IntraAlpha
Create free account Start free

Grayscale AI Compute ETF GCPU

i

Market dataready · fetched 2026-11-11T15:49:42.932Z

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 · 2026-11-11T15:06:33.404437334Z

FundamentalsGrayscale · ready · as of 2026-11-10 · fetched 2026-11-11T15:49:42.412970+00:00

Share price$23.59
1D+0.4%
$23.10$23.23$23.37$23.50$23.635:30 AM6:30 AM9:00 AM1:00 PMGCPU
Sold putSold call

Grayscale AI Compute ETF options

Live interpolated GCPU call and put midpoint premiums by absolute delta.Grayscale AI Compute ETF$0.32$1.21$2.10$2.98$3.87$17.64$20.53$23.42$26.30$29.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GCPU spot · $23.59GCPU PRICE$0.42$0.51$0.62$0.78$0.94$1.13$1.33$1.59$1.85$2.19$2.55$3.02$3.61$0.50$0.63$0.78$0.96$1.14$1.34$1.54$1.78$2.03$2.35$2.79$3.15$3.46
PutsCheap0.78×
CallsCheap0.86×
SkewBullish-6.57 pp
Implied moveBearish±$2.87
TiltBearish4.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.74108.7%19.4%20.67110.4%14.5%
25Δ26.5898.0%14.8%21.41103.3%11.9%
30Δ25.7992.7%12.0%22.00101.0%10.0%
35Δ25.3195.0%10.6%22.4999.8%8.7%
40Δ24.8396.7%9.2%22.9898.6%7.4%
45Δ24.3697.5%8.1%23.4296.6%6.4%
50Δ23.8998.6%6.9%23.8794.5%5.3%
55Δ23.43100.8%6.1%24.3192.8%4.5%
60Δ22.96103.1%5.2%24.7491.2%3.7%
65Δ22.44105.7%4.4%25.2391.1%3.0%
70Δ21.90108.5%3.6%25.7993.2%2.5%
75Δ21.27112.5%3.0%26.2891.1%1.9%
80Δ20.53117.8%2.3%26.7386.5%1.4%

20Δ

Calls
Pseudo strike
27.74
IV
108.7%
B/E move
19.4%
Puts
Pseudo strike
20.67
IV
110.4%
B/E move
14.5%

25Δ

Calls
Pseudo strike
26.58
IV
98.0%
B/E move
14.8%
Puts
Pseudo strike
21.41
IV
103.3%
B/E move
11.9%

30Δ

Calls
Pseudo strike
25.79
IV
92.7%
B/E move
12.0%
Puts
Pseudo strike
22.00
IV
101.0%
B/E move
10.0%

35Δ

Calls
Pseudo strike
25.31
IV
95.0%
B/E move
10.6%
Puts
Pseudo strike
22.49
IV
99.8%
B/E move
8.7%

40Δ

Calls
Pseudo strike
24.83
IV
96.7%
B/E move
9.2%
Puts
Pseudo strike
22.98
IV
98.6%
B/E move
7.4%

45Δ

Calls
Pseudo strike
24.36
IV
97.5%
B/E move
8.1%
Puts
Pseudo strike
23.42
IV
96.6%
B/E move
6.4%

50Δ

Calls
Pseudo strike
23.89
IV
98.6%
B/E move
6.9%
Puts
Pseudo strike
23.87
IV
94.5%
B/E move
5.3%

55Δ

Calls
Pseudo strike
23.43
IV
100.8%
B/E move
6.1%
Puts
Pseudo strike
24.31
IV
92.8%
B/E move
4.5%

60Δ

Calls
Pseudo strike
22.96
IV
103.1%
B/E move
5.2%
Puts
Pseudo strike
24.74
IV
91.2%
B/E move
3.7%

65Δ

Calls
Pseudo strike
22.44
IV
105.7%
B/E move
4.4%
Puts
Pseudo strike
25.23
IV
91.1%
B/E move
3.0%

70Δ

Calls
Pseudo strike
21.90
IV
108.5%
B/E move
3.6%
Puts
Pseudo strike
25.79
IV
93.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
21.27
IV
112.5%
B/E move
3.0%
Puts
Pseudo strike
26.28
IV
91.1%
B/E move
1.9%

80Δ

Calls
Pseudo strike
20.53
IV
117.8%
B/E move
2.3%
Puts
Pseudo strike
26.73
IV
86.5%
B/E move
1.4%

Options history

IV · four-Friday blend77.96%
Daily EOD
GCPU76.0%77.9%79.8%2026-10-19: 78.59%2026-10-20: 77.65%2026-10-21: 77.38%2026-10-22: 78.00%2026-10-23: 78.05%2026-10-26: 78.61%2026-10-27: 79.51%2026-10-28: 79.31%2026-10-29: 76.23%2026-10-30: 77.96%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
78.59%
77.65%
77.38%
78.00%
78.05%
78.61%
79.51%
79.31%
76.23%
77.96%