IntraAlpha
Create free account Start free

iShares Ethereum Trust ETF Shares ETHA

i

Market datapartial · fetched 2026-11-04T06:33:05.541Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-04T00:49:33.608175769Z

FundamentalsAlpha Vantage · unavailable

Share price$51.29
1D-0.4%
AH$51.39$51.57$51.75$51.94$52.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMETHA
Sold putSold callAH

iShares Ethereum Trust ETF Shares options

Live interpolated ETHA call and put midpoint premiums by absolute delta.iShares Ethereum Trust ETF Shares$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEETHA PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
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
IV
B/E move

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

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 blend56.62%
Daily EOD
ETHA36.7%50.1%63.6%2026-08-06: 50.61%2026-08-07: 40.30%2026-08-10: 42.58%2026-08-11: 41.44%2026-08-14: 38.56%2026-08-17: 38.91%2026-08-18: 40.48%2026-08-19: 52.68%2026-08-20: 61.05%2026-08-21: 55.96%2026-08-24: 61.73%2026-08-25: 57.90%2026-08-26: 54.44%2026-08-27: 56.56%2026-08-28: 45.90%2026-08-31: 48.33%2026-09-01: 47.52%2026-09-02: 46.35%2026-09-03: 54.51%2026-09-04: 47.84%2026-09-08: 53.29%2026-09-09: 52.65%2026-09-10: 54.74%2026-09-11: 51.65%2026-09-14: 56.10%2026-09-15: 55.10%2026-09-16: 50.71%2026-09-17: 44.66%2026-09-18: 50.21%2026-09-21: 55.11%2026-09-22: 49.91%2026-09-23: 48.07%2026-09-24: 48.75%2026-09-25: 42.89%2026-09-28: 46.22%2026-09-29: 46.36%2026-09-30: 44.68%2026-10-01: 45.47%2026-10-02: 42.11%2026-10-05: 43.49%2026-10-08: 48.74%2026-10-09: 43.72%2026-10-12: 44.81%2026-10-13: 45.36%2026-10-14: 47.85%2026-10-15: 46.59%2026-10-16: 46.79%2026-10-19: 49.01%2026-10-20: 48.25%2026-10-21: 47.66%2026-10-22: 52.54%2026-10-23: 49.47%2026-10-26: 52.35%2026-10-27: 51.76%2026-10-28: 50.98%2026-10-29: 49.62%2026-10-30: 56.62%Aug 6Sep 18Oct 30
57 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
50.61%
40.30%
42.58%
41.44%
38.56%
38.91%
40.48%
52.68%
61.05%
55.96%
61.73%
57.90%
54.44%
56.56%
45.90%
48.33%
47.52%
46.35%
54.51%
47.84%
53.29%
52.65%
54.74%
51.65%
56.10%
55.10%
50.71%
44.66%
50.21%
55.11%
49.91%
48.07%
48.75%
42.89%
46.22%
46.36%
44.68%
45.47%
42.11%
43.49%
48.74%
43.72%
44.81%
45.36%
47.85%
46.59%
46.79%
49.01%
48.25%
47.66%
52.54%
49.47%
52.35%
51.76%
50.98%
49.62%
56.62%