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Canary Litecoin ETF Shares of Beneficial Interest LTCC

i

Market dataready · fetched 2026-11-12T01:55:09.873Z

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 · 2026-11-11T23:23:50.230484214Z

FundamentalsCanary Capital · ready · as of 2026-11-11 · fetched 2026-11-12T01:55:09.294918+00:00

Share price$12.09
1D-0.4%
AH$12.32$12.37$12.42$12.48$12.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLTCC
Sold putSold callAH

Canary Litecoin ETF Shares of Beneficial Interest options

Live interpolated LTCC call and put midpoint premiums by absolute delta.Canary Litecoin ETF Shares of Beneficial Interest$0.42$0.94$1.47$1.99$2.52$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELTCC PRICE$0.47$0.48$0.50$0.54$0.59$0.67$0.74$0.82$0.99$1.17$1.35$1.67$2.36$0.50$0.51$0.53$0.56$0.59
Puts——
CallsCheap0.84×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.94273.5%60.6%9.71206.0%23.8%
25Δ15.69200.3%33.8%10.48164.3%17.5%
30Δ14.23159.2%21.8%11.07134.3%12.9%
35Δ13.50137.5%16.1%11.38119.5%10.5%
40Δ12.94122.4%11.9%11.70104.8%8.2%
45Δ12.64116.3%10.0%
50Δ12.33110.2%8.1%
55Δ12.02104.1%6.2%
60Δ11.74105.9%5.3%
65Δ11.47108.1%4.5%
70Δ11.20110.4%3.8%
75Δ10.80122.6%3.2%
80Δ10.11159.8%3.2%

20Δ

Calls
Pseudo strike
18.94
IV
273.5%
B/E move
60.6%
Puts
Pseudo strike
9.71
IV
206.0%
B/E move
23.8%

25Δ

Calls
Pseudo strike
15.69
IV
200.3%
B/E move
33.8%
Puts
Pseudo strike
10.48
IV
164.3%
B/E move
17.5%

30Δ

Calls
Pseudo strike
14.23
IV
159.2%
B/E move
21.8%
Puts
Pseudo strike
11.07
IV
134.3%
B/E move
12.9%

35Δ

Calls
Pseudo strike
13.50
IV
137.5%
B/E move
16.1%
Puts
Pseudo strike
11.38
IV
119.5%
B/E move
10.5%

40Δ

Calls
Pseudo strike
12.94
IV
122.4%
B/E move
11.9%
Puts
Pseudo strike
11.70
IV
104.8%
B/E move
8.2%

45Δ

Calls
Pseudo strike
12.64
IV
116.3%
B/E move
10.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
12.33
IV
110.2%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
12.02
IV
104.1%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
11.74
IV
105.9%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
11.47
IV
108.1%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
11.20
IV
110.4%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.80
IV
122.6%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.11
IV
159.8%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend62.85%
Daily EOD
LTCC56.0%59.7%63.4%2026-10-19: 58.40%2026-10-20: 56.52%2026-10-21: 57.22%2026-10-22: 58.04%2026-10-23: 58.77%2026-10-26: 59.62%2026-10-27: 60.02%2026-10-28: 60.13%2026-10-29: 59.26%2026-10-30: 62.85%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
58.40%
56.52%
57.22%
58.04%
58.77%
59.62%
60.02%
60.13%
59.26%
62.85%