Share price$26.10
1D+3.5%
Sold putSold call
2x Ether ETF ETHU
i
Market dataready · fetched 2026-10-21T17:01:19.547Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:01:13.814587645Z
FundamentalsAlpha Vantage · ready
2x Ether ETF options
PutsExpensive1.13×
CallsCheap0.84×
SkewBearish+0.26 pp
Implied moveBearish±$1.49
TiltBearish3.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.82 | 96.9% | 7.3% | 24.54 | 103.9% | 6.9% |
| 25Δ | 27.44 | 94.7% | 6.2% | 24.88 | 100.7% | 5.8% |
| 30Δ | 27.15 | 94.3% | 5.3% | 25.18 | 98.7% | 5.0% |
| 35Δ | 26.89 | 94.1% | 4.6% | 25.45 | 97.2% | 4.2% |
| 40Δ | 26.64 | 94.1% | 4.0% | 25.70 | 93.4% | 3.6% |
| 45Δ | 26.40 | 94.0% | 3.4% | 25.94 | 89.0% | 2.9% |
| 50Δ | 26.17 | 93.9% | 2.9% | 26.20 | 95.8% | 2.7% |
| 55Δ | 25.94 | 94.1% | 2.5% | 26.45 | 106.1% | 2.5% |
| 60Δ | 25.70 | 95.2% | 2.1% | 26.66 | 101.4% | 2.1% |
| 65Δ | 25.45 | 97.2% | 1.8% | 26.86 | 93.5% | 1.6% |
| 70Δ | 25.14 | 103.8% | 1.5% | 27.15 | 93.9% | 1.2% |
| 75Δ | 24.76 | 111.5% | 1.3% | 27.61 | 105.9% | 1.1% |
| 80Δ | 24.40 | 113.7% | 1.0% | 27.89 | 101.2% | 0.8% |
20Δ
- Pseudo strike
- 27.82
- IV
- 96.9%
- B/E move
- 7.3%
- Pseudo strike
- 24.54
- IV
- 103.9%
- B/E move
- 6.9%
25Δ
- Pseudo strike
- 27.44
- IV
- 94.7%
- B/E move
- 6.2%
- Pseudo strike
- 24.88
- IV
- 100.7%
- B/E move
- 5.8%
30Δ
- Pseudo strike
- 27.15
- IV
- 94.3%
- B/E move
- 5.3%
- Pseudo strike
- 25.18
- IV
- 98.7%
- B/E move
- 5.0%
35Δ
- Pseudo strike
- 26.89
- IV
- 94.1%
- B/E move
- 4.6%
- Pseudo strike
- 25.45
- IV
- 97.2%
- B/E move
- 4.2%
40Δ
- Pseudo strike
- 26.64
- IV
- 94.1%
- B/E move
- 4.0%
- Pseudo strike
- 25.70
- IV
- 93.4%
- B/E move
- 3.6%
45Δ
- Pseudo strike
- 26.40
- IV
- 94.0%
- B/E move
- 3.4%
- Pseudo strike
- 25.94
- IV
- 89.0%
- B/E move
- 2.9%
50Δ
- Pseudo strike
- 26.17
- IV
- 93.9%
- B/E move
- 2.9%
- Pseudo strike
- 26.20
- IV
- 95.8%
- B/E move
- 2.7%
55Δ
- Pseudo strike
- 25.94
- IV
- 94.1%
- B/E move
- 2.5%
- Pseudo strike
- 26.45
- IV
- 106.1%
- B/E move
- 2.5%
60Δ
- Pseudo strike
- 25.70
- IV
- 95.2%
- B/E move
- 2.1%
- Pseudo strike
- 26.66
- IV
- 101.4%
- B/E move
- 2.1%
65Δ
- Pseudo strike
- 25.45
- IV
- 97.2%
- B/E move
- 1.8%
- Pseudo strike
- 26.86
- IV
- 93.5%
- B/E move
- 1.6%
70Δ
- Pseudo strike
- 25.14
- IV
- 103.8%
- B/E move
- 1.5%
- Pseudo strike
- 27.15
- IV
- 93.9%
- B/E move
- 1.2%
75Δ
- Pseudo strike
- 24.76
- IV
- 111.5%
- B/E move
- 1.3%
- Pseudo strike
- 27.61
- IV
- 105.9%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 24.40
- IV
- 113.7%
- B/E move
- 1.0%
- Pseudo strike
- 27.89
- IV
- 101.2%
- B/E move
- 0.8%
Options history
Table
| Date | IV |
|---|---|
| 93.86% | |
| 96.27% |