliquid Staking ETF THYP

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Market datapartial · fetched 2026-10-22T23:42:40.383Z

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 · 2026-10-22T20:00:00.12344412Z

FundamentalsAlpha Vantage · unavailable

Share price$44.81
1D-1.2%
AH$44.17$44.48$44.80$45.11$45.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTHYP
Sold putSold callAH

21shares Hyperliquid Staking ETF options

Live interpolated THYP call and put midpoint premiums by absolute delta.21shares Hyperliquid Staking ETF$0.80$3.76$6.72$9.67$12.63$31.67$38.32$44.97$51.63$58.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive THYP spot · $44.81THYP PRICE$1.12$1.55$1.90$2.30$2.77$3.36$3.81$3.94$4.70$5.63$6.47$7.41$8.65$1.18$1.75$2.19$3.22$3.82$4.43$4.74$5.74$6.64$7.71$9.51$11.07$11.78
PutsExpensive1.42×
CallsExpensive1.45×
SkewBullish-2.59 pp
Implied moveBearish±$8.55
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.2588.8%30.3%38.4375.4%16.9%
25Δ55.5493.1%27.4%39.5781.3%15.6%
30Δ53.1490.3%22.8%40.9480.5%13.5%
35Δ51.0888.3%19.1%42.0592.8%13.3%
40Δ49.3287.8%16.3%43.5490.7%11.4%
45Δ47.9690.7%14.5%44.9388.2%9.6%
50Δ46.3587.6%11.9%46.1480.8%7.6%
55Δ44.7876.7%8.7%47.5983.0%6.6%
60Δ43.5379.8%7.6%48.9982.6%5.5%
65Δ42.1984.2%6.7%50.5182.3%4.5%
70Δ40.8084.9%5.5%52.6486.7%3.8%
75Δ39.3485.1%4.3%54.6086.5%2.9%
80Δ37.6787.1%3.4%55.7380.0%1.9%

20Δ

Calls
Pseudo strike
57.25
IV
88.8%
B/E move
30.3%
Puts
Pseudo strike
38.43
IV
75.4%
B/E move
16.9%

25Δ

Calls
Pseudo strike
55.54
IV
93.1%
B/E move
27.4%
Puts
Pseudo strike
39.57
IV
81.3%
B/E move
15.6%

30Δ

Calls
Pseudo strike
53.14
IV
90.3%
B/E move
22.8%
Puts
Pseudo strike
40.94
IV
80.5%
B/E move
13.5%

35Δ

Calls
Pseudo strike
51.08
IV
88.3%
B/E move
19.1%
Puts
Pseudo strike
42.05
IV
92.8%
B/E move
13.3%

40Δ

Calls
Pseudo strike
49.32
IV
87.8%
B/E move
16.3%
Puts
Pseudo strike
43.54
IV
90.7%
B/E move
11.4%

45Δ

Calls
Pseudo strike
47.96
IV
90.7%
B/E move
14.5%
Puts
Pseudo strike
44.93
IV
88.2%
B/E move
9.6%

50Δ

Calls
Pseudo strike
46.35
IV
87.6%
B/E move
11.9%
Puts
Pseudo strike
46.14
IV
80.8%
B/E move
7.6%

55Δ

Calls
Pseudo strike
44.78
IV
76.7%
B/E move
8.7%
Puts
Pseudo strike
47.59
IV
83.0%
B/E move
6.6%

60Δ

Calls
Pseudo strike
43.53
IV
79.8%
B/E move
7.6%
Puts
Pseudo strike
48.99
IV
82.6%
B/E move
5.5%

65Δ

Calls
Pseudo strike
42.19
IV
84.2%
B/E move
6.7%
Puts
Pseudo strike
50.51
IV
82.3%
B/E move
4.5%

70Δ

Calls
Pseudo strike
40.80
IV
84.9%
B/E move
5.5%
Puts
Pseudo strike
52.64
IV
86.7%
B/E move
3.8%

75Δ

Calls
Pseudo strike
39.34
IV
85.1%
B/E move
4.3%
Puts
Pseudo strike
54.60
IV
86.5%
B/E move
2.9%

80Δ

Calls
Pseudo strike
37.67
IV
87.1%
B/E move
3.4%
Puts
Pseudo strike
55.73
IV
80.0%
B/E move
1.9%

Options history

No recorded observations