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

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Market datapartial · fetched 2026-10-23T15:06:51.071Z

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 · 2026-10-23T15:06:17.754407919Z

FundamentalsAlpha Vantage · unavailable

Share price$30.88
1D+0.2%
$30.60$30.72$30.84$30.95$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$0.50$1.73$2.95$4.18$5.40$24.93$27.95$30.97$33.98$37.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ETHB spot · $30.88ETHB PRICE$0.64$0.73$0.83$0.91$1.03$1.22$1.45$1.68$1.93$2.21$2.53$2.91$3.34$0.72$0.83$0.95$1.10$1.30$1.55$1.83$2.16$2.54$2.94$3.49$4.15$5.05
PutsCheap0.95×
CallsCheap0.86×
SkewBearish+3.06 pp
Implied moveBearish±$3.28
TiltBearish14.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.5472.9%23.6%26.8868.4%15.3%
25Δ35.3261.7%16.7%28.0859.8%11.8%
30Δ33.9654.8%12.7%28.9853.5%9.2%
35Δ32.9448.4%9.6%29.6150.6%7.7%
40Δ32.2645.4%7.8%30.2048.8%6.4%
45Δ31.7044.7%6.6%30.7348.8%5.5%
50Δ31.2245.5%5.8%31.2748.9%4.7%
55Δ30.7345.7%5.0%31.8149.3%4.0%
60Δ30.2445.3%4.2%32.3949.7%3.3%
65Δ29.7445.2%3.5%32.9849.9%2.7%
70Δ29.2345.1%2.8%33.7050.9%2.2%
75Δ28.6745.1%2.3%34.5152.0%1.7%
80Δ28.0945.2%1.8%35.5554.1%1.2%

20Δ

Calls
Pseudo strike
37.54
IV
72.9%
B/E move
23.6%
Puts
Pseudo strike
26.88
IV
68.4%
B/E move
15.3%

25Δ

Calls
Pseudo strike
35.32
IV
61.7%
B/E move
16.7%
Puts
Pseudo strike
28.08
IV
59.8%
B/E move
11.8%

30Δ

Calls
Pseudo strike
33.96
IV
54.8%
B/E move
12.7%
Puts
Pseudo strike
28.98
IV
53.5%
B/E move
9.2%

35Δ

Calls
Pseudo strike
32.94
IV
48.4%
B/E move
9.6%
Puts
Pseudo strike
29.61
IV
50.6%
B/E move
7.7%

40Δ

Calls
Pseudo strike
32.26
IV
45.4%
B/E move
7.8%
Puts
Pseudo strike
30.20
IV
48.8%
B/E move
6.4%

45Δ

Calls
Pseudo strike
31.70
IV
44.7%
B/E move
6.6%
Puts
Pseudo strike
30.73
IV
48.8%
B/E move
5.5%

50Δ

Calls
Pseudo strike
31.22
IV
45.5%
B/E move
5.8%
Puts
Pseudo strike
31.27
IV
48.9%
B/E move
4.7%

55Δ

Calls
Pseudo strike
30.73
IV
45.7%
B/E move
5.0%
Puts
Pseudo strike
31.81
IV
49.3%
B/E move
4.0%

60Δ

Calls
Pseudo strike
30.24
IV
45.3%
B/E move
4.2%
Puts
Pseudo strike
32.39
IV
49.7%
B/E move
3.3%

65Δ

Calls
Pseudo strike
29.74
IV
45.2%
B/E move
3.5%
Puts
Pseudo strike
32.98
IV
49.9%
B/E move
2.7%

70Δ

Calls
Pseudo strike
29.23
IV
45.1%
B/E move
2.8%
Puts
Pseudo strike
33.70
IV
50.9%
B/E move
2.2%

75Δ

Calls
Pseudo strike
28.67
IV
45.1%
B/E move
2.3%
Puts
Pseudo strike
34.51
IV
52.0%
B/E move
1.7%

80Δ

Calls
Pseudo strike
28.09
IV
45.2%
B/E move
1.8%
Puts
Pseudo strike
35.55
IV
54.1%
B/E move
1.2%

Options history

ETHB49.0849.2349.392026-10-20: 49.13%2026-10-21: 49.34%Oct 20Oct 21
Table
DateIV
49.13%
49.34%