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Bitwise Ethereum ETF ETHW

i

Market dataready · fetched 2026-11-12T02:45:49.866Z

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 · 2026-11-12T01:00:00.100865516Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:45:49.477683+00:00

Share price$14.86
1D+1.6%
AH$14.57$14.68$14.80$14.92$15.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMETHW
Sold putSold callAH

Bitwise Ethereum ETF options

Live interpolated ETHW call and put midpoint premiums by absolute delta.Bitwise Ethereum ETF$0.24$0.58$0.93$1.27$1.62$12.35$13.76$15.16$16.57$17.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ETHW spot · $14.86ETHW PRICE$0.45$0.45$0.47$0.48$0.54$0.60$0.66$0.72$0.78$0.84$0.28$0.38$0.48$0.55$0.60$0.64$0.69$0.79$0.91$1.02$1.14$1.25$1.52
PutsCheap0.89×
Calls——
Skew——
Implied moveBearish±$1.17
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.34201.8%39.9%13.3888.3%11.8%
25Δ17.82146.7%22.9%13.6493.4%10.8%
30Δ16.69117.7%15.4%13.9098.5%9.7%
35Δ14.1695.6%8.4%
40Δ14.4287.3%7.0%
45Δ14.6978.9%5.5%
50Δ14.9453.5%3.8%14.9570.6%4.1%
55Δ14.8250.9%3.3%15.1567.5%3.4%
60Δ14.6948.4%2.9%15.3565.6%2.8%
65Δ14.5745.9%2.4%15.5463.6%2.3%
70Δ14.4443.3%2.0%15.7361.7%1.8%
75Δ14.3140.8%1.5%15.9259.8%1.3%
80Δ14.1938.2%1.1%16.2460.7%0.9%

20Δ

Calls
Pseudo strike
20.34
IV
201.8%
B/E move
39.9%
Puts
Pseudo strike
13.38
IV
88.3%
B/E move
11.8%

25Δ

Calls
Pseudo strike
17.82
IV
146.7%
B/E move
22.9%
Puts
Pseudo strike
13.64
IV
93.4%
B/E move
10.8%

30Δ

Calls
Pseudo strike
16.69
IV
117.7%
B/E move
15.4%
Puts
Pseudo strike
13.90
IV
98.5%
B/E move
9.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.16
IV
95.6%
B/E move
8.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.42
IV
87.3%
B/E move
7.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.69
IV
78.9%
B/E move
5.5%

50Δ

Calls
Pseudo strike
14.94
IV
53.5%
B/E move
3.8%
Puts
Pseudo strike
14.95
IV
70.6%
B/E move
4.1%

55Δ

Calls
Pseudo strike
14.82
IV
50.9%
B/E move
3.3%
Puts
Pseudo strike
15.15
IV
67.5%
B/E move
3.4%

60Δ

Calls
Pseudo strike
14.69
IV
48.4%
B/E move
2.9%
Puts
Pseudo strike
15.35
IV
65.6%
B/E move
2.8%

65Δ

Calls
Pseudo strike
14.57
IV
45.9%
B/E move
2.4%
Puts
Pseudo strike
15.54
IV
63.6%
B/E move
2.3%

70Δ

Calls
Pseudo strike
14.44
IV
43.3%
B/E move
2.0%
Puts
Pseudo strike
15.73
IV
61.7%
B/E move
1.8%

75Δ

Calls
Pseudo strike
14.31
IV
40.8%
B/E move
1.5%
Puts
Pseudo strike
15.92
IV
59.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
14.19
IV
38.2%
B/E move
1.1%
Puts
Pseudo strike
16.24
IV
60.7%
B/E move
0.9%

Options history

IV · four-Friday blend53.36%
Daily close
ETHW46.8%65.5%84.2%2026-08-13: 53.31%2026-08-14: 52.91%2026-08-17: 67.49%2026-08-19: 70.63%2026-08-21: 56.90%2026-08-24: 57.21%2026-08-25: 58.05%2026-08-26: 57.71%2026-08-27: 58.40%2026-08-28: 57.72%2026-08-31: 54.22%2026-09-01: 54.21%2026-09-02: 51.43%2026-09-03: 55.37%2026-09-04: 54.12%2026-09-08: 56.01%2026-09-09: 56.94%2026-09-10: 55.21%2026-09-11: 58.21%2026-09-14: 64.07%2026-09-15: 66.68%2026-09-16: 64.13%2026-09-17: 81.58%2026-09-18: 55.55%2026-09-21: 58.19%2026-09-22: 55.78%2026-09-23: 54.52%2026-09-24: 54.51%2026-09-25: 53.85%2026-09-28: 52.33%2026-09-29: 50.29%2026-09-30: 51.98%2026-10-01: 50.54%2026-10-02: 53.50%2026-10-05: 49.34%2026-10-06: 49.80%2026-10-07: 58.08%2026-10-08: 55.58%2026-10-09: 49.90%2026-10-12: 51.46%2026-10-13: 53.38%2026-10-14: 66.46%2026-10-15: 75.71%2026-10-16: 53.77%2026-10-19: 58.21%2026-10-20: 53.51%2026-10-21: 53.21%2026-10-22: 55.15%2026-10-23: 60.94%2026-10-26: 54.04%2026-10-27: 54.75%2026-10-28: 56.13%2026-10-29: 52.25%2026-10-30: 53.36%Aug 13Sep 23Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
53.31%
52.91%
67.49%
70.63%
56.90%
57.21%
58.05%
57.71%
58.40%
57.72%
54.22%
54.21%
51.43%
55.37%
54.12%
56.01%
56.94%
55.21%
58.21%
64.07%
66.68%
64.13%
81.58%
55.55%
58.19%
55.78%
54.52%
54.51%
53.85%
52.33%
50.29%
51.98%
50.54%
53.50%
49.34%
49.80%
58.08%
55.58%
49.90%
51.46%
53.38%
66.46%
75.71%
53.77%
58.21%
53.51%
53.21%
55.15%
60.94%
54.04%
54.75%
56.13%
52.25%
53.36%