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Grayscale Ethereum Staking Mini ETF Shares ETH

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Market dataready · fetched 2026-10-21T17:51:58.739Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

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 · 2026-10-21T17:51:43.39493846Z

FundamentalsAlpha Vantage · ready

Share price$24.00
1D+2.0%
$23.44$23.61$23.78$23.94$24.115:30 AM6:30 AM9:00 AM1:00 PMETH
Sold putSold call

Grayscale Ethereum Staking Mini ETF Shares options

Live interpolated ETH call and put midpoint premiums by absolute delta.Grayscale Ethereum Staking Mini ETF Shares$0.03$1.20$2.37$3.54$4.71$21.46$22.47$23.47$24.47$25.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ETH spot · $24.00ETH PRICE$0.38$0.25$0.15$0.20$0.25$0.29$0.34$0.38$0.42$0.46$0.50$0.54$0.58$0.29$0.38$0.38$0.38$0.38$0.38$0.43$0.68$0.94$1.25$2.59$3.48$4.37
PutsExpensive2.67×
CallsFair1.00×
SkewBearish+58.37 pp
Implied moveBearish±$0.77
TiltBearish54.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.73202.6%17.1%22.33126.9%8.2%
25Δ25.49102.1%7.2%22.37140.3%8.4%
30Δ24.4443.4%2.5%22.91113.9%6.1%
35Δ24.3344.8%2.2%23.4487.5%3.9%
40Δ24.2346.1%2.0%23.6774.3%3.0%
45Δ24.1247.4%1.7%23.8562.6%2.2%
50Δ24.0248.8%1.5%24.0456.9%1.6%
55Δ23.9347.0%1.3%24.2775.2%1.7%
60Δ23.8444.6%1.1%24.4993.5%1.9%
65Δ23.7642.1%0.9%24.84105.8%1.7%
70Δ23.6739.6%0.7%26.02183.5%2.4%
75Δ23.5937.2%0.5%27.00200.9%2.0%
80Δ23.4935.1%0.3%27.97218.3%1.7%

20Δ

Calls
Pseudo strike
27.73
IV
202.6%
B/E move
17.1%
Puts
Pseudo strike
22.33
IV
126.9%
B/E move
8.2%

25Δ

Calls
Pseudo strike
25.49
IV
102.1%
B/E move
7.2%
Puts
Pseudo strike
22.37
IV
140.3%
B/E move
8.4%

30Δ

Calls
Pseudo strike
24.44
IV
43.4%
B/E move
2.5%
Puts
Pseudo strike
22.91
IV
113.9%
B/E move
6.1%

35Δ

Calls
Pseudo strike
24.33
IV
44.8%
B/E move
2.2%
Puts
Pseudo strike
23.44
IV
87.5%
B/E move
3.9%

40Δ

Calls
Pseudo strike
24.23
IV
46.1%
B/E move
2.0%
Puts
Pseudo strike
23.67
IV
74.3%
B/E move
3.0%

45Δ

Calls
Pseudo strike
24.12
IV
47.4%
B/E move
1.7%
Puts
Pseudo strike
23.85
IV
62.6%
B/E move
2.2%

50Δ

Calls
Pseudo strike
24.02
IV
48.8%
B/E move
1.5%
Puts
Pseudo strike
24.04
IV
56.9%
B/E move
1.6%

55Δ

Calls
Pseudo strike
23.93
IV
47.0%
B/E move
1.3%
Puts
Pseudo strike
24.27
IV
75.2%
B/E move
1.7%

60Δ

Calls
Pseudo strike
23.84
IV
44.6%
B/E move
1.1%
Puts
Pseudo strike
24.49
IV
93.5%
B/E move
1.9%

65Δ

Calls
Pseudo strike
23.76
IV
42.1%
B/E move
0.9%
Puts
Pseudo strike
24.84
IV
105.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
23.67
IV
39.6%
B/E move
0.7%
Puts
Pseudo strike
26.02
IV
183.5%
B/E move
2.4%

75Δ

Calls
Pseudo strike
23.59
IV
37.2%
B/E move
0.5%
Puts
Pseudo strike
27.00
IV
200.9%
B/E move
2.0%

80Δ

Calls
Pseudo strike
23.49
IV
35.1%
B/E move
0.3%
Puts
Pseudo strike
27.97
IV
218.3%
B/E move
1.7%

Options history

ETH52.4153.6754.932026-10-19: 52.58%2026-10-20: 54.75%Oct 19Oct 20
Table
DateIV
52.58%
54.75%