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21Shares Ethereum Staking ETF TETH

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Market dataready · fetched 2026-11-12T02:58:18.986Z

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 · 2026-11-12T01:00:07.050105601Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:58:18.648386+00:00

Share price$10.38
1D+1.6%
AH$10.19$10.26$10.34$10.41$10.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTETH
Sold putSold callAH

21Shares Ethereum Staking ETF options

Live interpolated TETH call and put midpoint premiums by absolute delta.21Shares Ethereum Staking ETF$0.25$0.65$1.04$1.44$1.84$8.80$9.78$10.76$11.73$12.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TETH spot · $10.38TETH PRICE$0.38$0.38$0.38$0.42$0.45$0.50$0.55$0.60$0.65$0.71$1.06$1.41$1.72$0.40$0.29$0.42$0.55$0.68$0.81$0.94$1.07$1.20$1.33$1.46
Puts——
CallsExpensive2.63×
Skew——
Implied moveBearish±$1.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.48248.3%52.8%8.40194.2%22.8%
25Δ13.01178.4%28.9%
30Δ11.93139.3%18.6%
35Δ11.46123.6%14.4%10.0370.5%6.2%
40Δ11.00108.1%10.3%10.2170.9%5.7%
45Δ10.80101.5%8.8%10.4071.2%5.2%
50Δ10.6094.9%7.4%10.5871.5%4.6%
55Δ10.4088.3%5.9%10.7771.8%4.1%
60Δ10.2081.8%4.5%10.9672.1%3.5%
65Δ9.9975.7%3.1%11.1472.5%3.0%
70Δ9.6396.0%3.0%11.3372.8%2.5%
75Δ9.27116.2%2.9%11.5173.1%1.9%
80Δ8.94128.6%2.7%11.7073.4%1.4%

20Δ

Calls
Pseudo strike
15.48
IV
248.3%
B/E move
52.8%
Puts
Pseudo strike
8.40
IV
194.2%
B/E move
22.8%

25Δ

Calls
Pseudo strike
13.01
IV
178.4%
B/E move
28.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
11.93
IV
139.3%
B/E move
18.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
11.46
IV
123.6%
B/E move
14.4%
Puts
Pseudo strike
10.03
IV
70.5%
B/E move
6.2%

40Δ

Calls
Pseudo strike
11.00
IV
108.1%
B/E move
10.3%
Puts
Pseudo strike
10.21
IV
70.9%
B/E move
5.7%

45Δ

Calls
Pseudo strike
10.80
IV
101.5%
B/E move
8.8%
Puts
Pseudo strike
10.40
IV
71.2%
B/E move
5.2%

50Δ

Calls
Pseudo strike
10.60
IV
94.9%
B/E move
7.4%
Puts
Pseudo strike
10.58
IV
71.5%
B/E move
4.6%

55Δ

Calls
Pseudo strike
10.40
IV
88.3%
B/E move
5.9%
Puts
Pseudo strike
10.77
IV
71.8%
B/E move
4.1%

60Δ

Calls
Pseudo strike
10.20
IV
81.8%
B/E move
4.5%
Puts
Pseudo strike
10.96
IV
72.1%
B/E move
3.5%

65Δ

Calls
Pseudo strike
9.99
IV
75.7%
B/E move
3.1%
Puts
Pseudo strike
11.14
IV
72.5%
B/E move
3.0%

70Δ

Calls
Pseudo strike
9.63
IV
96.0%
B/E move
3.0%
Puts
Pseudo strike
11.33
IV
72.8%
B/E move
2.5%

75Δ

Calls
Pseudo strike
9.27
IV
116.2%
B/E move
2.9%
Puts
Pseudo strike
11.51
IV
73.1%
B/E move
1.9%

80Δ

Calls
Pseudo strike
8.94
IV
128.6%
B/E move
2.7%
Puts
Pseudo strike
11.70
IV
73.4%
B/E move
1.4%

Options history

IV · four-Friday blend59.15%
Daily EOD
TETH48.3%127.2%206.2%2026-10-19: 147.86%2026-10-20: 133.35%2026-10-22: 146.09%2026-10-23: 141.87%2026-10-26: 195.30%2026-10-27: 165.08%2026-10-28: 113.60%2026-10-29: 162.03%2026-10-30: 59.15%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
147.86%
133.35%
146.09%
141.87%
195.30%
165.08%
113.60%
162.03%
59.15%