IntraAlpha
Create free account Start free

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

i

Market dataready · fetched 2026-10-24T04:26:16.506Z

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 · 2026-10-23T23:20:39.298301238Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:26:16.799472+00:00

Share price$30.38
1D+0.2%
AH$30.60$30.72$30.84$30.95$31.075:30 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$0.53$1.64$2.75$3.86$4.98$24.53$27.60$30.67$33.74$36.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ETHB spot · $30.38ETHB PRICE$0.65$0.72$0.83$0.98$1.17$1.51$1.83$2.02$2.33$2.72$3.18$3.84$4.66$0.70$0.79$0.89$0.99$1.10$1.26$1.46$1.68$1.98$2.27$2.58$2.88$3.26
PutsCheap0.81×
CallsFair1.04×
SkewBullish-15.36 pp
Implied moveBullish±$3.29
TiltBullish9.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.1876.1%24.5%26.4668.5%15.2%
25Δ34.7762.6%16.8%27.6758.7%11.5%
30Δ33.5256.8%13.1%28.5352.1%9.0%
35Δ32.6454.0%10.7%29.2147.2%7.1%
40Δ31.9453.4%9.0%29.7543.6%5.7%
45Δ31.4358.0%8.4%30.2341.6%4.6%
50Δ30.9061.4%7.7%30.6540.9%3.9%
55Δ30.2658.1%6.3%31.0840.5%3.2%
60Δ29.6357.7%5.2%31.5440.6%2.7%
65Δ29.0159.2%4.4%32.0040.8%2.2%
70Δ28.3260.4%3.7%32.4539.8%1.7%
75Δ27.4864.1%3.1%32.9038.8%1.2%
80Δ26.4968.3%2.5%33.4037.5%0.8%

20Δ

Calls
Pseudo strike
37.18
IV
76.1%
B/E move
24.5%
Puts
Pseudo strike
26.46
IV
68.5%
B/E move
15.2%

25Δ

Calls
Pseudo strike
34.77
IV
62.6%
B/E move
16.8%
Puts
Pseudo strike
27.67
IV
58.7%
B/E move
11.5%

30Δ

Calls
Pseudo strike
33.52
IV
56.8%
B/E move
13.1%
Puts
Pseudo strike
28.53
IV
52.1%
B/E move
9.0%

35Δ

Calls
Pseudo strike
32.64
IV
54.0%
B/E move
10.7%
Puts
Pseudo strike
29.21
IV
47.2%
B/E move
7.1%

40Δ

Calls
Pseudo strike
31.94
IV
53.4%
B/E move
9.0%
Puts
Pseudo strike
29.75
IV
43.6%
B/E move
5.7%

45Δ

Calls
Pseudo strike
31.43
IV
58.0%
B/E move
8.4%
Puts
Pseudo strike
30.23
IV
41.6%
B/E move
4.6%

50Δ

Calls
Pseudo strike
30.90
IV
61.4%
B/E move
7.7%
Puts
Pseudo strike
30.65
IV
40.9%
B/E move
3.9%

55Δ

Calls
Pseudo strike
30.26
IV
58.1%
B/E move
6.3%
Puts
Pseudo strike
31.08
IV
40.5%
B/E move
3.2%

60Δ

Calls
Pseudo strike
29.63
IV
57.7%
B/E move
5.2%
Puts
Pseudo strike
31.54
IV
40.6%
B/E move
2.7%

65Δ

Calls
Pseudo strike
29.01
IV
59.2%
B/E move
4.4%
Puts
Pseudo strike
32.00
IV
40.8%
B/E move
2.2%

70Δ

Calls
Pseudo strike
28.32
IV
60.4%
B/E move
3.7%
Puts
Pseudo strike
32.45
IV
39.8%
B/E move
1.7%

75Δ

Calls
Pseudo strike
27.48
IV
64.1%
B/E move
3.1%
Puts
Pseudo strike
32.90
IV
38.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
26.49
IV
68.3%
B/E move
2.5%
Puts
Pseudo strike
33.40
IV
37.5%
B/E move
0.8%

Options history

ETHB42.2355.3168.392026-07-27: 59.41%2026-07-28: 53.03%2026-07-29: 58.98%2026-07-30: 58.58%2026-07-31: 58.93%2026-08-03: 59.82%2026-08-04: 59.40%2026-08-05: 54.46%2026-08-06: 58.72%2026-08-07: 58.84%2026-08-10: 57.69%2026-08-11: 53.24%2026-08-12: 52.21%2026-08-13: 52.26%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%Jul 27Oct 23
Table
DateIV
59.41%
53.03%
58.98%
58.58%
58.93%
59.82%
59.40%
54.46%
58.72%
58.84%
57.69%
53.24%
52.21%
52.26%
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%