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21Shares Ethereum Staking ETF TETH

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Market datapartial · fetched 2026-10-23T03:01:52.440Z

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 · 2026-10-23T00:00:07.153613592Z

FundamentalsAlpha Vantage · unavailable

Share price$11.90
1D-1.2%
AH$11.78$11.85$11.93$12.00$12.075:30 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$0.38$0.80$1.23$1.66$2.08$9.23$10.63$12.03$13.43$14.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TETH spot · $11.90TETH PRICE$0.42$0.45$0.48$0.54$0.60$0.65$0.70$0.80$0.92$1.05$1.17$1.37$1.71$0.47$0.50$0.54$0.60$0.66$0.71$0.80$0.93$1.07$1.20$1.34$1.64$1.96
PutsExpensive1.45×
CallsExpensive1.77×
SkewBullish-7.65 pp
Implied moveBearish±$1.50
TiltBearish6.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.67135.1%52.1%9.65109.0%22.8%
25Δ15.14103.0%31.0%10.3590.2%17.2%
30Δ13.9585.4%21.2%10.9076.5%12.9%
35Δ13.3477.6%16.7%11.2469.4%10.6%
40Δ12.8570.6%13.0%11.5363.6%8.7%
45Δ12.4964.7%10.4%11.8157.8%6.7%
50Δ12.1458.8%7.9%12.0853.7%5.2%
55Δ11.8656.0%6.4%12.3052.8%4.4%
60Δ11.6255.3%5.4%12.5351.8%3.7%
65Δ11.3954.5%4.5%12.7650.9%2.9%
70Δ11.1553.7%3.5%12.9849.9%2.2%
75Δ10.8654.8%2.8%13.3451.0%1.7%
80Δ10.4659.0%2.3%13.7252.4%1.2%

20Δ

Calls
Pseudo strike
17.67
IV
135.1%
B/E move
52.1%
Puts
Pseudo strike
9.65
IV
109.0%
B/E move
22.8%

25Δ

Calls
Pseudo strike
15.14
IV
103.0%
B/E move
31.0%
Puts
Pseudo strike
10.35
IV
90.2%
B/E move
17.2%

30Δ

Calls
Pseudo strike
13.95
IV
85.4%
B/E move
21.2%
Puts
Pseudo strike
10.90
IV
76.5%
B/E move
12.9%

35Δ

Calls
Pseudo strike
13.34
IV
77.6%
B/E move
16.7%
Puts
Pseudo strike
11.24
IV
69.4%
B/E move
10.6%

40Δ

Calls
Pseudo strike
12.85
IV
70.6%
B/E move
13.0%
Puts
Pseudo strike
11.53
IV
63.6%
B/E move
8.7%

45Δ

Calls
Pseudo strike
12.49
IV
64.7%
B/E move
10.4%
Puts
Pseudo strike
11.81
IV
57.8%
B/E move
6.7%

50Δ

Calls
Pseudo strike
12.14
IV
58.8%
B/E move
7.9%
Puts
Pseudo strike
12.08
IV
53.7%
B/E move
5.2%

55Δ

Calls
Pseudo strike
11.86
IV
56.0%
B/E move
6.4%
Puts
Pseudo strike
12.30
IV
52.8%
B/E move
4.4%

60Δ

Calls
Pseudo strike
11.62
IV
55.3%
B/E move
5.4%
Puts
Pseudo strike
12.53
IV
51.8%
B/E move
3.7%

65Δ

Calls
Pseudo strike
11.39
IV
54.5%
B/E move
4.5%
Puts
Pseudo strike
12.76
IV
50.9%
B/E move
2.9%

70Δ

Calls
Pseudo strike
11.15
IV
53.7%
B/E move
3.5%
Puts
Pseudo strike
12.98
IV
49.9%
B/E move
2.2%

75Δ

Calls
Pseudo strike
10.86
IV
54.8%
B/E move
2.8%
Puts
Pseudo strike
13.34
IV
51.0%
B/E move
1.7%

80Δ

Calls
Pseudo strike
10.46
IV
59.0%
B/E move
2.3%
Puts
Pseudo strike
13.72
IV
52.4%
B/E move
1.2%

Options history

No recorded observations