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iShares Staked Ethereum Trust ETF Shares of Fractional Undivided Beneficial Interest ETHB

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Market datapartial · fetched 2026-10-22T16:18:50.591Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-10-22T16:17:27.690212207Z

FundamentalsAlpha Vantage · unavailable

Share price$30.82
1D-0.1%
$30.74$30.82$30.91$30.99$31.075:30 AM6:30 AM9:00 AM1:00 PMETHB
Sold putSold call

iShares Staked Ethereum Trust ETF Shares of Fractional Undivided Beneficial Interest options

Live interpolated ETHB call and put midpoint premiums by absolute delta.iShares Staked Ethereum Trust ETF Shares of Fractional Undivided Beneficial Interest$0.55$1.61$2.66$3.71$4.76$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEETHB PRICE$0.67$0.78$0.88$0.99$1.10$1.28$1.51$3.71$4.46
PutsCheap0.84×
CallsFair1.03×
SkewBullish-12.50 pp
Implied move——
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.0379.9%28.8%
25Δ37.4472.4%24.0%
30Δ35.8564.8%19.2%
35Δ34.2757.2%14.4%
40Δ32.6849.6%9.6%
45Δ31.7146.6%7.0%
50Δ31.1947.1%6.1%
55Δ
60Δ
65Δ
70Δ
75Δ34.0746.5%1.5%
80Δ34.9547.8%1.1%

20Δ

Calls
Pseudo strike
39.03
IV
79.9%
B/E move
28.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
37.44
IV
72.4%
B/E move
24.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
35.85
IV
64.8%
B/E move
19.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
34.27
IV
57.2%
B/E move
14.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
32.68
IV
49.6%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
31.71
IV
46.6%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
31.19
IV
47.1%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.07
IV
46.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.95
IV
47.8%
B/E move
1.1%

Options history

No recorded observations