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iShares Ethereum Trust ETF Shares ETHA

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Market dataready · fetched 2026-10-15T20:35:28.412Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:35:08.615097797Z

FundamentalsAlpha Vantage · ready

Share price$55.63
1D+4.7%
AH$52.30$53.20$54.10$55.00$55.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMETHA
Sold putSold callAH

iShares Ethereum Trust ETF Shares options

Live interpolated ETHA call and put midpoint premiums by absolute delta.iShares Ethereum Trust ETF Shares$0.10$0.58$1.05$1.53$2.00$52.33$53.73$55.12$56.52$57.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $55.63OPTION PRICELive ETHA spot · $55.63ETHA PRICE$0.15$0.20$0.24$0.29$0.34$0.40$0.46$0.52$0.62$0.71$0.81$1.02$1.28$0.19$0.25$0.31$0.38$0.46$0.55$0.65$0.76$0.88$1.04$1.21$1.49$1.86
PutsCheap0.83×
CallsCheap0.70×
SkewBearish+14.09 pp
Implied moveBearish±$1.12
TiltBearish17.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.8346.9%2.4%54.2657.1%2.8%
25Δ56.5645.5%2.0%54.5656.3%2.4%
30Δ56.3544.2%1.7%54.8154.9%2.0%
35Δ56.1543.0%1.5%55.0553.9%1.7%
40Δ55.9641.9%1.2%55.2654.1%1.5%
45Δ55.8141.0%1.1%55.4654.3%1.3%
50Δ55.6640.1%0.9%55.6654.4%1.1%
55Δ55.5039.1%0.7%55.8654.5%1.0%
60Δ55.3539.1%0.6%56.0754.9%0.8%
65Δ55.2039.2%0.5%56.3055.7%0.7%
70Δ55.0539.2%0.4%56.5456.8%0.5%
75Δ54.8042.4%0.3%56.8760.1%0.5%
80Δ54.5147.1%0.3%57.2964.8%0.4%

20Δ

Calls
Pseudo strike
56.83
IV
46.9%
B/E move
2.4%
Puts
Pseudo strike
54.26
IV
57.1%
B/E move
2.8%

25Δ

Calls
Pseudo strike
56.56
IV
45.5%
B/E move
2.0%
Puts
Pseudo strike
54.56
IV
56.3%
B/E move
2.4%

30Δ

Calls
Pseudo strike
56.35
IV
44.2%
B/E move
1.7%
Puts
Pseudo strike
54.81
IV
54.9%
B/E move
2.0%

35Δ

Calls
Pseudo strike
56.15
IV
43.0%
B/E move
1.5%
Puts
Pseudo strike
55.05
IV
53.9%
B/E move
1.7%

40Δ

Calls
Pseudo strike
55.96
IV
41.9%
B/E move
1.2%
Puts
Pseudo strike
55.26
IV
54.1%
B/E move
1.5%

45Δ

Calls
Pseudo strike
55.81
IV
41.0%
B/E move
1.1%
Puts
Pseudo strike
55.46
IV
54.3%
B/E move
1.3%

50Δ

Calls
Pseudo strike
55.66
IV
40.1%
B/E move
0.9%
Puts
Pseudo strike
55.66
IV
54.4%
B/E move
1.1%

55Δ

Calls
Pseudo strike
55.50
IV
39.1%
B/E move
0.7%
Puts
Pseudo strike
55.86
IV
54.5%
B/E move
1.0%

60Δ

Calls
Pseudo strike
55.35
IV
39.1%
B/E move
0.6%
Puts
Pseudo strike
56.07
IV
54.9%
B/E move
0.8%

65Δ

Calls
Pseudo strike
55.20
IV
39.2%
B/E move
0.5%
Puts
Pseudo strike
56.30
IV
55.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
55.05
IV
39.2%
B/E move
0.4%
Puts
Pseudo strike
56.54
IV
56.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
54.80
IV
42.4%
B/E move
0.3%
Puts
Pseudo strike
56.87
IV
60.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
54.51
IV
47.1%
B/E move
0.3%
Puts
Pseudo strike
57.29
IV
64.8%
B/E move
0.4%