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Grayscale Ethereum Staking ETF Shares ETHE

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Market dataready · fetched 2026-10-21T17:01:39.828Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:20.323662555Z

FundamentalsAlpha Vantage · ready

Share price$20.12
1D+1.7%
$19.70$19.84$19.98$20.12$20.265:30 AM6:30 AM9:00 AM1:00 PMETHE
Sold putSold call

Grayscale Ethereum Staking ETF Shares options

Live interpolated ETHE call and put midpoint premiums by absolute delta.Grayscale Ethereum Staking ETF Shares$0.11$0.73$1.35$1.97$2.59$17.46$18.60$19.75$20.89$22.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ETHE spot · $20.12ETHE PRICE$0.42$0.47$0.33$0.18$0.22$0.27$0.31$0.36$0.45$0.58$0.71$0.49$0.46$0.41$0.40$0.46$0.52$0.70$0.87$1.12$1.44$2.01$2.41$1.99
PutsExpensive3.31×
CallsExpensive1.64×
SkewBearish+48.34 pp
Implied moveBearish±$1.01
TiltBearish51.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.50272.4%23.9%17.35261.2%16.2%
25Δ22.94225.7%16.4%18.18203.6%11.9%
30Δ21.34126.1%7.7%18.97145.2%7.7%
35Δ20.4350.3%2.5%19.57105.1%4.7%
40Δ20.3450.3%2.2%19.78102.0%4.0%
45Δ20.2450.4%1.9%19.9998.9%3.2%
50Δ20.1450.4%1.7%20.21108.0%3.0%
55Δ20.0450.5%1.4%20.43117.6%2.8%
60Δ19.9154.1%1.2%20.73128.7%2.5%
65Δ19.7660.4%1.1%21.09142.5%2.3%
70Δ19.6166.7%1.0%21.69167.7%2.2%
75Δ22.15173.6%1.9%
80Δ21.92123.7%0.9%

20Δ

Calls
Pseudo strike
24.50
IV
272.4%
B/E move
23.9%
Puts
Pseudo strike
17.35
IV
261.2%
B/E move
16.2%

25Δ

Calls
Pseudo strike
22.94
IV
225.7%
B/E move
16.4%
Puts
Pseudo strike
18.18
IV
203.6%
B/E move
11.9%

30Δ

Calls
Pseudo strike
21.34
IV
126.1%
B/E move
7.7%
Puts
Pseudo strike
18.97
IV
145.2%
B/E move
7.7%

35Δ

Calls
Pseudo strike
20.43
IV
50.3%
B/E move
2.5%
Puts
Pseudo strike
19.57
IV
105.1%
B/E move
4.7%

40Δ

Calls
Pseudo strike
20.34
IV
50.3%
B/E move
2.2%
Puts
Pseudo strike
19.78
IV
102.0%
B/E move
4.0%

45Δ

Calls
Pseudo strike
20.24
IV
50.4%
B/E move
1.9%
Puts
Pseudo strike
19.99
IV
98.9%
B/E move
3.2%

50Δ

Calls
Pseudo strike
20.14
IV
50.4%
B/E move
1.7%
Puts
Pseudo strike
20.21
IV
108.0%
B/E move
3.0%

55Δ

Calls
Pseudo strike
20.04
IV
50.5%
B/E move
1.4%
Puts
Pseudo strike
20.43
IV
117.6%
B/E move
2.8%

60Δ

Calls
Pseudo strike
19.91
IV
54.1%
B/E move
1.2%
Puts
Pseudo strike
20.73
IV
128.7%
B/E move
2.5%

65Δ

Calls
Pseudo strike
19.76
IV
60.4%
B/E move
1.1%
Puts
Pseudo strike
21.09
IV
142.5%
B/E move
2.3%

70Δ

Calls
Pseudo strike
19.61
IV
66.7%
B/E move
1.0%
Puts
Pseudo strike
21.69
IV
167.7%
B/E move
2.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.15
IV
173.6%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.92
IV
123.7%
B/E move
0.9%

Options history

ETHE56.7457.2057.672026-10-19: 56.81%2026-10-20: 57.60%Oct 19Oct 20
Table
DateIV
56.81%
57.60%