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Grayscale Solana Staking ETF Shares GSOL

i

Market dataready · fetched 2026-11-11T13:51:20.153Z

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 · 2026-11-11T13:00:19.723495897Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:51:19.622597+00:00

Share price$6.34
1D
Price history unavailable.

Grayscale Solana Staking ETF Shares options

Live interpolated GSOL call and put midpoint premiums by absolute delta.Grayscale Solana Staking ETF Shares$0.11$0.57$1.04$1.51$1.97$5.35$5.92$6.49$7.05$7.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive GSOL spot · $6.34GSOL PRICE$0.19$0.35$0.52$0.68$0.85$1.01$1.18$1.34$1.51$1.67$1.84$0.47$0.16$0.29$0.42$0.54$0.67$0.80$0.93$1.06$1.19$1.32$1.44
Puts——
Calls——
Skew——
Implied moveBullish±$1.52
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.65330.9%34.2%
25Δ
30Δ6.98102.1%13.1%6.0174.4%7.7%
35Δ6.76107.8%12.2%6.1877.2%7.1%
40Δ6.53113.4%11.2%6.3480.0%6.5%
45Δ6.31119.1%10.3%6.5182.8%5.9%
50Δ6.08124.8%9.3%6.6785.6%5.3%
55Δ5.86130.5%8.4%6.8488.4%4.7%
60Δ5.63136.1%7.4%7.0191.2%4.2%
65Δ5.41141.8%6.5%7.1794.0%3.6%
70Δ5.18147.5%5.5%7.3496.8%3.0%
75Δ4.96153.2%4.6%7.5099.6%2.4%
80Δ4.73158.8%3.6%7.67102.4%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.65
IV
330.9%
B/E move
34.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.98
IV
102.1%
B/E move
13.1%
Puts
Pseudo strike
6.01
IV
74.4%
B/E move
7.7%

35Δ

Calls
Pseudo strike
6.76
IV
107.8%
B/E move
12.2%
Puts
Pseudo strike
6.18
IV
77.2%
B/E move
7.1%

40Δ

Calls
Pseudo strike
6.53
IV
113.4%
B/E move
11.2%
Puts
Pseudo strike
6.34
IV
80.0%
B/E move
6.5%

45Δ

Calls
Pseudo strike
6.31
IV
119.1%
B/E move
10.3%
Puts
Pseudo strike
6.51
IV
82.8%
B/E move
5.9%

50Δ

Calls
Pseudo strike
6.08
IV
124.8%
B/E move
9.3%
Puts
Pseudo strike
6.67
IV
85.6%
B/E move
5.3%

55Δ

Calls
Pseudo strike
5.86
IV
130.5%
B/E move
8.4%
Puts
Pseudo strike
6.84
IV
88.4%
B/E move
4.7%

60Δ

Calls
Pseudo strike
5.63
IV
136.1%
B/E move
7.4%
Puts
Pseudo strike
7.01
IV
91.2%
B/E move
4.2%

65Δ

Calls
Pseudo strike
5.41
IV
141.8%
B/E move
6.5%
Puts
Pseudo strike
7.17
IV
94.0%
B/E move
3.6%

70Δ

Calls
Pseudo strike
5.18
IV
147.5%
B/E move
5.5%
Puts
Pseudo strike
7.34
IV
96.8%
B/E move
3.0%

75Δ

Calls
Pseudo strike
4.96
IV
153.2%
B/E move
4.6%
Puts
Pseudo strike
7.50
IV
99.6%
B/E move
2.4%

80Δ

Calls
Pseudo strike
4.73
IV
158.8%
B/E move
3.6%
Puts
Pseudo strike
7.67
IV
102.4%
B/E move
1.8%

Options history

IV · four-Friday blend65.47%
Daily close
GSOL50.0%76.7%103.5%2026-08-21: 53.69%2026-08-24: 55.52%2026-08-25: 54.06%2026-08-26: 55.42%2026-08-27: 59.51%2026-08-28: 57.53%2026-08-31: 59.35%2026-09-01: 57.76%2026-09-02: 61.61%2026-09-03: 61.35%2026-09-04: 63.72%2026-09-08: 66.45%2026-09-09: 62.93%2026-09-14: 81.20%2026-09-18: 68.84%2026-09-21: 61.92%2026-09-22: 59.66%2026-09-23: 63.05%2026-09-24: 63.82%2026-09-25: 61.15%2026-09-28: 60.87%2026-09-29: 57.53%2026-09-30: 59.86%2026-10-01: 60.87%2026-10-05: 59.78%2026-10-06: 60.15%2026-10-07: 68.53%2026-10-08: 70.38%2026-10-13: 74.09%2026-10-14: 75.68%2026-10-15: 99.78%2026-10-16: 68.29%2026-10-19: 60.18%2026-10-20: 61.23%2026-10-21: 62.72%2026-10-22: 61.93%2026-10-23: 66.78%2026-10-26: 70.87%2026-10-27: 66.89%2026-10-28: 63.73%2026-10-29: 72.43%2026-10-30: 65.47%Aug 21Sep 28Oct 30
42 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
53.69%
55.52%
54.06%
55.42%
59.51%
57.53%
59.35%
57.76%
61.61%
61.35%
63.72%
66.45%
62.93%
81.20%
68.84%
61.92%
59.66%
63.05%
63.82%
61.15%
60.87%
57.53%
59.86%
60.87%
59.78%
60.15%
68.53%
70.38%
74.09%
75.68%
99.78%
68.29%
60.18%
61.23%
62.72%
61.93%
66.78%
70.87%
66.89%
63.73%
72.43%
65.47%