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ProShares Ether ETF EETH

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Market datapartial · fetched 2026-10-23T00:20:34.433Z

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 · 2026-10-23T00:00:00.175954966Z

FundamentalsAlpha Vantage · unavailable

Share price$28.68
1D-0.6%
AH$28.35$28.52$28.69$28.86$29.035:30 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$0.45$2.10$3.76$5.42$7.08$22.65$25.67$28.68$31.70$34.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EETH spot · $28.68EETH PRICE$0.63$0.70$0.72$0.85$1.01$1.20$1.39$1.66$1.92$2.20$2.49$2.79$3.08$0.76$0.88$0.97$1.16$1.38$1.64$1.93$2.36$2.82$3.30$3.97$4.84$6.60
PutsExpensive1.25×
CallsExpensive1.15×
SkewBearish+9.50 pp
Implied moveBearish±$3.32
TiltBearish22.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.3376.7%25.4%24.5876.0%16.9%
25Δ32.9963.5%17.5%25.8066.6%13.1%
30Δ31.4251.0%12.1%26.7558.4%10.1%
35Δ30.5947.6%9.6%27.4255.4%8.4%
40Δ30.0447.4%8.3%28.0054.5%7.2%
45Δ29.5347.1%7.2%28.5554.0%6.2%
50Δ29.0246.7%6.0%29.1153.9%5.2%
55Δ28.5447.5%5.3%29.7356.0%4.6%
60Δ28.0548.2%4.5%30.3857.3%3.9%
65Δ27.5647.9%3.8%31.0658.1%3.2%
70Δ27.0647.4%3.0%31.9060.1%2.6%
75Δ26.5845.8%2.4%32.9262.7%2.1%
80Δ26.1144.1%1.8%34.8071.6%1.7%

20Δ

Calls
Pseudo strike
35.33
IV
76.7%
B/E move
25.4%
Puts
Pseudo strike
24.58
IV
76.0%
B/E move
16.9%

25Δ

Calls
Pseudo strike
32.99
IV
63.5%
B/E move
17.5%
Puts
Pseudo strike
25.80
IV
66.6%
B/E move
13.1%

30Δ

Calls
Pseudo strike
31.42
IV
51.0%
B/E move
12.1%
Puts
Pseudo strike
26.75
IV
58.4%
B/E move
10.1%

35Δ

Calls
Pseudo strike
30.59
IV
47.6%
B/E move
9.6%
Puts
Pseudo strike
27.42
IV
55.4%
B/E move
8.4%

40Δ

Calls
Pseudo strike
30.04
IV
47.4%
B/E move
8.3%
Puts
Pseudo strike
28.00
IV
54.5%
B/E move
7.2%

45Δ

Calls
Pseudo strike
29.53
IV
47.1%
B/E move
7.2%
Puts
Pseudo strike
28.55
IV
54.0%
B/E move
6.2%

50Δ

Calls
Pseudo strike
29.02
IV
46.7%
B/E move
6.0%
Puts
Pseudo strike
29.11
IV
53.9%
B/E move
5.2%

55Δ

Calls
Pseudo strike
28.54
IV
47.5%
B/E move
5.3%
Puts
Pseudo strike
29.73
IV
56.0%
B/E move
4.6%

60Δ

Calls
Pseudo strike
28.05
IV
48.2%
B/E move
4.5%
Puts
Pseudo strike
30.38
IV
57.3%
B/E move
3.9%

65Δ

Calls
Pseudo strike
27.56
IV
47.9%
B/E move
3.8%
Puts
Pseudo strike
31.06
IV
58.1%
B/E move
3.2%

70Δ

Calls
Pseudo strike
27.06
IV
47.4%
B/E move
3.0%
Puts
Pseudo strike
31.90
IV
60.1%
B/E move
2.6%

75Δ

Calls
Pseudo strike
26.58
IV
45.8%
B/E move
2.4%
Puts
Pseudo strike
32.92
IV
62.7%
B/E move
2.1%

80Δ

Calls
Pseudo strike
26.11
IV
44.1%
B/E move
1.8%
Puts
Pseudo strike
34.80
IV
71.6%
B/E move
1.7%

Options history

EETH51.5951.9752.352026-10-20: 51.64%2026-10-21: 52.30%Oct 20Oct 21
Table
DateIV
51.64%
52.30%