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Grayscale Ethereum Staking Mini ETF Shares ETH

i

Market dataready · fetched 2026-11-10T22:19:53.802Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:14:01.099222582Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:19:53.454656+00:00

Share price$19.64
1D-0.3%
AH$19.09$19.31$19.52$19.73$19.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMETH
Sold putSold callAH

Grayscale Ethereum Staking Mini ETF Shares options

Live interpolated ETH call and put midpoint premiums by absolute delta.Grayscale Ethereum Staking Mini ETF Shares$0.24$0.55$0.86$1.17$1.48$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEETH PRICE$0.28$0.37$0.47$0.32$0.40$0.48$0.56$0.78$1.03$1.09$1.11$1.13$0.47$0.43$0.56$0.63$1.27$1.33$1.39
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.97219.1%16.0%
25Δ20.7892.7%7.2%
30Δ20.66104.2%7.1%18.79110.9%6.5%
35Δ20.54115.8%7.0%18.95123.5%6.4%
40Δ19.9763.8%3.3%19.21117.9%5.4%
45Δ19.8265.9%2.9%
50Δ19.6867.9%2.6%
55Δ19.5369.9%2.3%
60Δ19.3082.6%2.2%
65Δ19.0597.8%2.2%
70Δ18.9392.7%1.9%20.6093.6%1.6%
75Δ18.8382.5%1.5%20.7485.5%1.2%
80Δ18.7472.3%1.1%20.8877.4%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.97
IV
219.1%
B/E move
16.0%

25Δ

Calls
Pseudo strike
20.78
IV
92.7%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
20.66
IV
104.2%
B/E move
7.1%
Puts
Pseudo strike
18.79
IV
110.9%
B/E move
6.5%

35Δ

Calls
Pseudo strike
20.54
IV
115.8%
B/E move
7.0%
Puts
Pseudo strike
18.95
IV
123.5%
B/E move
6.4%

40Δ

Calls
Pseudo strike
19.97
IV
63.8%
B/E move
3.3%
Puts
Pseudo strike
19.21
IV
117.9%
B/E move
5.4%

45Δ

Calls
Pseudo strike
19.82
IV
65.9%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
19.68
IV
67.9%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
19.53
IV
69.9%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
19.30
IV
82.6%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
19.05
IV
97.8%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
18.93
IV
92.7%
B/E move
1.9%
Puts
Pseudo strike
20.60
IV
93.6%
B/E move
1.6%

75Δ

Calls
Pseudo strike
18.83
IV
82.5%
B/E move
1.5%
Puts
Pseudo strike
20.74
IV
85.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
18.74
IV
72.3%
B/E move
1.1%
Puts
Pseudo strike
20.88
IV
77.4%
B/E move
0.8%

Options history

IV · four-Friday blend55.17%
Daily close
ETH39.1%53.9%68.7%2026-08-12: 45.70%2026-08-13: 45.01%2026-08-14: 41.17%2026-08-17: 45.78%2026-08-18: 45.50%2026-08-19: 53.24%2026-08-20: 66.69%2026-08-21: 55.03%2026-08-24: 64.25%2026-08-25: 59.58%2026-08-26: 59.73%2026-08-27: 66.52%2026-08-28: 50.48%2026-08-31: 50.99%2026-09-01: 51.69%2026-09-02: 55.58%2026-09-03: 63.14%2026-09-04: 52.59%2026-09-08: 51.94%2026-09-09: 58.76%2026-09-10: 60.53%2026-09-11: 55.24%2026-09-14: 57.28%2026-09-15: 57.09%2026-09-16: 54.71%2026-09-17: 46.68%2026-09-18: 52.21%2026-09-21: 61.66%2026-09-22: 50.23%2026-09-23: 49.82%2026-09-24: 58.79%2026-09-25: 47.85%2026-09-28: 48.75%2026-09-29: 48.51%2026-09-30: 44.48%2026-10-01: 47.35%2026-10-02: 42.63%2026-10-05: 45.19%2026-10-06: 45.32%2026-10-07: 56.28%2026-10-08: 52.87%2026-10-09: 45.48%2026-10-12: 51.13%2026-10-13: 45.76%2026-10-14: 52.58%2026-10-15: 65.72%2026-10-16: 46.10%2026-10-19: 52.32%2026-10-20: 54.75%2026-10-21: 49.04%2026-10-22: 58.41%2026-10-23: 54.65%2026-10-26: 55.32%2026-10-27: 62.05%2026-10-28: 56.74%2026-10-29: 59.40%2026-10-30: 55.17%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
45.70%
45.01%
41.17%
45.78%
45.50%
53.24%
66.69%
55.03%
64.25%
59.58%
59.73%
66.52%
50.48%
50.99%
51.69%
55.58%
63.14%
52.59%
51.94%
58.76%
60.53%
55.24%
57.28%
57.09%
54.71%
46.68%
52.21%
61.66%
50.23%
49.82%
58.79%
47.85%
48.75%
48.51%
44.48%
47.35%
42.63%
45.19%
45.32%
56.28%
52.87%
45.48%
51.13%
45.76%
52.58%
65.72%
46.10%
52.32%
54.75%
49.04%
58.41%
54.65%
55.32%
62.05%
56.74%
59.40%
55.17%