IntraAlpha
Create free account Start free

The Zcash ETF ZCSH

i

Market datapartial · fetched 2026-10-22T21:55:34.014Z

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 · 2026-10-22T21:45:02.215032222Z

FundamentalsAlpha Vantage · unavailable

Share price$33.17
1D-3.7%
AH$30.92$31.63$32.34$33.05$33.765:30 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$0.98$6.18$11.38$16.58$21.79$-36.13$9.68$55.50$101.32$147.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZCSH spot · $33.17ZCSH PRICE$1.54$1.72$1.88$2.02$2.41$2.89$3.15$3.64$4.20$4.75$5.36$6.21$6.90$1.64$2.00$2.56$3.11$3.87$4.31$5.26$6.22$7.83$9.33$11.78$15.61$20.29
PutsCheap0.22×
CallsFair0.98×
SkewBearish+10.70 pp
Implied moveBearish±$8.41
TiltBearish33.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.41181.8%80.7%26.25128.4%25.8%
25Δ48.47150.4%51.3%28.04120.0%21.5%
30Δ42.63125.3%34.2%29.52118.9%18.7%
35Δ39.16107.6%24.2%30.94116.4%16.1%
40Δ37.55106.4%20.5%32.33118.3%14.2%
45Δ36.24108.2%18.0%33.60111.0%11.7%
50Δ34.6299.8%13.9%35.02113.6%10.3%
55Δ33.4199.3%11.7%36.48114.0%8.8%
60Δ32.23100.0%9.8%38.44120.8%7.7%
65Δ31.0798.5%8.0%40.36122.7%6.4%
70Δ29.9297.3%6.4%43.15130.2%5.4%
75Δ28.6599.2%5.1%47.30142.4%4.5%
80Δ27.5095.7%3.7%52.33152.0%3.4%

20Δ

Calls
Pseudo strike
58.41
IV
181.8%
B/E move
80.7%
Puts
Pseudo strike
26.25
IV
128.4%
B/E move
25.8%

25Δ

Calls
Pseudo strike
48.47
IV
150.4%
B/E move
51.3%
Puts
Pseudo strike
28.04
IV
120.0%
B/E move
21.5%

30Δ

Calls
Pseudo strike
42.63
IV
125.3%
B/E move
34.2%
Puts
Pseudo strike
29.52
IV
118.9%
B/E move
18.7%

35Δ

Calls
Pseudo strike
39.16
IV
107.6%
B/E move
24.2%
Puts
Pseudo strike
30.94
IV
116.4%
B/E move
16.1%

40Δ

Calls
Pseudo strike
37.55
IV
106.4%
B/E move
20.5%
Puts
Pseudo strike
32.33
IV
118.3%
B/E move
14.2%

45Δ

Calls
Pseudo strike
36.24
IV
108.2%
B/E move
18.0%
Puts
Pseudo strike
33.60
IV
111.0%
B/E move
11.7%

50Δ

Calls
Pseudo strike
34.62
IV
99.8%
B/E move
13.9%
Puts
Pseudo strike
35.02
IV
113.6%
B/E move
10.3%

55Δ

Calls
Pseudo strike
33.41
IV
99.3%
B/E move
11.7%
Puts
Pseudo strike
36.48
IV
114.0%
B/E move
8.8%

60Δ

Calls
Pseudo strike
32.23
IV
100.0%
B/E move
9.8%
Puts
Pseudo strike
38.44
IV
120.8%
B/E move
7.7%

65Δ

Calls
Pseudo strike
31.07
IV
98.5%
B/E move
8.0%
Puts
Pseudo strike
40.36
IV
122.7%
B/E move
6.4%

70Δ

Calls
Pseudo strike
29.92
IV
97.3%
B/E move
6.4%
Puts
Pseudo strike
43.15
IV
130.2%
B/E move
5.4%

75Δ

Calls
Pseudo strike
28.65
IV
99.2%
B/E move
5.1%
Puts
Pseudo strike
47.30
IV
142.4%
B/E move
4.5%

80Δ

Calls
Pseudo strike
27.50
IV
95.7%
B/E move
3.7%
Puts
Pseudo strike
52.33
IV
152.0%
B/E move
3.4%

Options history

No recorded observations