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Grayscale AI Compute ETF GCPU

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Market datapartial · fetched 2026-10-22T21:18:24.954Z

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 · 2026-10-22T20:10:00.003118779Z

FundamentalsAlpha Vantage · unavailable

Share price$24.17
1D-3.8%
AH$23.77$24.13$24.50$24.86$25.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGCPU
Sold putSold callAH

Grayscale AI Compute ETF options

Live interpolated GCPU call and put midpoint premiums by absolute delta.Grayscale AI Compute ETF$0.36$2.16$3.96$5.75$7.55$16.13$22.28$28.42$34.57$40.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GCPU spot · $24.17GCPU PRICE$0.56$0.71$0.91$1.17$1.39$1.63$1.89$2.10$2.42$2.78$3.21$3.61$4.05$0.68$0.93$1.22$1.51$1.87$2.25$2.60$3.16$3.68$4.21$4.95$5.91$7.03
PutsFair1.00×
CallsExpensive1.37×
SkewBearish+5.24 pp
Implied moveBearish±$4.49
TiltBearish20.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.2281.6%27.4%20.5779.5%17.7%
25Δ28.8177.9%22.2%21.3680.0%15.5%
30Δ27.9078.5%19.2%22.0482.5%13.8%
35Δ27.2181.9%17.5%22.7782.0%12.0%
40Δ26.3881.1%14.9%23.4982.9%10.5%
45Δ25.5980.0%12.6%24.1983.6%9.2%
50Δ24.8779.5%10.7%24.9082.0%7.7%
55Δ24.1575.9%8.7%25.7084.3%6.7%
60Δ23.4975.3%7.2%26.4884.2%5.6%
65Δ22.8475.8%6.0%27.2883.1%4.5%
70Δ22.1576.7%4.9%28.2484.0%3.6%
75Δ21.4975.1%3.9%29.3985.7%2.8%
80Δ20.8073.3%2.8%30.7086.8%2.0%

20Δ

Calls
Pseudo strike
30.22
IV
81.6%
B/E move
27.4%
Puts
Pseudo strike
20.57
IV
79.5%
B/E move
17.7%

25Δ

Calls
Pseudo strike
28.81
IV
77.9%
B/E move
22.2%
Puts
Pseudo strike
21.36
IV
80.0%
B/E move
15.5%

30Δ

Calls
Pseudo strike
27.90
IV
78.5%
B/E move
19.2%
Puts
Pseudo strike
22.04
IV
82.5%
B/E move
13.8%

35Δ

Calls
Pseudo strike
27.21
IV
81.9%
B/E move
17.5%
Puts
Pseudo strike
22.77
IV
82.0%
B/E move
12.0%

40Δ

Calls
Pseudo strike
26.38
IV
81.1%
B/E move
14.9%
Puts
Pseudo strike
23.49
IV
82.9%
B/E move
10.5%

45Δ

Calls
Pseudo strike
25.59
IV
80.0%
B/E move
12.6%
Puts
Pseudo strike
24.19
IV
83.6%
B/E move
9.2%

50Δ

Calls
Pseudo strike
24.87
IV
79.5%
B/E move
10.7%
Puts
Pseudo strike
24.90
IV
82.0%
B/E move
7.7%

55Δ

Calls
Pseudo strike
24.15
IV
75.9%
B/E move
8.7%
Puts
Pseudo strike
25.70
IV
84.3%
B/E move
6.7%

60Δ

Calls
Pseudo strike
23.49
IV
75.3%
B/E move
7.2%
Puts
Pseudo strike
26.48
IV
84.2%
B/E move
5.6%

65Δ

Calls
Pseudo strike
22.84
IV
75.8%
B/E move
6.0%
Puts
Pseudo strike
27.28
IV
83.1%
B/E move
4.5%

70Δ

Calls
Pseudo strike
22.15
IV
76.7%
B/E move
4.9%
Puts
Pseudo strike
28.24
IV
84.0%
B/E move
3.6%

75Δ

Calls
Pseudo strike
21.49
IV
75.1%
B/E move
3.9%
Puts
Pseudo strike
29.39
IV
85.7%
B/E move
2.8%

80Δ

Calls
Pseudo strike
20.80
IV
73.3%
B/E move
2.8%
Puts
Pseudo strike
30.70
IV
86.8%
B/E move
2.0%

Options history

No recorded observations