IntraAlpha
Create free account Start free

ProShares Ether ETF EETH

i

Market dataready · fetched 2026-11-12T03:05:20.696Z

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 · 2026-11-12T01:00:00.06354376Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:05:20.187381+00:00

Share price$24.95
1D+1.5%
AH$24.55$24.68$24.81$24.95$25.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEETH
Sold putSold callAH

ProShares Ether ETF options

Live interpolated EETH call and put midpoint premiums by absolute delta.ProShares Ether ETF$0.34$1.06$1.78$2.49$3.21$21.49$23.64$25.78$27.93$30.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EETH spot · $24.95EETH PRICE$0.50$0.53$0.49$0.60$0.70$0.80$1.00$1.23$1.45$1.65$1.82$1.99$0.57$0.42$0.53$0.68$0.90$1.12$1.29$1.39$1.49$3.00
Puts——
Calls——
Skew——
Implied moveBearish±$2.09
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.01126.3%22.3%21.70120.9%15.3%
25Δ28.0098.2%14.3%23.3567.5%8.1%
30Δ23.7566.7%6.9%
35Δ25.9456.7%6.0%24.1267.8%6.0%
40Δ25.6555.8%5.2%24.4672.2%5.6%
45Δ25.3654.8%4.4%24.8176.6%5.1%
50Δ25.0753.8%3.7%25.1376.9%4.5%
55Δ24.7656.2%3.2%25.4371.5%3.6%
60Δ24.4559.6%2.9%25.7366.1%2.8%
65Δ24.1363.0%2.6%
70Δ23.8362.7%2.1%
75Δ23.5559.7%1.7%27.5282.8%1.7%
80Δ23.2656.6%1.2%

20Δ

Calls
Pseudo strike
30.01
IV
126.3%
B/E move
22.3%
Puts
Pseudo strike
21.70
IV
120.9%
B/E move
15.3%

25Δ

Calls
Pseudo strike
28.00
IV
98.2%
B/E move
14.3%
Puts
Pseudo strike
23.35
IV
67.5%
B/E move
8.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.75
IV
66.7%
B/E move
6.9%

35Δ

Calls
Pseudo strike
25.94
IV
56.7%
B/E move
6.0%
Puts
Pseudo strike
24.12
IV
67.8%
B/E move
6.0%

40Δ

Calls
Pseudo strike
25.65
IV
55.8%
B/E move
5.2%
Puts
Pseudo strike
24.46
IV
72.2%
B/E move
5.6%

45Δ

Calls
Pseudo strike
25.36
IV
54.8%
B/E move
4.4%
Puts
Pseudo strike
24.81
IV
76.6%
B/E move
5.1%

50Δ

Calls
Pseudo strike
25.07
IV
53.8%
B/E move
3.7%
Puts
Pseudo strike
25.13
IV
76.9%
B/E move
4.5%

55Δ

Calls
Pseudo strike
24.76
IV
56.2%
B/E move
3.2%
Puts
Pseudo strike
25.43
IV
71.5%
B/E move
3.6%

60Δ

Calls
Pseudo strike
24.45
IV
59.6%
B/E move
2.9%
Puts
Pseudo strike
25.73
IV
66.1%
B/E move
2.8%

65Δ

Calls
Pseudo strike
24.13
IV
63.0%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
23.83
IV
62.7%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
23.55
IV
59.7%
B/E move
1.7%
Puts
Pseudo strike
27.52
IV
82.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
23.26
IV
56.6%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend54.62%
Daily close
EETH46.9%57.2%67.6%2026-08-13: 49.66%2026-08-14: 48.29%2026-08-17: 57.07%2026-08-18: 51.13%2026-08-20: 66.17%2026-08-24: 58.81%2026-08-25: 58.65%2026-08-26: 56.07%2026-08-27: 54.80%2026-08-28: 54.69%2026-08-31: 52.73%2026-09-01: 55.28%2026-09-02: 54.08%2026-09-03: 53.65%2026-09-04: 54.06%2026-09-08: 55.02%2026-09-09: 53.90%2026-09-10: 55.64%2026-09-11: 56.69%2026-09-14: 55.77%2026-09-15: 63.04%2026-09-16: 60.62%2026-09-17: 61.00%2026-09-18: 54.48%2026-09-21: 55.30%2026-09-22: 54.54%2026-09-23: 52.23%2026-09-24: 54.22%2026-09-25: 53.50%2026-09-28: 52.06%2026-09-29: 49.95%2026-09-30: 51.20%2026-10-01: 53.04%2026-10-02: 51.19%2026-10-05: 52.51%2026-10-06: 58.07%2026-10-07: 53.57%2026-10-08: 53.59%2026-10-09: 48.53%2026-10-12: 51.36%2026-10-13: 51.88%2026-10-14: 56.29%2026-10-16: 51.24%2026-10-19: 50.92%2026-10-20: 51.66%2026-10-21: 52.38%2026-10-22: 51.82%2026-10-23: 52.92%2026-10-26: 54.13%2026-10-27: 52.34%2026-10-28: 51.88%2026-10-29: 51.62%2026-10-30: 54.62%Aug 13Sep 23Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
49.66%
48.29%
57.07%
51.13%
66.17%
58.81%
58.65%
56.07%
54.80%
54.69%
52.73%
55.28%
54.08%
53.65%
54.06%
55.02%
53.90%
55.64%
56.69%
55.77%
63.04%
60.62%
61.00%
54.48%
55.30%
54.54%
52.23%
54.22%
53.50%
52.06%
49.95%
51.20%
53.04%
51.19%
52.51%
58.07%
53.57%
53.59%
48.53%
51.36%
51.88%
56.29%
51.24%
50.92%
51.66%
52.38%
51.82%
52.92%
54.13%
52.34%
51.88%
51.62%
54.62%