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Grayscale Ethereum Staking ETF Shares ETHE

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Market dataready · fetched 2026-10-21T17:52:52.621Z

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

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 · 2026-10-21T17:51:40.000142846Z

FundamentalsAlpha Vantage · ready

Share price$20.16
1D+1.9%
$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$0.08$1.00$1.92$2.84$3.76$17.79$18.79$19.78$20.78$21.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ETHE spot · $20.16ETHE PRICE$0.26$0.42$0.25$0.18$0.26$0.33$0.41$0.48$0.56$0.63$0.70$0.78$0.20$0.27$0.34$0.40$0.47$0.55$0.73$0.91$1.19$1.64$2.36$3.07$3.50
PutsExpensive3.09×
CallsExpensive1.40×
SkewBearish+49.26 pp
Implied moveBearish±$1.14
TiltBearish49.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.15143.7%11.2%18.9990.0%6.8%
25Δ23.01215.0%16.2%19.2092.4%6.1%
30Δ21.38106.3%7.3%19.4194.9%5.4%
35Δ20.4548.7%2.3%19.6297.3%4.7%
40Δ20.3350.7%2.1%19.8299.8%4.0%
45Δ20.2252.6%1.9%20.04103.4%3.4%
50Δ20.1154.5%1.7%20.26113.5%3.1%
55Δ19.9956.4%1.5%20.49123.5%2.9%
60Δ19.8858.4%1.3%20.81135.8%2.7%
65Δ19.7660.3%1.2%21.31153.2%2.4%
70Δ19.6562.2%1.0%22.07177.7%2.2%
75Δ19.5364.1%0.8%22.83202.2%2.0%
80Δ23.33210.6%1.6%

20Δ

Calls
Pseudo strike
22.15
IV
143.7%
B/E move
11.2%
Puts
Pseudo strike
18.99
IV
90.0%
B/E move
6.8%

25Δ

Calls
Pseudo strike
23.01
IV
215.0%
B/E move
16.2%
Puts
Pseudo strike
19.20
IV
92.4%
B/E move
6.1%

30Δ

Calls
Pseudo strike
21.38
IV
106.3%
B/E move
7.3%
Puts
Pseudo strike
19.41
IV
94.9%
B/E move
5.4%

35Δ

Calls
Pseudo strike
20.45
IV
48.7%
B/E move
2.3%
Puts
Pseudo strike
19.62
IV
97.3%
B/E move
4.7%

40Δ

Calls
Pseudo strike
20.33
IV
50.7%
B/E move
2.1%
Puts
Pseudo strike
19.82
IV
99.8%
B/E move
4.0%

45Δ

Calls
Pseudo strike
20.22
IV
52.6%
B/E move
1.9%
Puts
Pseudo strike
20.04
IV
103.4%
B/E move
3.4%

50Δ

Calls
Pseudo strike
20.11
IV
54.5%
B/E move
1.7%
Puts
Pseudo strike
20.26
IV
113.5%
B/E move
3.1%

55Δ

Calls
Pseudo strike
19.99
IV
56.4%
B/E move
1.5%
Puts
Pseudo strike
20.49
IV
123.5%
B/E move
2.9%

60Δ

Calls
Pseudo strike
19.88
IV
58.4%
B/E move
1.3%
Puts
Pseudo strike
20.81
IV
135.8%
B/E move
2.7%

65Δ

Calls
Pseudo strike
19.76
IV
60.3%
B/E move
1.2%
Puts
Pseudo strike
21.31
IV
153.2%
B/E move
2.4%

70Δ

Calls
Pseudo strike
19.65
IV
62.2%
B/E move
1.0%
Puts
Pseudo strike
22.07
IV
177.7%
B/E move
2.2%

75Δ

Calls
Pseudo strike
19.53
IV
64.1%
B/E move
0.8%
Puts
Pseudo strike
22.83
IV
202.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.33
IV
210.6%
B/E move
1.6%

Options history

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