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2x Ether ETF ETHU

i

Market dataready · fetched 2026-11-10T22:25:49.446Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:24:44.952874741Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:25:48.976003+00:00

Share price$17.02
1D-0.5%
AH$16.11$16.49$16.87$17.24$17.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMETHU
Sold putSold callAH

2x Ether ETF options

Live interpolated ETHU call and put midpoint premiums by absolute delta.2x Ether ETF$0.15$0.69$1.22$1.75$2.29$14.82$15.86$16.90$17.95$18.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ETHU spot · $17.02ETHU PRICE$0.21$0.29$0.34$0.39$0.46$0.54$0.63$0.76$0.92$1.14$1.45$1.65$0.28$0.37$0.47$0.53$0.58$0.66$0.80$0.94$1.05$1.17$1.93$2.13
Puts——
Calls——
Skew——
Implied moveBearish±$1.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.79121.5%11.6%15.33148.9%11.6%
25Δ18.58131.8%10.9%
30Δ18.18123.6%8.8%16.18118.0%7.1%
35Δ17.82114.4%7.1%16.42120.1%6.3%
40Δ17.55110.9%5.9%16.65114.4%5.3%
45Δ17.33109.4%5.0%16.88104.5%4.2%
50Δ17.11108.5%4.3%17.10100.6%3.4%
55Δ16.88111.1%3.7%17.31103.3%3.0%
60Δ16.65117.3%3.3%17.52105.3%2.6%
65Δ16.38127.4%2.9%17.72102.1%2.1%
70Δ16.02144.7%2.7%17.9198.9%1.6%
75Δ15.72143.0%2.1%18.66136.9%1.7%
80Δ18.94130.7%1.2%

20Δ

Calls
Pseudo strike
18.79
IV
121.5%
B/E move
11.6%
Puts
Pseudo strike
15.33
IV
148.9%
B/E move
11.6%

25Δ

Calls
Pseudo strike
18.58
IV
131.8%
B/E move
10.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
18.18
IV
123.6%
B/E move
8.8%
Puts
Pseudo strike
16.18
IV
118.0%
B/E move
7.1%

35Δ

Calls
Pseudo strike
17.82
IV
114.4%
B/E move
7.1%
Puts
Pseudo strike
16.42
IV
120.1%
B/E move
6.3%

40Δ

Calls
Pseudo strike
17.55
IV
110.9%
B/E move
5.9%
Puts
Pseudo strike
16.65
IV
114.4%
B/E move
5.3%

45Δ

Calls
Pseudo strike
17.33
IV
109.4%
B/E move
5.0%
Puts
Pseudo strike
16.88
IV
104.5%
B/E move
4.2%

50Δ

Calls
Pseudo strike
17.11
IV
108.5%
B/E move
4.3%
Puts
Pseudo strike
17.10
IV
100.6%
B/E move
3.4%

55Δ

Calls
Pseudo strike
16.88
IV
111.1%
B/E move
3.7%
Puts
Pseudo strike
17.31
IV
103.3%
B/E move
3.0%

60Δ

Calls
Pseudo strike
16.65
IV
117.3%
B/E move
3.3%
Puts
Pseudo strike
17.52
IV
105.3%
B/E move
2.6%

65Δ

Calls
Pseudo strike
16.38
IV
127.4%
B/E move
2.9%
Puts
Pseudo strike
17.72
IV
102.1%
B/E move
2.1%

70Δ

Calls
Pseudo strike
16.02
IV
144.7%
B/E move
2.7%
Puts
Pseudo strike
17.91
IV
98.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
15.72
IV
143.0%
B/E move
2.1%
Puts
Pseudo strike
18.66
IV
136.9%
B/E move
1.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.94
IV
130.7%
B/E move
1.2%

Options history

IV · four-Friday blend108.67%
Daily close
ETHU67.5%97.1%126.8%2026-08-12: 87.36%2026-08-13: 90.12%2026-08-14: 79.11%2026-08-17: 71.55%2026-08-18: 73.54%2026-08-19: 98.54%2026-08-20: 121.11%2026-08-21: 109.91%2026-08-24: 122.71%2026-08-25: 113.86%2026-08-26: 107.68%2026-08-27: 107.20%2026-08-28: 93.22%2026-08-31: 90.84%2026-09-01: 94.95%2026-09-02: 91.20%2026-09-03: 106.08%2026-09-04: 92.86%2026-09-08: 102.58%2026-09-09: 104.53%2026-09-10: 108.17%2026-09-11: 97.73%2026-09-14: 109.45%2026-09-15: 107.73%2026-09-16: 100.48%2026-09-17: 90.05%2026-09-18: 99.04%2026-09-21: 108.75%2026-09-22: 94.46%2026-09-23: 99.30%2026-09-24: 96.35%2026-09-25: 86.42%2026-09-28: 92.20%2026-09-29: 90.12%2026-09-30: 90.75%2026-10-01: 91.75%2026-10-02: 84.61%2026-10-05: 85.53%2026-10-06: 78.35%2026-10-07: 85.89%2026-10-08: 95.79%2026-10-09: 84.83%2026-10-12: 88.29%2026-10-13: 88.59%2026-10-14: 95.76%2026-10-15: 93.76%2026-10-16: 91.54%2026-10-19: 94.83%2026-10-20: 96.10%2026-10-21: 94.09%2026-10-22: 103.46%2026-10-23: 96.31%2026-10-26: 104.24%2026-10-27: 100.08%2026-10-28: 100.48%2026-10-29: 102.19%2026-10-30: 108.67%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
87.36%
90.12%
79.11%
71.55%
73.54%
98.54%
121.11%
109.91%
122.71%
113.86%
107.68%
107.20%
93.22%
90.84%
94.95%
91.20%
106.08%
92.86%
102.58%
104.53%
108.17%
97.73%
109.45%
107.73%
100.48%
90.05%
99.04%
108.75%
94.46%
99.30%
96.35%
86.42%
92.20%
90.12%
90.75%
91.75%
84.61%
85.53%
78.35%
85.89%
95.79%
84.83%
88.29%
88.59%
95.76%
93.76%
91.54%
94.83%
96.10%
94.09%
103.46%
96.31%
104.24%
100.08%
100.48%
102.19%
108.67%