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Canary Litecoin ETF Shares of Beneficial Interest LTCC

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Market datapartial · fetched 2026-10-22T23:44:23.512Z

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 · 2026-10-22T20:00:00.268055347Z

FundamentalsAlpha Vantage · unavailable

Share price$14.28
1D-0.6%
AH$14.11$14.21$14.31$14.40$14.505:30 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$0.47$1.22$1.97$2.71$3.46$10.61$12.70$14.79$16.88$18.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LTCC spot · $14.28LTCC PRICE$0.55$0.55$0.62$0.69$0.76$0.83$0.91$0.99$1.09$1.29$1.50$1.70$1.97$0.62$0.67$0.72$0.70$0.68$0.85$1.07$1.28$1.54$1.84$2.15$2.64$3.25
PutsFair1.00×
CallsExpensive1.05×
SkewBullish-4.38 pp
Implied moveBearish±$1.98
TiltBearish14.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.14147.3%58.9%11.42118.4%24.4%
25Δ18.37106.4%32.5%12.3298.5%18.4%
30Δ17.0293.1%23.5%13.0283.4%13.9%
35Δ16.1282.7%17.7%13.4769.1%10.6%
40Δ15.5175.2%13.9%13.9254.7%7.3%
45Δ14.9768.3%10.6%14.2554.4%6.2%
50Δ14.6263.7%8.8%14.5657.2%5.5%
55Δ14.2859.0%6.9%14.8759.9%4.9%
60Δ13.9455.4%5.2%15.2361.9%4.2%
65Δ13.6356.3%4.5%15.6263.2%3.5%
70Δ13.3257.1%3.7%16.0364.6%2.8%
75Δ13.0058.0%2.9%16.6067.0%2.2%
80Δ12.6457.1%2.3%17.2970.4%1.6%

20Δ

Calls
Pseudo strike
22.14
IV
147.3%
B/E move
58.9%
Puts
Pseudo strike
11.42
IV
118.4%
B/E move
24.4%

25Δ

Calls
Pseudo strike
18.37
IV
106.4%
B/E move
32.5%
Puts
Pseudo strike
12.32
IV
98.5%
B/E move
18.4%

30Δ

Calls
Pseudo strike
17.02
IV
93.1%
B/E move
23.5%
Puts
Pseudo strike
13.02
IV
83.4%
B/E move
13.9%

35Δ

Calls
Pseudo strike
16.12
IV
82.7%
B/E move
17.7%
Puts
Pseudo strike
13.47
IV
69.1%
B/E move
10.6%

40Δ

Calls
Pseudo strike
15.51
IV
75.2%
B/E move
13.9%
Puts
Pseudo strike
13.92
IV
54.7%
B/E move
7.3%

45Δ

Calls
Pseudo strike
14.97
IV
68.3%
B/E move
10.6%
Puts
Pseudo strike
14.25
IV
54.4%
B/E move
6.2%

50Δ

Calls
Pseudo strike
14.62
IV
63.7%
B/E move
8.8%
Puts
Pseudo strike
14.56
IV
57.2%
B/E move
5.5%

55Δ

Calls
Pseudo strike
14.28
IV
59.0%
B/E move
6.9%
Puts
Pseudo strike
14.87
IV
59.9%
B/E move
4.9%

60Δ

Calls
Pseudo strike
13.94
IV
55.4%
B/E move
5.2%
Puts
Pseudo strike
15.23
IV
61.9%
B/E move
4.2%

65Δ

Calls
Pseudo strike
13.63
IV
56.3%
B/E move
4.5%
Puts
Pseudo strike
15.62
IV
63.2%
B/E move
3.5%

70Δ

Calls
Pseudo strike
13.32
IV
57.1%
B/E move
3.7%
Puts
Pseudo strike
16.03
IV
64.6%
B/E move
2.8%

75Δ

Calls
Pseudo strike
13.00
IV
58.0%
B/E move
2.9%
Puts
Pseudo strike
16.60
IV
67.0%
B/E move
2.2%

80Δ

Calls
Pseudo strike
12.64
IV
57.1%
B/E move
2.3%
Puts
Pseudo strike
17.29
IV
70.4%
B/E move
1.6%

Options history

No recorded observations