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Grayscale Sui Staking ETF GSUI

i

Market dataready · fetched 2026-11-11T13:45:13.758Z

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 · 2026-11-11T11:11:21.431965787Z

FundamentalsGrayscale · ready · as of 2026-11-10 · fetched 2026-11-11T13:45:13.061350+00:00

Share price$11.97
1D
Price history unavailable.

Grayscale Sui Staking ETF options

Live interpolated GSUI call and put midpoint premiums by absolute delta.Grayscale Sui Staking ETF$0.30$0.72$1.14$1.56$1.98$9.62$10.78$11.94$13.10$14.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GSUI spot · $11.97GSUI PRICE$0.35$0.36$0.39$0.41$0.47$0.52$0.58$0.67$0.79$0.91$1.03$1.16$0.38$0.42$0.46$0.51$0.57$0.62$0.71$0.84$0.97$1.10$1.24$1.52$1.86
PutsExpensive1.21×
Calls——
Skew——
Implied moveBearish±$1.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.15188.1%37.8%10.02156.2%19.4%
25Δ14.40144.0%23.4%10.56134.4%15.3%
30Δ13.53118.9%16.3%11.05115.3%11.5%
35Δ12.93100.5%11.5%11.32106.9%9.7%
40Δ12.6694.8%9.7%11.5898.5%8.0%
45Δ12.3989.2%7.8%11.8590.1%6.2%
50Δ12.1183.6%6.0%12.0985.1%4.9%
55Δ11.8881.2%4.9%12.3084.5%4.2%
60Δ11.6881.2%4.2%12.5283.8%3.6%
65Δ11.4881.2%3.5%12.7383.1%2.9%
70Δ11.2881.2%2.8%12.9482.4%2.2%
75Δ11.0781.2%2.2%13.2784.9%1.8%
80Δ13.6788.7%1.4%

20Δ

Calls
Pseudo strike
16.15
IV
188.1%
B/E move
37.8%
Puts
Pseudo strike
10.02
IV
156.2%
B/E move
19.4%

25Δ

Calls
Pseudo strike
14.40
IV
144.0%
B/E move
23.4%
Puts
Pseudo strike
10.56
IV
134.4%
B/E move
15.3%

30Δ

Calls
Pseudo strike
13.53
IV
118.9%
B/E move
16.3%
Puts
Pseudo strike
11.05
IV
115.3%
B/E move
11.5%

35Δ

Calls
Pseudo strike
12.93
IV
100.5%
B/E move
11.5%
Puts
Pseudo strike
11.32
IV
106.9%
B/E move
9.7%

40Δ

Calls
Pseudo strike
12.66
IV
94.8%
B/E move
9.7%
Puts
Pseudo strike
11.58
IV
98.5%
B/E move
8.0%

45Δ

Calls
Pseudo strike
12.39
IV
89.2%
B/E move
7.8%
Puts
Pseudo strike
11.85
IV
90.1%
B/E move
6.2%

50Δ

Calls
Pseudo strike
12.11
IV
83.6%
B/E move
6.0%
Puts
Pseudo strike
12.09
IV
85.1%
B/E move
4.9%

55Δ

Calls
Pseudo strike
11.88
IV
81.2%
B/E move
4.9%
Puts
Pseudo strike
12.30
IV
84.5%
B/E move
4.2%

60Δ

Calls
Pseudo strike
11.68
IV
81.2%
B/E move
4.2%
Puts
Pseudo strike
12.52
IV
83.8%
B/E move
3.6%

65Δ

Calls
Pseudo strike
11.48
IV
81.2%
B/E move
3.5%
Puts
Pseudo strike
12.73
IV
83.1%
B/E move
2.9%

70Δ

Calls
Pseudo strike
11.28
IV
81.2%
B/E move
2.8%
Puts
Pseudo strike
12.94
IV
82.4%
B/E move
2.2%

75Δ

Calls
Pseudo strike
11.07
IV
81.2%
B/E move
2.2%
Puts
Pseudo strike
13.27
IV
84.9%
B/E move
1.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.67
IV
88.7%
B/E move
1.4%

Options history

IV · four-Friday blend71.68%
Daily EOD
GSUI66.0%71.4%76.8%2026-10-19: 67.37%2026-10-20: 75.34%2026-10-21: 73.40%2026-10-22: 75.35%2026-10-23: 72.85%2026-10-26: 76.05%2026-10-27: 74.12%2026-10-28: 70.43%2026-10-29: 66.70%2026-10-30: 71.68%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
67.37%
75.34%
73.40%
75.35%
72.85%
76.05%
74.12%
70.43%
66.70%
71.68%