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iShares Ethereum Trust ETF Shares ETHA

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Market dataready · fetched 2026-10-15T21:07:34.087Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:59:40.707276298Z

FundamentalsAlpha Vantage · ready

Share price$55.47
1D+4.4%
AH$52.30$53.21$54.12$55.03$55.945:30 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$0.12$0.54$0.95$1.37$1.79$52.35$53.69$55.04$56.38$57.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $55.47OPTION PRICELive ETHA spot · $55.47ETHA PRICE$0.16$0.21$0.27$0.32$0.39$0.46$0.53$0.65$0.76$0.93$1.20$1.44$1.67$0.18$0.23$0.29$0.34$0.41$0.49$0.56$0.65$0.74$0.83$0.96$1.09$1.24
PutsCheap0.70×
CallsCheap0.84×
SkewBullish-3.69 pp
Implied moveBearish±$1.09
TiltBullish5.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.7650.6%2.6%54.1953.2%2.6%
25Δ56.4749.5%2.2%54.4752.3%2.2%
30Δ56.2548.6%1.9%54.7150.7%1.9%
35Δ56.0347.8%1.6%54.9449.0%1.6%
40Δ55.8547.3%1.4%55.1348.3%1.3%
45Δ55.6746.9%1.2%55.3147.9%1.2%
50Δ55.4946.6%1.0%55.4947.6%1.0%
55Δ55.3147.8%0.9%55.6646.9%0.8%
60Δ55.1248.9%0.8%55.8346.2%0.7%
65Δ54.9052.0%0.7%56.0045.5%0.5%
70Δ54.6058.8%0.6%56.1844.8%0.4%
75Δ54.3061.4%0.5%56.3744.1%0.3%
80Δ54.0062.0%0.4%56.5743.6%0.2%

20Δ

Calls
Pseudo strike
56.76
IV
50.6%
B/E move
2.6%
Puts
Pseudo strike
54.19
IV
53.2%
B/E move
2.6%

25Δ

Calls
Pseudo strike
56.47
IV
49.5%
B/E move
2.2%
Puts
Pseudo strike
54.47
IV
52.3%
B/E move
2.2%

30Δ

Calls
Pseudo strike
56.25
IV
48.6%
B/E move
1.9%
Puts
Pseudo strike
54.71
IV
50.7%
B/E move
1.9%

35Δ

Calls
Pseudo strike
56.03
IV
47.8%
B/E move
1.6%
Puts
Pseudo strike
54.94
IV
49.0%
B/E move
1.6%

40Δ

Calls
Pseudo strike
55.85
IV
47.3%
B/E move
1.4%
Puts
Pseudo strike
55.13
IV
48.3%
B/E move
1.3%

45Δ

Calls
Pseudo strike
55.67
IV
46.9%
B/E move
1.2%
Puts
Pseudo strike
55.31
IV
47.9%
B/E move
1.2%

50Δ

Calls
Pseudo strike
55.49
IV
46.6%
B/E move
1.0%
Puts
Pseudo strike
55.49
IV
47.6%
B/E move
1.0%

55Δ

Calls
Pseudo strike
55.31
IV
47.8%
B/E move
0.9%
Puts
Pseudo strike
55.66
IV
46.9%
B/E move
0.8%

60Δ

Calls
Pseudo strike
55.12
IV
48.9%
B/E move
0.8%
Puts
Pseudo strike
55.83
IV
46.2%
B/E move
0.7%

65Δ

Calls
Pseudo strike
54.90
IV
52.0%
B/E move
0.7%
Puts
Pseudo strike
56.00
IV
45.5%
B/E move
0.5%

70Δ

Calls
Pseudo strike
54.60
IV
58.8%
B/E move
0.6%
Puts
Pseudo strike
56.18
IV
44.8%
B/E move
0.4%

75Δ

Calls
Pseudo strike
54.30
IV
61.4%
B/E move
0.5%
Puts
Pseudo strike
56.37
IV
44.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
54.00
IV
62.0%
B/E move
0.4%
Puts
Pseudo strike
56.57
IV
43.6%
B/E move
0.2%