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

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Market dataready · fetched 2026-11-13T01:45:24.160Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T00:36:26.495964154Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:45:23.919467+00:00

Share price$25.78
1D+0.2%
AH$25.54$25.67$25.80$25.93$26.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMETHB
Sold putSold callAH

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$0.46$0.91$1.37$1.82$2.27$21.69$24.31$26.92$29.54$32.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ETHB spot · $25.78ETHB PRICE$0.53$0.51$0.54$0.66$0.78$0.89$0.94$0.99$1.04$1.09$1.60$2.14$0.56$0.60$0.66$0.71$0.77$0.83$0.90$0.96$1.03$1.10$1.17$1.24$1.31
PutsCheap0.79×
Calls——
Skew——
Implied moveBalanced±$1.79
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.37140.1%23.8%22.51123.4%14.9%
25Δ28.7296.5%13.4%23.59100.8%10.8%
30Δ24.3086.5%8.3%
35Δ26.8562.5%6.2%24.8675.8%6.3%
40Δ26.5463.1%5.5%25.2368.5%5.1%
45Δ26.2363.8%4.8%25.5562.5%4.1%
50Δ25.9462.9%4.1%25.8656.5%3.2%
55Δ25.7157.7%3.4%26.1051.9%2.5%
60Δ25.4952.5%2.7%26.2748.4%2.1%
65Δ25.2647.3%2.0%26.4444.9%1.7%
70Δ25.0442.1%1.4%26.6141.4%1.3%
75Δ24.5052.5%1.2%26.7837.9%0.9%
80Δ23.9563.1%1.2%26.9634.5%0.5%

20Δ

Calls
Pseudo strike
31.37
IV
140.1%
B/E move
23.8%
Puts
Pseudo strike
22.51
IV
123.4%
B/E move
14.9%

25Δ

Calls
Pseudo strike
28.72
IV
96.5%
B/E move
13.4%
Puts
Pseudo strike
23.59
IV
100.8%
B/E move
10.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.30
IV
86.5%
B/E move
8.3%

35Δ

Calls
Pseudo strike
26.85
IV
62.5%
B/E move
6.2%
Puts
Pseudo strike
24.86
IV
75.8%
B/E move
6.3%

40Δ

Calls
Pseudo strike
26.54
IV
63.1%
B/E move
5.5%
Puts
Pseudo strike
25.23
IV
68.5%
B/E move
5.1%

45Δ

Calls
Pseudo strike
26.23
IV
63.8%
B/E move
4.8%
Puts
Pseudo strike
25.55
IV
62.5%
B/E move
4.1%

50Δ

Calls
Pseudo strike
25.94
IV
62.9%
B/E move
4.1%
Puts
Pseudo strike
25.86
IV
56.5%
B/E move
3.2%

55Δ

Calls
Pseudo strike
25.71
IV
57.7%
B/E move
3.4%
Puts
Pseudo strike
26.10
IV
51.9%
B/E move
2.5%

60Δ

Calls
Pseudo strike
25.49
IV
52.5%
B/E move
2.7%
Puts
Pseudo strike
26.27
IV
48.4%
B/E move
2.1%

65Δ

Calls
Pseudo strike
25.26
IV
47.3%
B/E move
2.0%
Puts
Pseudo strike
26.44
IV
44.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
25.04
IV
42.1%
B/E move
1.4%
Puts
Pseudo strike
26.61
IV
41.4%
B/E move
1.3%

75Δ

Calls
Pseudo strike
24.50
IV
52.5%
B/E move
1.2%
Puts
Pseudo strike
26.78
IV
37.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
23.95
IV
63.1%
B/E move
1.2%
Puts
Pseudo strike
26.96
IV
34.5%
B/E move
0.5%

Options history

IV · four-Friday blend51.00%
Daily close
ETHB42.2%55.3%68.4%2026-08-14: 53.43%2026-08-17: 49.24%2026-08-18: 54.59%2026-08-19: 61.90%2026-08-20: 66.59%2026-08-21: 54.47%2026-08-24: 56.40%2026-08-25: 56.07%2026-08-26: 54.12%2026-08-27: 52.72%2026-08-28: 50.57%2026-08-31: 51.12%2026-09-01: 49.82%2026-09-02: 48.06%2026-09-03: 52.92%2026-09-04: 49.47%2026-09-08: 51.82%2026-09-09: 51.68%2026-09-10: 51.23%2026-09-11: 52.69%2026-09-14: 56.21%2026-09-15: 58.90%2026-09-16: 57.12%2026-09-17: 56.43%2026-09-18: 49.72%2026-09-21: 52.57%2026-09-22: 53.03%2026-09-23: 49.91%2026-09-24: 49.75%2026-09-25: 50.31%2026-09-28: 47.33%2026-09-29: 47.62%2026-09-30: 46.82%2026-10-01: 46.61%2026-10-02: 45.72%2026-10-05: 44.04%2026-10-06: 52.78%2026-10-07: 56.60%2026-10-08: 47.56%2026-10-09: 46.97%2026-10-12: 49.40%2026-10-13: 51.88%2026-10-14: 50.90%2026-10-15: 58.00%2026-10-16: 48.77%2026-10-19: 49.50%2026-10-20: 49.12%2026-10-21: 49.36%2026-10-22: 49.63%2026-10-23: 50.77%2026-10-26: 50.83%2026-10-27: 49.24%2026-10-28: 48.92%2026-10-29: 49.43%2026-10-30: 51.00%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
53.43%
49.24%
54.59%
61.90%
66.59%
54.47%
56.40%
56.07%
54.12%
52.72%
50.57%
51.12%
49.82%
48.06%
52.92%
49.47%
51.82%
51.68%
51.23%
52.69%
56.21%
58.90%
57.12%
56.43%
49.72%
52.57%
53.03%
49.91%
49.75%
50.31%
47.33%
47.62%
46.82%
46.61%
45.72%
44.04%
52.78%
56.60%
47.56%
46.97%
49.40%
51.88%
50.90%
58.00%
48.77%
49.50%
49.12%
49.36%
49.63%
50.77%
50.83%
49.24%
48.92%
49.43%
51.00%