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Grayscale Chainlink Trust ETF GLNK

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Market dataready · fetched 2026-11-12T01:59:33.973Z

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 · 2026-11-12T01:00:00.03040536Z

FundamentalsGrayscale · ready · as of 2026-11-11 · fetched 2026-11-12T01:59:33.478583+00:00

Share price$9.22
1D+0.2%
AH$9.09$9.16$9.24$9.31$9.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGLNK
Sold putSold callAH

Grayscale Chainlink Trust ETF options

Live interpolated GLNK call and put midpoint premiums by absolute delta.Grayscale Chainlink Trust ETF$0.13$0.42$0.71$0.99$1.28$7.66$8.44$9.23$10.01$10.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GLNK spot · $9.22GLNK PRICE$0.17$0.21$0.25$0.30$0.36$0.41$0.46$0.52$0.57$0.69$0.83$0.96$1.09$0.22$0.24$0.26$0.28$0.32$0.41$0.50$0.59$0.67$0.76$0.85$0.96$1.20
PutsCheap0.93×
CallsExpensive1.10×
SkewBullish-7.25 pp
Implied moveBearish±$0.96
TiltBearish3.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.88110.7%19.8%7.96127.4%16.1%
25Δ10.53105.1%16.5%8.25111.7%13.1%
30Δ10.1899.5%13.1%8.5297.1%10.4%
35Δ9.9195.1%10.8%8.7982.4%7.8%
40Δ9.7392.0%9.4%9.0370.9%5.5%
45Δ9.5588.8%8.0%9.1771.2%4.9%
50Δ9.3785.7%6.7%9.3171.4%4.4%
55Δ9.1982.6%5.3%9.4671.6%3.8%
60Δ9.0279.5%4.0%9.6071.9%3.2%
65Δ8.8379.5%3.4%9.7472.1%2.6%
70Δ8.6579.9%2.8%9.8872.3%2.1%
75Δ8.4780.3%2.3%10.0572.5%1.5%
80Δ8.2980.7%1.7%10.3172.5%1.2%

20Δ

Calls
Pseudo strike
10.88
IV
110.7%
B/E move
19.8%
Puts
Pseudo strike
7.96
IV
127.4%
B/E move
16.1%

25Δ

Calls
Pseudo strike
10.53
IV
105.1%
B/E move
16.5%
Puts
Pseudo strike
8.25
IV
111.7%
B/E move
13.1%

30Δ

Calls
Pseudo strike
10.18
IV
99.5%
B/E move
13.1%
Puts
Pseudo strike
8.52
IV
97.1%
B/E move
10.4%

35Δ

Calls
Pseudo strike
9.91
IV
95.1%
B/E move
10.8%
Puts
Pseudo strike
8.79
IV
82.4%
B/E move
7.8%

40Δ

Calls
Pseudo strike
9.73
IV
92.0%
B/E move
9.4%
Puts
Pseudo strike
9.03
IV
70.9%
B/E move
5.5%

45Δ

Calls
Pseudo strike
9.55
IV
88.8%
B/E move
8.0%
Puts
Pseudo strike
9.17
IV
71.2%
B/E move
4.9%

50Δ

Calls
Pseudo strike
9.37
IV
85.7%
B/E move
6.7%
Puts
Pseudo strike
9.31
IV
71.4%
B/E move
4.4%

55Δ

Calls
Pseudo strike
9.19
IV
82.6%
B/E move
5.3%
Puts
Pseudo strike
9.46
IV
71.6%
B/E move
3.8%

60Δ

Calls
Pseudo strike
9.02
IV
79.5%
B/E move
4.0%
Puts
Pseudo strike
9.60
IV
71.9%
B/E move
3.2%

65Δ

Calls
Pseudo strike
8.83
IV
79.5%
B/E move
3.4%
Puts
Pseudo strike
9.74
IV
72.1%
B/E move
2.6%

70Δ

Calls
Pseudo strike
8.65
IV
79.9%
B/E move
2.8%
Puts
Pseudo strike
9.88
IV
72.3%
B/E move
2.1%

75Δ

Calls
Pseudo strike
8.47
IV
80.3%
B/E move
2.3%
Puts
Pseudo strike
10.05
IV
72.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
8.29
IV
80.7%
B/E move
1.7%
Puts
Pseudo strike
10.31
IV
72.5%
B/E move
1.2%

Options history

IV · four-Friday blend80.23%
Daily close
GLNK71.8%82.3%92.7%2026-08-14: 74.06%2026-08-21: 81.84%2026-08-24: 83.11%2026-08-25: 82.37%2026-08-26: 81.48%2026-08-27: 82.20%2026-08-28: 79.04%2026-08-31: 76.84%2026-09-01: 74.61%2026-09-02: 74.33%2026-09-03: 79.83%2026-09-04: 78.94%2026-09-08: 80.62%2026-09-09: 78.43%2026-09-10: 78.27%2026-09-11: 75.26%2026-09-14: 80.25%2026-09-15: 86.04%2026-09-17: 78.59%2026-09-18: 77.44%2026-09-21: 81.03%2026-09-22: 79.21%2026-09-23: 79.54%2026-09-24: 79.03%2026-09-25: 77.09%2026-09-28: 76.60%2026-09-29: 73.28%2026-09-30: 73.73%2026-10-01: 76.81%2026-10-02: 73.48%2026-10-05: 74.83%2026-10-06: 74.32%2026-10-07: 75.83%2026-10-08: 79.84%2026-10-09: 76.69%2026-10-12: 79.79%2026-10-13: 80.52%2026-10-15: 91.28%2026-10-16: 75.83%2026-10-19: 76.70%2026-10-20: 76.45%2026-10-21: 76.82%2026-10-22: 77.36%2026-10-23: 76.94%2026-10-26: 79.65%2026-10-27: 79.25%2026-10-28: 79.29%2026-10-29: 79.86%2026-10-30: 80.23%Aug 14Sep 25Oct 30
49 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
74.06%
81.84%
83.11%
82.37%
81.48%
82.20%
79.04%
76.84%
74.61%
74.33%
79.83%
78.94%
80.62%
78.43%
78.27%
75.26%
80.25%
86.04%
78.59%
77.44%
81.03%
79.21%
79.54%
79.03%
77.09%
76.60%
73.28%
73.73%
76.81%
73.48%
74.83%
74.32%
75.83%
79.84%
76.69%
79.79%
80.52%
91.28%
75.83%
76.70%
76.45%
76.82%
77.36%
76.94%
79.65%
79.25%
79.29%
79.86%
80.23%