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The Zcash ETF ZCSH

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Market dataready · fetched 2026-11-12T01:53:47.431Z

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 · 2026-11-12T01:00:00.140854901Z

FundamentalsGrayscale · ready · as of 2026-11-11 · fetched 2026-11-12T01:53:46.782078+00:00

Share price$26.53
1D+0.0%
AH$25.53$25.94$26.34$26.75$27.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZCSH
Sold putSold callAH

The Zcash ETF options

Live interpolated ZCSH call and put midpoint premiums by absolute delta.The Zcash ETF$1.27$1.84$2.41$2.98$3.55$17.48$22.73$27.98$33.23$38.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive ZCSH spot · $26.53ZCSH PRICE$1.77$1.95$2.29$2.77$1.33$1.53$2.30$2.59$2.93$3.05$3.38
Puts——
Calls——
Skew——
Implied moveBearish±$4.25
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ25.12121.9%10.4%
40Δ29.53173.4%18.0%25.77115.7%8.6%
45Δ
50Δ27.15133.2%9.7%27.05122.1%6.7%
55Δ27.65117.9%5.5%
60Δ25.77114.2%5.8%28.25114.7%4.5%
65Δ25.12121.5%5.1%28.67104.4%3.4%
70Δ29.20100.4%2.7%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.12
IV
121.9%
B/E move
10.4%

40Δ

Calls
Pseudo strike
29.53
IV
173.4%
B/E move
18.0%
Puts
Pseudo strike
25.77
IV
115.7%
B/E move
8.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
27.15
IV
133.2%
B/E move
9.7%
Puts
Pseudo strike
27.05
IV
122.1%
B/E move
6.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.65
IV
117.9%
B/E move
5.5%

60Δ

Calls
Pseudo strike
25.77
IV
114.2%
B/E move
5.8%
Puts
Pseudo strike
28.25
IV
114.7%
B/E move
4.5%

65Δ

Calls
Pseudo strike
25.12
IV
121.5%
B/E move
5.1%
Puts
Pseudo strike
28.67
IV
104.4%
B/E move
3.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.20
IV
100.4%
B/E move
2.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations