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CoinShares ETF Trust CoinShares Bitcoin Mining and Digital Power ETF WGMI

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Market dataready · fetched 2026-11-13T18:51:47.634Z

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 · 2026-11-13T18:50:02.157863877Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:51:47.139571+00:00

Share price$26.16
1D-4.9%
$24.92$25.71$26.50$27.28$28.075:30 AM6:30 AM9:00 AM1:00 PMWGMI
Sold putSold call

CoinShares ETF Trust CoinShares Bitcoin Mining and Digital Power ETF options

Live interpolated WGMI call and put midpoint premiums by absolute delta.CoinShares ETF Trust CoinShares Bitcoin Mining and Digital Power ETF$0.27$1.50$2.72$3.94$5.17$20.33$23.22$26.10$28.99$31.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WGMI spot · $26.16WGMI PRICE$0.40$0.58$0.75$0.78$0.92$1.15$1.55$1.94$2.02$2.09$2.49$2.87$3.01$0.47$0.63$0.78$0.93$1.16$1.39$1.70$2.01$2.46$2.90$3.32$4.00$4.82
PutsCheap0.84×
CallsCheap0.86×
SkewBearish+0.59 pp
Implied moveBearish±$3.24
TiltBearish12.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.92105.5%15.9%23.35106.4%12.5%
25Δ29.45113.0%14.8%23.93107.8%10.9%
30Δ28.93118.4%13.4%24.50104.0%9.3%
35Δ27.8798.7%9.5%25.06100.2%7.8%
40Δ27.3395.5%8.0%25.52101.8%6.9%
45Δ26.8499.1%7.0%25.98103.3%6.0%
50Δ26.42114.0%6.9%26.48105.5%5.3%
55Δ26.01129.0%6.8%26.98107.7%4.6%
60Δ25.53116.2%5.3%27.58111.9%4.0%
65Δ25.05102.9%3.7%28.18114.3%3.4%
70Δ24.48105.9%3.1%28.78112.9%2.7%
75Δ23.95108.0%2.5%29.60116.6%2.1%
80Δ23.6497.0%1.9%30.55118.4%1.6%

20Δ

Calls
Pseudo strike
29.92
IV
105.5%
B/E move
15.9%
Puts
Pseudo strike
23.35
IV
106.4%
B/E move
12.5%

25Δ

Calls
Pseudo strike
29.45
IV
113.0%
B/E move
14.8%
Puts
Pseudo strike
23.93
IV
107.8%
B/E move
10.9%

30Δ

Calls
Pseudo strike
28.93
IV
118.4%
B/E move
13.4%
Puts
Pseudo strike
24.50
IV
104.0%
B/E move
9.3%

35Δ

Calls
Pseudo strike
27.87
IV
98.7%
B/E move
9.5%
Puts
Pseudo strike
25.06
IV
100.2%
B/E move
7.8%

40Δ

Calls
Pseudo strike
27.33
IV
95.5%
B/E move
8.0%
Puts
Pseudo strike
25.52
IV
101.8%
B/E move
6.9%

45Δ

Calls
Pseudo strike
26.84
IV
99.1%
B/E move
7.0%
Puts
Pseudo strike
25.98
IV
103.3%
B/E move
6.0%

50Δ

Calls
Pseudo strike
26.42
IV
114.0%
B/E move
6.9%
Puts
Pseudo strike
26.48
IV
105.5%
B/E move
5.3%

55Δ

Calls
Pseudo strike
26.01
IV
129.0%
B/E move
6.8%
Puts
Pseudo strike
26.98
IV
107.7%
B/E move
4.6%

60Δ

Calls
Pseudo strike
25.53
IV
116.2%
B/E move
5.3%
Puts
Pseudo strike
27.58
IV
111.9%
B/E move
4.0%

65Δ

Calls
Pseudo strike
25.05
IV
102.9%
B/E move
3.7%
Puts
Pseudo strike
28.18
IV
114.3%
B/E move
3.4%

70Δ

Calls
Pseudo strike
24.48
IV
105.9%
B/E move
3.1%
Puts
Pseudo strike
28.78
IV
112.9%
B/E move
2.7%

75Δ

Calls
Pseudo strike
23.95
IV
108.0%
B/E move
2.5%
Puts
Pseudo strike
29.60
IV
116.6%
B/E move
2.1%

80Δ

Calls
Pseudo strike
23.64
IV
97.0%
B/E move
1.9%
Puts
Pseudo strike
30.55
IV
118.4%
B/E move
1.6%

Options history

IV · four-Friday blend80.63%
Daily EOD
WGMI80.1%82.4%84.6%2026-10-19: 83.65%2026-10-20: 81.49%2026-10-21: 82.33%2026-10-22: 82.95%2026-10-23: 81.97%2026-10-26: 84.31%2026-10-27: 82.39%2026-10-28: 80.79%2026-10-29: 80.43%2026-10-30: 80.63%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
83.65%
81.49%
82.33%
82.95%
81.97%
84.31%
82.39%
80.79%
80.43%
80.63%