Share price$55.34
1D+4.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:18:49.529Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:55:33.579269032Z
FundamentalsAlpha Vantage · ready
iShares Ethereum Trust ETF Shares options
PutsExpensive1.08×
CallsCheap0.10×
SkewBullish-3.11 pp
Implied moveBearish±$6.81
TiltBearish5.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 64.37 | 50.8% | 18.0% | 48.78 | 52.7% | 13.9% |
| 25Δ | 62.57 | 50.2% | 15.2% | 50.51 | 50.9% | 11.3% |
| 30Δ | 61.02 | 49.6% | 13.0% | 51.80 | 49.9% | 9.7% |
| 35Δ | 59.71 | 49.5% | 11.3% | 52.97 | 49.1% | 8.2% |
| 40Δ | 58.51 | 49.7% | 9.8% | 54.08 | 48.5% | 7.0% |
| 45Δ | 57.36 | 49.9% | 8.5% | 55.14 | 48.0% | 6.0% |
| 50Δ | 56.25 | 50.1% | 7.4% | 56.18 | 47.7% | 5.1% |
| 55Δ | 55.15 | 50.9% | 6.4% | 57.24 | 47.4% | 4.2% |
| 60Δ | 54.03 | 51.2% | 5.4% | 58.32 | 47.2% | 3.5% |
| 65Δ | 52.86 | 52.0% | 4.6% | 59.46 | 47.0% | 2.8% |
| 70Δ | 51.59 | 53.4% | 3.9% | 60.71 | 47.1% | 2.2% |
| 75Δ | 50.21 | 54.6% | 3.2% | 62.01 | 46.8% | 1.6% |
| 80Δ | 48.18 | 58.2% | 2.6% | 63.68 | 47.4% | 1.1% |
20Δ
- Pseudo strike
- 64.37
- IV
- 50.8%
- B/E move
- 18.0%
- Pseudo strike
- 48.78
- IV
- 52.7%
- B/E move
- 13.9%
25Δ
- Pseudo strike
- 62.57
- IV
- 50.2%
- B/E move
- 15.2%
- Pseudo strike
- 50.51
- IV
- 50.9%
- B/E move
- 11.3%
30Δ
- Pseudo strike
- 61.02
- IV
- 49.6%
- B/E move
- 13.0%
- Pseudo strike
- 51.80
- IV
- 49.9%
- B/E move
- 9.7%
35Δ
- Pseudo strike
- 59.71
- IV
- 49.5%
- B/E move
- 11.3%
- Pseudo strike
- 52.97
- IV
- 49.1%
- B/E move
- 8.2%
40Δ
- Pseudo strike
- 58.51
- IV
- 49.7%
- B/E move
- 9.8%
- Pseudo strike
- 54.08
- IV
- 48.5%
- B/E move
- 7.0%
45Δ
- Pseudo strike
- 57.36
- IV
- 49.9%
- B/E move
- 8.5%
- Pseudo strike
- 55.14
- IV
- 48.0%
- B/E move
- 6.0%
50Δ
- Pseudo strike
- 56.25
- IV
- 50.1%
- B/E move
- 7.4%
- Pseudo strike
- 56.18
- IV
- 47.7%
- B/E move
- 5.1%
55Δ
- Pseudo strike
- 55.15
- IV
- 50.9%
- B/E move
- 6.4%
- Pseudo strike
- 57.24
- IV
- 47.4%
- B/E move
- 4.2%
60Δ
- Pseudo strike
- 54.03
- IV
- 51.2%
- B/E move
- 5.4%
- Pseudo strike
- 58.32
- IV
- 47.2%
- B/E move
- 3.5%
65Δ
- Pseudo strike
- 52.86
- IV
- 52.0%
- B/E move
- 4.6%
- Pseudo strike
- 59.46
- IV
- 47.0%
- B/E move
- 2.8%
70Δ
- Pseudo strike
- 51.59
- IV
- 53.4%
- B/E move
- 3.9%
- Pseudo strike
- 60.71
- IV
- 47.1%
- B/E move
- 2.2%
75Δ
- Pseudo strike
- 50.21
- IV
- 54.6%
- B/E move
- 3.2%
- Pseudo strike
- 62.01
- IV
- 46.8%
- B/E move
- 1.6%
80Δ
- Pseudo strike
- 48.18
- IV
- 58.2%
- B/E move
- 2.6%
- Pseudo strike
- 63.68
- IV
- 47.4%
- B/E move
- 1.1%