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Grayscale AI Compute ETF GCPU

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Market datapartial · fetched 2026-10-22T16:50:24.797Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:31:44.821787923Z

FundamentalsAlpha Vantage · unavailable

Share price$24.37
1D-3.0%
$24.23$24.47$24.71$24.95$25.195:30 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$0.36$2.11$3.85$5.60$7.35$16.22$22.45$28.69$34.93$41.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GCPU spot · $24.37GCPU PRICE$0.55$0.70$0.89$1.14$1.38$1.61$1.88$2.22$2.49$2.70$3.26$3.67$3.96$0.67$0.89$1.18$1.53$1.82$2.24$2.72$3.04$3.57$4.21$5.59$6.19$6.84
PutsFair0.99×
CallsExpensive1.36×
SkewBearish+5.82 pp
Implied moveBearish±$4.60
TiltBearish21.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.3179.7%26.6%20.8177.9%17.4%
25Δ28.8875.6%21.4%21.6077.4%15.0%
30Δ27.9675.6%18.4%22.3079.2%13.3%
35Δ27.2978.7%16.7%22.9682.6%12.1%
40Δ26.5479.4%14.6%23.6780.8%10.3%
45Δ25.7678.4%12.3%24.4182.2%9.0%
50Δ25.0578.3%10.5%25.1584.7%8.0%
55Δ24.3779.4%9.1%25.8281.3%6.5%
60Δ23.7177.8%7.5%26.6281.5%5.4%
65Δ23.0772.9%5.8%27.4982.5%4.5%
70Δ22.3277.0%4.9%28.9992.4%4.0%
75Δ21.6676.1%3.9%29.8588.6%2.9%
80Δ21.0870.9%2.8%30.7284.3%2.0%

20Δ

Calls
Pseudo strike
30.31
IV
79.7%
B/E move
26.6%
Puts
Pseudo strike
20.81
IV
77.9%
B/E move
17.4%

25Δ

Calls
Pseudo strike
28.88
IV
75.6%
B/E move
21.4%
Puts
Pseudo strike
21.60
IV
77.4%
B/E move
15.0%

30Δ

Calls
Pseudo strike
27.96
IV
75.6%
B/E move
18.4%
Puts
Pseudo strike
22.30
IV
79.2%
B/E move
13.3%

35Δ

Calls
Pseudo strike
27.29
IV
78.7%
B/E move
16.7%
Puts
Pseudo strike
22.96
IV
82.6%
B/E move
12.1%

40Δ

Calls
Pseudo strike
26.54
IV
79.4%
B/E move
14.6%
Puts
Pseudo strike
23.67
IV
80.8%
B/E move
10.3%

45Δ

Calls
Pseudo strike
25.76
IV
78.4%
B/E move
12.3%
Puts
Pseudo strike
24.41
IV
82.2%
B/E move
9.0%

50Δ

Calls
Pseudo strike
25.05
IV
78.3%
B/E move
10.5%
Puts
Pseudo strike
25.15
IV
84.7%
B/E move
8.0%

55Δ

Calls
Pseudo strike
24.37
IV
79.4%
B/E move
9.1%
Puts
Pseudo strike
25.82
IV
81.3%
B/E move
6.5%

60Δ

Calls
Pseudo strike
23.71
IV
77.8%
B/E move
7.5%
Puts
Pseudo strike
26.62
IV
81.5%
B/E move
5.4%

65Δ

Calls
Pseudo strike
23.07
IV
72.9%
B/E move
5.8%
Puts
Pseudo strike
27.49
IV
82.5%
B/E move
4.5%

70Δ

Calls
Pseudo strike
22.32
IV
77.0%
B/E move
4.9%
Puts
Pseudo strike
28.99
IV
92.4%
B/E move
4.0%

75Δ

Calls
Pseudo strike
21.66
IV
76.1%
B/E move
3.9%
Puts
Pseudo strike
29.85
IV
88.6%
B/E move
2.9%

80Δ

Calls
Pseudo strike
21.08
IV
70.9%
B/E move
2.8%
Puts
Pseudo strike
30.72
IV
84.3%
B/E move
2.0%

Options history

No recorded observations