Share price$26.22
1D+4.0%
Sold putSold call
2x Ether ETF ETHU
i
Market dataready · fetched 2026-10-21T17:52:35.669Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:51:32.888300329Z
FundamentalsAlpha Vantage · ready
2x Ether ETF options
PutsExpensive1.22×
CallsCheap0.77×
SkewBearish+12.46 pp
Implied moveBearish±$1.43
TiltBearish13.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.87 | 92.8% | 7.0% | 24.66 | 102.7% | 6.8% |
| 25Δ | 27.49 | 89.9% | 5.8% | 25.01 | 100.6% | 5.8% |
| 30Δ | 27.22 | 89.1% | 5.0% | 25.29 | 99.9% | 5.0% |
| 35Δ | 26.95 | 88.0% | 4.3% | 25.56 | 98.8% | 4.3% |
| 40Δ | 26.72 | 85.9% | 3.6% | 25.81 | 96.6% | 3.7% |
| 45Δ | 26.48 | 84.2% | 3.0% | 26.06 | 94.9% | 3.1% |
| 50Δ | 26.27 | 87.5% | 2.7% | 26.29 | 94.3% | 2.7% |
| 55Δ | 26.06 | 90.7% | 2.4% | 26.52 | 93.8% | 2.2% |
| 60Δ | 25.84 | 90.7% | 2.0% | 26.77 | 94.7% | 1.9% |
| 65Δ | 25.62 | 89.3% | 1.7% | 27.02 | 95.6% | 1.6% |
| 70Δ | 25.38 | 89.5% | 1.3% | 27.31 | 97.1% | 1.3% |
| 75Δ | 25.10 | 91.5% | 1.1% | 27.73 | 104.5% | 1.1% |
| 80Δ | 24.76 | 95.3% | 0.8% | 29.14 | 153.0% | 1.2% |
20Δ
- Pseudo strike
- 27.87
- IV
- 92.8%
- B/E move
- 7.0%
- Pseudo strike
- 24.66
- IV
- 102.7%
- B/E move
- 6.8%
25Δ
- Pseudo strike
- 27.49
- IV
- 89.9%
- B/E move
- 5.8%
- Pseudo strike
- 25.01
- IV
- 100.6%
- B/E move
- 5.8%
30Δ
- Pseudo strike
- 27.22
- IV
- 89.1%
- B/E move
- 5.0%
- Pseudo strike
- 25.29
- IV
- 99.9%
- B/E move
- 5.0%
35Δ
- Pseudo strike
- 26.95
- IV
- 88.0%
- B/E move
- 4.3%
- Pseudo strike
- 25.56
- IV
- 98.8%
- B/E move
- 4.3%
40Δ
- Pseudo strike
- 26.72
- IV
- 85.9%
- B/E move
- 3.6%
- Pseudo strike
- 25.81
- IV
- 96.6%
- B/E move
- 3.7%
45Δ
- Pseudo strike
- 26.48
- IV
- 84.2%
- B/E move
- 3.0%
- Pseudo strike
- 26.06
- IV
- 94.9%
- B/E move
- 3.1%
50Δ
- Pseudo strike
- 26.27
- IV
- 87.5%
- B/E move
- 2.7%
- Pseudo strike
- 26.29
- IV
- 94.3%
- B/E move
- 2.7%
55Δ
- Pseudo strike
- 26.06
- IV
- 90.7%
- B/E move
- 2.4%
- Pseudo strike
- 26.52
- IV
- 93.8%
- B/E move
- 2.2%
60Δ
- Pseudo strike
- 25.84
- IV
- 90.7%
- B/E move
- 2.0%
- Pseudo strike
- 26.77
- IV
- 94.7%
- B/E move
- 1.9%
65Δ
- Pseudo strike
- 25.62
- IV
- 89.3%
- B/E move
- 1.7%
- Pseudo strike
- 27.02
- IV
- 95.6%
- B/E move
- 1.6%
70Δ
- Pseudo strike
- 25.38
- IV
- 89.5%
- B/E move
- 1.3%
- Pseudo strike
- 27.31
- IV
- 97.1%
- B/E move
- 1.3%
75Δ
- Pseudo strike
- 25.10
- IV
- 91.5%
- B/E move
- 1.1%
- Pseudo strike
- 27.73
- IV
- 104.5%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 24.76
- IV
- 95.3%
- B/E move
- 0.8%
- Pseudo strike
- 29.14
- IV
- 153.0%
- B/E move
- 1.2%
Options history
Table
| Date | IV |
|---|---|
| 93.86% | |
| 96.27% |