IntraAlpha
Create free account Start free

Grayscale Solana Staking ETF Shares GSOL

i

Market datapartial · fetched 2026-10-22T21:09:14.313Z

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 · 2026-10-22T21:07:20.038457489Z

FundamentalsAlpha Vantage · unavailable

Share price$7.87
1D-1.1%
AH$7.79$7.83$7.88$7.93$7.975:30 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$0.23$0.54$0.84$1.15$1.46$6.02$7.04$8.06$9.08$10.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GSOL spot · $7.87GSOL PRICE$0.38$0.41$0.26$0.31$0.36$0.40$0.45$0.60$0.74$0.89$1.03$1.18$1.37$0.47$0.26$0.32$0.37$0.43$0.49$0.55$0.66$0.77$0.89$1.00$1.12$1.27
PutsExpensive1.15×
CallsExpensive1.42×
SkewBullish-17.18 pp
Implied moveBearish±$1.00
TiltBalanced1.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.41188.1%87.9%6.04151.5%29.2%
25Δ12.47161.1%63.6%7.0370.8%13.9%
30Δ8.9368.9%16.9%7.2267.8%12.2%
35Δ8.7065.7%14.5%7.4264.8%10.5%
40Δ8.4662.5%12.1%7.6161.8%8.8%
45Δ8.2359.3%9.7%7.8058.8%7.1%
50Δ7.9956.4%7.3%7.9955.8%5.4%
55Δ7.7960.3%6.6%8.1655.1%4.7%
60Δ7.5964.2%5.9%8.3354.4%4.0%
65Δ7.3968.2%5.2%8.5053.7%3.3%
70Δ7.1972.1%4.6%8.6753.0%2.6%
75Δ6.9975.8%3.8%8.8452.3%1.9%
80Δ6.7472.9%3.0%9.0552.4%1.2%

20Δ

Calls
Pseudo strike
14.41
IV
188.1%
B/E move
87.9%
Puts
Pseudo strike
6.04
IV
151.5%
B/E move
29.2%

25Δ

Calls
Pseudo strike
12.47
IV
161.1%
B/E move
63.6%
Puts
Pseudo strike
7.03
IV
70.8%
B/E move
13.9%

30Δ

Calls
Pseudo strike
8.93
IV
68.9%
B/E move
16.9%
Puts
Pseudo strike
7.22
IV
67.8%
B/E move
12.2%

35Δ

Calls
Pseudo strike
8.70
IV
65.7%
B/E move
14.5%
Puts
Pseudo strike
7.42
IV
64.8%
B/E move
10.5%

40Δ

Calls
Pseudo strike
8.46
IV
62.5%
B/E move
12.1%
Puts
Pseudo strike
7.61
IV
61.8%
B/E move
8.8%

45Δ

Calls
Pseudo strike
8.23
IV
59.3%
B/E move
9.7%
Puts
Pseudo strike
7.80
IV
58.8%
B/E move
7.1%

50Δ

Calls
Pseudo strike
7.99
IV
56.4%
B/E move
7.3%
Puts
Pseudo strike
7.99
IV
55.8%
B/E move
5.4%

55Δ

Calls
Pseudo strike
7.79
IV
60.3%
B/E move
6.6%
Puts
Pseudo strike
8.16
IV
55.1%
B/E move
4.7%

60Δ

Calls
Pseudo strike
7.59
IV
64.2%
B/E move
5.9%
Puts
Pseudo strike
8.33
IV
54.4%
B/E move
4.0%

65Δ

Calls
Pseudo strike
7.39
IV
68.2%
B/E move
5.2%
Puts
Pseudo strike
8.50
IV
53.7%
B/E move
3.3%

70Δ

Calls
Pseudo strike
7.19
IV
72.1%
B/E move
4.6%
Puts
Pseudo strike
8.67
IV
53.0%
B/E move
2.6%

75Δ

Calls
Pseudo strike
6.99
IV
75.8%
B/E move
3.8%
Puts
Pseudo strike
8.84
IV
52.3%
B/E move
1.9%

80Δ

Calls
Pseudo strike
6.74
IV
72.9%
B/E move
3.0%
Puts
Pseudo strike
9.05
IV
52.4%
B/E move
1.2%

Options history

No recorded observations