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Nicholas Crypto Income ETF BLOX

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Market datapartial · fetched 2026-10-23T04:44:08.342Z

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 · 2026-10-23T00:00:00.055973802Z

FundamentalsAlpha Vantage · unavailable

Share price$11.43
1D-2.8%
AH$11.28$11.39$11.50$11.62$11.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBLOX
Sold putSold callAH

Nicholas Crypto Income ETF options

Live interpolated BLOX call and put midpoint premiums by absolute delta.Nicholas Crypto Income ETF$0.00$1.96$3.93$5.89$7.85$7.95$9.83$11.72$13.60$15.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BLOX spot · $11.43BLOX PRICE$0.42$0.21$0.15$0.20$0.25$0.29$0.34$0.39$0.43$0.48$0.53$0.57$0.21$0.29$0.36$0.43$0.71$1.05$1.38$1.74$2.10$2.47$2.84$4.89$7.28
PutsExpensive1.40×
CallsCheap0.62×
SkewBearish+49.65 pp
Implied moveBearish±$1.72
TiltBearish71.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.36142.0%55.6%10.2153.1%12.6%
25Δ13.4256.8%19.2%10.4553.0%11.0%
30Δ11.9324.6%5.8%10.7052.8%9.5%
35Δ11.8324.4%5.3%10.9552.7%8.0%
40Δ11.7324.3%4.8%11.2563.1%7.8%
45Δ11.6224.1%4.3%11.5776.4%7.9%
50Δ11.5223.9%3.8%11.8989.6%8.1%
55Δ11.4223.8%3.3%12.3295.0%7.4%
60Δ11.3123.6%2.8%12.8196.3%6.4%
65Δ11.2123.4%2.3%13.3097.5%5.3%
70Δ11.1123.3%1.8%13.7898.8%4.2%
75Δ11.0023.1%1.3%15.84133.7%4.2%
80Δ18.31157.0%3.5%

20Δ

Calls
Pseudo strike
17.36
IV
142.0%
B/E move
55.6%
Puts
Pseudo strike
10.21
IV
53.1%
B/E move
12.6%

25Δ

Calls
Pseudo strike
13.42
IV
56.8%
B/E move
19.2%
Puts
Pseudo strike
10.45
IV
53.0%
B/E move
11.0%

30Δ

Calls
Pseudo strike
11.93
IV
24.6%
B/E move
5.8%
Puts
Pseudo strike
10.70
IV
52.8%
B/E move
9.5%

35Δ

Calls
Pseudo strike
11.83
IV
24.4%
B/E move
5.3%
Puts
Pseudo strike
10.95
IV
52.7%
B/E move
8.0%

40Δ

Calls
Pseudo strike
11.73
IV
24.3%
B/E move
4.8%
Puts
Pseudo strike
11.25
IV
63.1%
B/E move
7.8%

45Δ

Calls
Pseudo strike
11.62
IV
24.1%
B/E move
4.3%
Puts
Pseudo strike
11.57
IV
76.4%
B/E move
7.9%

50Δ

Calls
Pseudo strike
11.52
IV
23.9%
B/E move
3.8%
Puts
Pseudo strike
11.89
IV
89.6%
B/E move
8.1%

55Δ

Calls
Pseudo strike
11.42
IV
23.8%
B/E move
3.3%
Puts
Pseudo strike
12.32
IV
95.0%
B/E move
7.4%

60Δ

Calls
Pseudo strike
11.31
IV
23.6%
B/E move
2.8%
Puts
Pseudo strike
12.81
IV
96.3%
B/E move
6.4%

65Δ

Calls
Pseudo strike
11.21
IV
23.4%
B/E move
2.3%
Puts
Pseudo strike
13.30
IV
97.5%
B/E move
5.3%

70Δ

Calls
Pseudo strike
11.11
IV
23.3%
B/E move
1.8%
Puts
Pseudo strike
13.78
IV
98.8%
B/E move
4.2%

75Δ

Calls
Pseudo strike
11.00
IV
23.1%
B/E move
1.3%
Puts
Pseudo strike
15.84
IV
133.7%
B/E move
4.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.31
IV
157.0%
B/E move
3.5%

Options history

BLOX59.3165.0770.822026-10-20: 70.02%2026-10-21: 60.11%Oct 20Oct 21
Table
DateIV
70.02%
60.11%