Share price$23.96
1D+1.9%
Sold putSold call
Grayscale Ethereum Staking Mini ETF Shares ETH
i
Market dataready · fetched 2026-10-21T16:59:03.860Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 dataPriceAlpaca · sip · 2026-10-21T16:58:17.118010894Z
FundamentalsAlpha Vantage · ready
Grayscale Ethereum Staking Mini ETF Shares options
PutsExpensive2.50×
CallsFair1.04×
SkewBearish+51.35 pp
Implied moveBearish±$0.73
TiltBearish46.2% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.48 | 195.9% | 16.3% | 21.63 | 172.9% | 11.3% |
| 25Δ | 25.20 | 85.8% | 6.1% | 22.51 | 131.0% | 7.6% |
| 30Δ | 24.42 | 45.3% | 2.6% | 22.95 | 109.5% | 5.8% |
| 35Δ | 24.31 | 47.0% | 2.3% | 23.39 | 87.9% | 3.9% |
| 40Δ | 24.20 | 48.7% | 2.1% | 23.63 | 74.3% | 2.9% |
| 45Δ | 24.09 | 50.4% | 1.8% | 23.80 | 63.3% | 2.2% |
| 50Δ | 23.99 | 51.5% | 1.6% | 23.97 | 52.2% | 1.5% |
| 55Δ | 23.89 | 49.3% | 1.4% | 24.19 | 66.0% | 1.5% |
| 60Δ | 23.79 | 47.1% | 1.1% | 24.42 | 84.5% | 1.7% |
| 65Δ | 23.69 | 44.9% | 0.9% | 24.73 | 98.3% | 1.6% |
| 70Δ | 23.59 | 42.7% | 0.7% | 25.55 | 146.6% | 1.9% |
| 75Δ | 23.48 | 41.5% | 0.5% | 26.79 | 191.1% | 1.9% |
| 80Δ | 23.02 | 66.5% | 0.6% | 27.75 | 206.6% | 1.6% |
20Δ
- Pseudo strike
- 27.48
- IV
- 195.9%
- B/E move
- 16.3%
- Pseudo strike
- 21.63
- IV
- 172.9%
- B/E move
- 11.3%
25Δ
- Pseudo strike
- 25.20
- IV
- 85.8%
- B/E move
- 6.1%
- Pseudo strike
- 22.51
- IV
- 131.0%
- B/E move
- 7.6%
30Δ
- Pseudo strike
- 24.42
- IV
- 45.3%
- B/E move
- 2.6%
- Pseudo strike
- 22.95
- IV
- 109.5%
- B/E move
- 5.8%
35Δ
- Pseudo strike
- 24.31
- IV
- 47.0%
- B/E move
- 2.3%
- Pseudo strike
- 23.39
- IV
- 87.9%
- B/E move
- 3.9%
40Δ
- Pseudo strike
- 24.20
- IV
- 48.7%
- B/E move
- 2.1%
- Pseudo strike
- 23.63
- IV
- 74.3%
- B/E move
- 2.9%
45Δ
- Pseudo strike
- 24.09
- IV
- 50.4%
- B/E move
- 1.8%
- Pseudo strike
- 23.80
- IV
- 63.3%
- B/E move
- 2.2%
50Δ
- Pseudo strike
- 23.99
- IV
- 51.5%
- B/E move
- 1.6%
- Pseudo strike
- 23.97
- IV
- 52.2%
- B/E move
- 1.5%
55Δ
- Pseudo strike
- 23.89
- IV
- 49.3%
- B/E move
- 1.4%
- Pseudo strike
- 24.19
- IV
- 66.0%
- B/E move
- 1.5%
60Δ
- Pseudo strike
- 23.79
- IV
- 47.1%
- B/E move
- 1.1%
- Pseudo strike
- 24.42
- IV
- 84.5%
- B/E move
- 1.7%
65Δ
- Pseudo strike
- 23.69
- IV
- 44.9%
- B/E move
- 0.9%
- Pseudo strike
- 24.73
- IV
- 98.3%
- B/E move
- 1.6%
70Δ
- Pseudo strike
- 23.59
- IV
- 42.7%
- B/E move
- 0.7%
- Pseudo strike
- 25.55
- IV
- 146.6%
- B/E move
- 1.9%
75Δ
- Pseudo strike
- 23.48
- IV
- 41.5%
- B/E move
- 0.5%
- Pseudo strike
- 26.79
- IV
- 191.1%
- B/E move
- 1.9%
80Δ
- Pseudo strike
- 23.02
- IV
- 66.5%
- B/E move
- 0.6%
- Pseudo strike
- 27.75
- IV
- 206.6%
- B/E move
- 1.6%
Options history
Table
| Date | IV |
|---|---|
| 52.58% | |
| 54.75% |