IntraAlpha
Create free account Start free

Grayscale Solana Staking ETF Shares GSOL

i

Market dataready · fetched 2026-10-22T07:57:03.427Z

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 · 2026-10-22T00:00:00.069169867Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T07:57:01.368285+00:00

Share price$8.21
1D+1.1%
AH$8.03$8.09$8.15$8.21$8.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGSOL
Sold putSold callAH

Grayscale Solana Staking ETF Shares options

Live interpolated GSOL call and put midpoint premiums by absolute delta.Grayscale Solana Staking ETF Shares$0.19$0.69$1.19$1.69$2.19$6.08$7.21$8.34$9.47$10.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GSOL spot · $8.21GSOL PRICE$0.40$0.40$0.24$0.28$0.35$0.42$0.49$0.55$0.62$0.96$1.32$1.68$2.05$0.32$0.31$0.37$0.43$0.50$0.62$0.74$0.87$0.99$1.12$1.39$1.65$1.91
PutsExpensive1.27×
CallsExpensive1.42×
SkewBullish-10.98 pp
Implied moveBearish±$1.23
TiltBearish6.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.01188.6%87.7%6.71106.7%22.2%
25Δ13.13155.6%64.7%7.2278.4%15.8%
30Δ9.4163.9%17.6%7.4874.6%13.4%
35Δ8.8554.0%11.3%7.7470.7%11.1%
40Δ8.6854.2%10.1%7.9966.8%8.7%
45Δ8.5254.3%8.8%8.2066.9%7.7%
50Δ8.3554.5%7.6%8.4167.0%6.7%
55Δ8.1854.7%6.4%8.6167.1%5.7%
60Δ8.0254.9%5.2%8.8167.2%4.7%
65Δ7.6467.4%4.7%9.0367.5%3.7%
70Δ7.2581.2%4.4%9.3569.0%3.0%
75Δ6.8695.0%4.0%9.6670.5%2.4%
80Δ6.46108.8%3.7%9.9872.0%1.7%

20Δ

Calls
Pseudo strike
15.01
IV
188.6%
B/E move
87.7%
Puts
Pseudo strike
6.71
IV
106.7%
B/E move
22.2%

25Δ

Calls
Pseudo strike
13.13
IV
155.6%
B/E move
64.7%
Puts
Pseudo strike
7.22
IV
78.4%
B/E move
15.8%

30Δ

Calls
Pseudo strike
9.41
IV
63.9%
B/E move
17.6%
Puts
Pseudo strike
7.48
IV
74.6%
B/E move
13.4%

35Δ

Calls
Pseudo strike
8.85
IV
54.0%
B/E move
11.3%
Puts
Pseudo strike
7.74
IV
70.7%
B/E move
11.1%

40Δ

Calls
Pseudo strike
8.68
IV
54.2%
B/E move
10.1%
Puts
Pseudo strike
7.99
IV
66.8%
B/E move
8.7%

45Δ

Calls
Pseudo strike
8.52
IV
54.3%
B/E move
8.8%
Puts
Pseudo strike
8.20
IV
66.9%
B/E move
7.7%

50Δ

Calls
Pseudo strike
8.35
IV
54.5%
B/E move
7.6%
Puts
Pseudo strike
8.41
IV
67.0%
B/E move
6.7%

55Δ

Calls
Pseudo strike
8.18
IV
54.7%
B/E move
6.4%
Puts
Pseudo strike
8.61
IV
67.1%
B/E move
5.7%

60Δ

Calls
Pseudo strike
8.02
IV
54.9%
B/E move
5.2%
Puts
Pseudo strike
8.81
IV
67.2%
B/E move
4.7%

65Δ

Calls
Pseudo strike
7.64
IV
67.4%
B/E move
4.7%
Puts
Pseudo strike
9.03
IV
67.5%
B/E move
3.7%

70Δ

Calls
Pseudo strike
7.25
IV
81.2%
B/E move
4.4%
Puts
Pseudo strike
9.35
IV
69.0%
B/E move
3.0%

75Δ

Calls
Pseudo strike
6.86
IV
95.0%
B/E move
4.0%
Puts
Pseudo strike
9.66
IV
70.5%
B/E move
2.4%

80Δ

Calls
Pseudo strike
6.46
IV
108.8%
B/E move
3.7%
Puts
Pseudo strike
9.98
IV
72.0%
B/E move
1.7%

Options history

No recorded observations