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Nicholas Crypto Income ETF BLOX

i

Market dataready · fetched 2026-11-12T16:05:02.218Z

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 · 2026-11-12T16:03:36.003142621Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:05:01.247917+00:00

Share price$9.61
1D+0.5%
$9.42$9.48$9.54$9.59$9.655:30 AM6:30 AM9:00 AM1:00 PMBLOX
Sold putSold call

Nicholas Crypto Income ETF options

Live interpolated BLOX call and put midpoint premiums by absolute delta.Nicholas Crypto Income ETF$0.16$0.28$0.40$0.52$0.64$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBLOX PRICE$0.18$0.38$0.38$0.38$0.40$0.44$0.48$0.52$0.56$0.60
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.28111.4%19.2%7.53222.4%25.5%
25Δ8.15176.8%19.0%
30Δ8.78131.2%12.6%
35Δ9.10110.1%9.4%
40Δ9.27102.9%8.2%
45Δ9.4395.7%6.9%
50Δ9.5988.5%5.6%
55Δ9.7581.2%4.4%
60Δ9.9174.0%3.1%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
11.28
IV
111.4%
B/E move
19.2%
Puts
Pseudo strike
7.53
IV
222.4%
B/E move
25.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.15
IV
176.8%
B/E move
19.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.78
IV
131.2%
B/E move
12.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.10
IV
110.1%
B/E move
9.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.27
IV
102.9%
B/E move
8.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.43
IV
95.7%
B/E move
6.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.59
IV
88.5%
B/E move
5.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.75
IV
81.2%
B/E move
4.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.91
IV
74.0%
B/E move
3.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend69.71%
Daily close
BLOX50.9%76.9%102.8%2026-08-17: 75.87%2026-08-19: 99.25%2026-08-21: 65.85%2026-08-24: 60.92%2026-08-25: 64.88%2026-08-26: 60.39%2026-08-27: 62.80%2026-08-28: 59.60%2026-08-31: 57.34%2026-09-01: 68.90%2026-09-02: 63.34%2026-09-04: 61.28%2026-09-08: 59.84%2026-09-09: 54.48%2026-09-10: 65.43%2026-09-11: 59.05%2026-09-15: 77.74%2026-09-16: 82.33%2026-09-21: 59.17%2026-09-23: 64.80%2026-09-24: 66.18%2026-09-25: 64.70%2026-09-28: 65.05%2026-09-29: 62.77%2026-09-30: 62.99%2026-10-01: 63.42%2026-10-02: 62.45%2026-10-05: 61.93%2026-10-06: 61.83%2026-10-07: 69.71%2026-10-08: 65.35%2026-10-09: 64.10%2026-10-12: 70.79%2026-10-13: 74.28%2026-10-14: 80.09%2026-10-15: 98.91%2026-10-16: 60.71%2026-10-19: 57.05%2026-10-20: 67.74%2026-10-21: 61.92%2026-10-22: 64.49%2026-10-23: 65.16%2026-10-26: 65.14%2026-10-27: 59.61%2026-10-28: 63.19%2026-10-29: 61.64%2026-10-30: 69.71%Aug 17Sep 29Oct 30
47 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
75.87%
99.25%
65.85%
60.92%
64.88%
60.39%
62.80%
59.60%
57.34%
68.90%
63.34%
61.28%
59.84%
54.48%
65.43%
59.05%
77.74%
82.33%
59.17%
64.80%
66.18%
64.70%
65.05%
62.77%
62.99%
63.42%
62.45%
61.93%
61.83%
69.71%
65.35%
64.10%
70.79%
74.28%
80.09%
98.91%
60.71%
57.05%
67.74%
61.92%
64.49%
65.16%
65.14%
59.61%
63.19%
61.64%
69.71%