How can it get it out. I was thinking about remove the hub

 

Drill it out and replace it

Not sure about this "hub"?

 

Removing the hub and cut the head of the stud then air hammer it out

 

Do you mean the threads on the stud are stripped or the lug nut is rounded off? Front or Rear?

The studs are made with a knurl and pressed in.

 

Front and it's rounded off

 

Best solution is to take the dust cap off, unbolt the rotor/hub from the spindle. Grind off the back of the stud and hammer it out as suggested above.

If for some reason you can't get to the dust cap with the wheels you have on the car then you can:

Get a undersized socket and hammer it onto the lugnut. If you can do it without damaging your wheels you can also weld something to the lug nut. I've used both methods for wheel locks and it doesn't get much more rounded than that. But if you rounded it off then its probably stuck on much more than a normal wheel lock. I have some old cheap rusted sockets from my childhood in a bucket that I will use for this vs my good ones.

You can also get a throw away socket the right size (or the tightest fit you can come up with), cut the end off the socket or drill it out so that you can see the full lug nut when the socket is on. Then grind the socket down so that a open end wrench has two flat sides to fit onto. If its a tight fit hammer it on. Then take a drill bit and drill right between the socket and the lug nut, then hammer a pin into that hole. The looser the fit the more pins you may need. With the right set up you can also sometimes effectively split the lug nut doing this. This is similar to a keyway on a crank shaft, a lot of "modern" engines the pulley is friction fit with no key way and people will drill a hole with a jig so they can hammer in a pin to keep it from slipping with a super charger.

Not best picture but here is the pin put into a crank, the socket/rounded lug would look similar but the socket would extend further out.

 

A bit of an extension to what aviator said, here is another I would try. Use a Dremel or similar tool to grind the flats down close to the next size below. Again, using a throw away socket, heat it up with a torch, heat gun, or bake it in the oven to get it to expand. Once its close, pound it on and let it cool. Should be nice and tight... get it off and toss the entire assembly, get new lug nut.

 

You could also try one of these if you haven't got it removed. I have not used one of these, but it came up elsewhere and remembered this thread.

 

Use one of these guys. I personally have Irwin and Craftsman brands, but I imagine this would be just as good and half the price.