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VanEck Ethereum ETF ETHV

i

Market dataready · fetched 2026-11-13T16:10:17.273Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-13T16:09:50.55596586Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T16:10:16.564981+00:00

Share price$28.24
1D-1.9%
$27.90$28.14$28.38$28.63$28.875:30 AM6:30 AM9:00 AM1:00 PMETHV
Sold putSold call

VanEck Ethereum ETF options

Live interpolated ETHV call and put midpoint premiums by absolute delta.VanEck Ethereum ETF$0.48$0.95$1.41$1.87$2.34$24.19$26.51$28.83$31.16$33.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ETHV spot · $28.24ETHV PRICE$0.53$0.57$0.61$0.67$0.73$0.83$0.94$1.05$1.25$1.48$1.71$2.20$0.60$0.66$0.71$0.78$0.85$0.94$1.04$1.13$1.26$1.47$1.68$1.88
Puts——
Calls——
Skew——
Implied moveBalanced±$1.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.61131.7%20.9%
25Δ31.56104.2%13.8%26.0595.4%9.9%
30Δ30.4187.4%9.8%26.7582.4%7.6%
35Δ29.6776.2%7.4%27.2773.2%6.0%
40Δ29.1268.9%5.7%27.6866.0%4.7%
45Δ28.7465.5%4.7%28.0659.8%3.6%
50Δ28.4163.2%3.9%28.3156.9%3.1%
55Δ28.0761.0%3.1%28.5754.0%2.5%
60Δ27.7361.8%2.7%28.8251.1%2.0%
65Δ27.4063.4%2.3%29.0848.9%1.5%
70Δ27.0665.0%1.9%29.3748.4%1.2%
75Δ26.5072.7%1.6%29.6647.9%0.9%
80Δ29.9447.4%0.6%

20Δ

Calls
Pseudo strike
33.61
IV
131.7%
B/E move
20.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
31.56
IV
104.2%
B/E move
13.8%
Puts
Pseudo strike
26.05
IV
95.4%
B/E move
9.9%

30Δ

Calls
Pseudo strike
30.41
IV
87.4%
B/E move
9.8%
Puts
Pseudo strike
26.75
IV
82.4%
B/E move
7.6%

35Δ

Calls
Pseudo strike
29.67
IV
76.2%
B/E move
7.4%
Puts
Pseudo strike
27.27
IV
73.2%
B/E move
6.0%

40Δ

Calls
Pseudo strike
29.12
IV
68.9%
B/E move
5.7%
Puts
Pseudo strike
27.68
IV
66.0%
B/E move
4.7%

45Δ

Calls
Pseudo strike
28.74
IV
65.5%
B/E move
4.7%
Puts
Pseudo strike
28.06
IV
59.8%
B/E move
3.6%

50Δ

Calls
Pseudo strike
28.41
IV
63.2%
B/E move
3.9%
Puts
Pseudo strike
28.31
IV
56.9%
B/E move
3.1%

55Δ

Calls
Pseudo strike
28.07
IV
61.0%
B/E move
3.1%
Puts
Pseudo strike
28.57
IV
54.0%
B/E move
2.5%

60Δ

Calls
Pseudo strike
27.73
IV
61.8%
B/E move
2.7%
Puts
Pseudo strike
28.82
IV
51.1%
B/E move
2.0%

65Δ

Calls
Pseudo strike
27.40
IV
63.4%
B/E move
2.3%
Puts
Pseudo strike
29.08
IV
48.9%
B/E move
1.5%

70Δ

Calls
Pseudo strike
27.06
IV
65.0%
B/E move
1.9%
Puts
Pseudo strike
29.37
IV
48.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
26.50
IV
72.7%
B/E move
1.6%
Puts
Pseudo strike
29.66
IV
47.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.94
IV
47.4%
B/E move
0.6%

Options history

IV · four-Friday blend54.76%
Daily close
ETHV46.3%57.7%69.1%2026-08-17: 55.33%2026-08-18: 57.11%2026-08-19: 62.87%2026-08-20: 67.55%2026-09-01: 52.19%2026-09-02: 51.81%2026-09-03: 53.16%2026-09-04: 52.69%2026-09-08: 55.21%2026-09-09: 55.52%2026-09-10: 54.40%2026-09-11: 54.04%2026-09-14: 57.49%2026-09-15: 59.14%2026-09-16: 61.32%2026-09-17: 62.04%2026-09-18: 53.66%2026-09-21: 56.67%2026-09-22: 54.66%2026-09-23: 53.92%2026-09-24: 53.27%2026-09-25: 51.34%2026-09-28: 50.91%2026-09-29: 50.54%2026-09-30: 49.67%2026-10-01: 50.17%2026-10-02: 47.89%2026-10-05: 49.31%2026-10-06: 61.64%2026-10-07: 66.46%2026-10-08: 49.05%2026-10-09: 49.72%2026-10-12: 51.92%2026-10-13: 53.61%2026-10-14: 57.48%2026-10-16: 51.52%2026-10-19: 51.83%2026-10-20: 51.78%2026-10-21: 51.69%2026-10-22: 52.27%2026-10-23: 52.20%2026-10-26: 52.93%2026-10-27: 52.74%2026-10-28: 52.43%2026-10-29: 52.15%2026-10-30: 54.76%Aug 17Sep 28Oct 30
46 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
55.33%
57.11%
62.87%
67.55%
52.19%
51.81%
53.16%
52.69%
55.21%
55.52%
54.40%
54.04%
57.49%
59.14%
61.32%
62.04%
53.66%
56.67%
54.66%
53.92%
53.27%
51.34%
50.91%
50.54%
49.67%
50.17%
47.89%
49.31%
61.64%
66.46%
49.05%
49.72%
51.92%
53.61%
57.48%
51.52%
51.83%
51.78%
51.69%
52.27%
52.20%
52.93%
52.74%
52.43%
52.15%
54.76%