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The Zcash ETF ZCSH

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Market datapartial · fetched 2026-10-22T16:17:02.750Z

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 · 2026-10-22T16:16:51.61516968Z

FundamentalsAlpha Vantage · unavailable

Share price$32.82
1D-1.6%
$32.34$32.66$32.99$33.32$33.655:30 AM6:30 AM9:00 AM1:00 PMZCSH
Sold putSold call

The Zcash ETF options

Live interpolated ZCSH call and put midpoint premiums by absolute delta.The Zcash ETF$1.15$4.57$7.98$11.40$14.81$-36.26$10.23$56.71$103.19$149.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZCSH spot · $32.82ZCSH PRICE$1.52$1.76$1.92$2.07$2.42$2.81$3.28$3.78$4.88$5.05$6.09$6.60$7.67$2.03$2.39$2.89$3.49$4.19$4.93$5.71$6.87$8.08$9.62$11.13$13.83
PutsCheap0.20×
CallsFair1.05×
SkewBullish-9.04 pp
Implied moveBearish±$8.21
TiltBearish20.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.77181.3%80.7%
25Δ48.95156.1%54.5%27.69122.1%21.8%
30Δ42.78131.0%36.2%29.31113.3%18.0%
35Δ39.10112.2%25.4%30.65110.5%15.4%
40Δ37.27108.3%20.9%31.93109.6%13.4%
45Δ35.73105.8%17.4%33.21109.4%11.6%
50Δ34.42105.9%14.9%34.51108.7%9.9%
55Δ33.15105.5%12.5%35.80107.3%8.3%
60Δ32.01121.8%12.4%37.35109.8%7.1%
65Δ30.67107.7%8.8%38.98110.6%5.9%
70Δ29.27115.6%7.7%40.88112.4%4.8%
75Δ28.07108.4%5.6%42.75111.5%3.6%
80Δ26.57110.9%4.3%45.76116.0%2.7%

20Δ

Calls
Pseudo strike
57.77
IV
181.3%
B/E move
80.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
48.95
IV
156.1%
B/E move
54.5%
Puts
Pseudo strike
27.69
IV
122.1%
B/E move
21.8%

30Δ

Calls
Pseudo strike
42.78
IV
131.0%
B/E move
36.2%
Puts
Pseudo strike
29.31
IV
113.3%
B/E move
18.0%

35Δ

Calls
Pseudo strike
39.10
IV
112.2%
B/E move
25.4%
Puts
Pseudo strike
30.65
IV
110.5%
B/E move
15.4%

40Δ

Calls
Pseudo strike
37.27
IV
108.3%
B/E move
20.9%
Puts
Pseudo strike
31.93
IV
109.6%
B/E move
13.4%

45Δ

Calls
Pseudo strike
35.73
IV
105.8%
B/E move
17.4%
Puts
Pseudo strike
33.21
IV
109.4%
B/E move
11.6%

50Δ

Calls
Pseudo strike
34.42
IV
105.9%
B/E move
14.9%
Puts
Pseudo strike
34.51
IV
108.7%
B/E move
9.9%

55Δ

Calls
Pseudo strike
33.15
IV
105.5%
B/E move
12.5%
Puts
Pseudo strike
35.80
IV
107.3%
B/E move
8.3%

60Δ

Calls
Pseudo strike
32.01
IV
121.8%
B/E move
12.4%
Puts
Pseudo strike
37.35
IV
109.8%
B/E move
7.1%

65Δ

Calls
Pseudo strike
30.67
IV
107.7%
B/E move
8.8%
Puts
Pseudo strike
38.98
IV
110.6%
B/E move
5.9%

70Δ

Calls
Pseudo strike
29.27
IV
115.6%
B/E move
7.7%
Puts
Pseudo strike
40.88
IV
112.4%
B/E move
4.8%

75Δ

Calls
Pseudo strike
28.07
IV
108.4%
B/E move
5.6%
Puts
Pseudo strike
42.75
IV
111.5%
B/E move
3.6%

80Δ

Calls
Pseudo strike
26.57
IV
110.9%
B/E move
4.3%
Puts
Pseudo strike
45.76
IV
116.0%
B/E move
2.7%

Options history

No recorded observations