IntraAlpha
Create free account Start free

Grayscale Dogecoin Trust ETF GDOG

i

Market dataready · fetched 2026-11-04T00:09:40.190Z

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 · 2026-11-03T23:30:00.001556648Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:09:39.805846+00:00

Share price$8.83
1D+0.1%
AH$8.78$8.79$8.81$8.83$8.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGDOG
Sold putSold callAH

Grayscale Dogecoin Trust ETF options

Live interpolated GDOG call and put midpoint premiums by absolute delta.Grayscale Dogecoin Trust ETF$0.13$0.62$1.10$1.58$2.06$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEGDOG PRICE$0.18$0.23$0.27$0.30$0.34$0.38$0.45$0.56$0.66$0.76$0.87$0.97$1.15$1.93
Puts——
CallsExpensive1.71×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.0599.2%27.2%
25Δ10.3889.3%20.1%
30Δ9.8981.4%15.0%
35Δ9.6375.8%12.6%
40Δ9.3870.1%10.1%
45Δ9.1364.5%7.7%
50Δ8.9262.2%6.1%
55Δ8.7563.3%5.4%
60Δ8.5864.3%4.7%
65Δ8.4265.4%4.0%
70Δ8.2566.4%3.3%
75Δ8.0967.5%2.6%
80Δ7.8668.4%2.0%10.6379.4%1.5%

20Δ

Calls
Pseudo strike
11.05
IV
99.2%
B/E move
27.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
10.38
IV
89.3%
B/E move
20.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
9.89
IV
81.4%
B/E move
15.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
9.63
IV
75.8%
B/E move
12.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
9.38
IV
70.1%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
9.13
IV
64.5%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
8.92
IV
62.2%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
8.75
IV
63.3%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
8.58
IV
64.3%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
8.42
IV
65.4%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
8.25
IV
66.4%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
8.09
IV
67.5%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
7.86
IV
68.4%
B/E move
2.0%
Puts
Pseudo strike
10.63
IV
79.4%
B/E move
1.5%

Options history

IV · four-Friday blend66.88%
Daily close
GDOG59.7%72.8%86.0%2026-08-05: 80.14%2026-08-06: 78.14%2026-08-07: 78.90%2026-08-10: 83.95%2026-08-11: 69.45%2026-08-13: 69.33%2026-08-14: 70.78%2026-08-21: 77.93%2026-08-24: 80.34%2026-08-25: 79.31%2026-08-26: 76.13%2026-08-27: 75.51%2026-08-28: 71.93%2026-08-31: 69.05%2026-09-01: 71.49%2026-09-02: 71.12%2026-09-03: 75.64%2026-09-04: 72.89%2026-09-08: 75.82%2026-09-09: 74.70%2026-09-10: 72.96%2026-09-11: 69.01%2026-09-14: 73.52%2026-09-15: 84.17%2026-09-18: 70.93%2026-09-21: 73.43%2026-09-22: 72.75%2026-09-23: 73.66%2026-09-24: 71.61%2026-09-25: 69.91%2026-09-28: 68.79%2026-09-29: 70.44%2026-09-30: 68.03%2026-10-01: 65.33%2026-10-02: 62.36%2026-10-05: 62.49%2026-10-06: 61.52%2026-10-07: 65.50%2026-10-08: 68.09%2026-10-09: 67.29%2026-10-12: 69.05%2026-10-13: 71.05%2026-10-14: 80.55%2026-10-16: 65.78%2026-10-19: 64.85%2026-10-20: 65.36%2026-10-21: 64.24%2026-10-22: 65.80%2026-10-23: 66.08%2026-10-26: 67.51%2026-10-27: 66.00%2026-10-28: 65.75%2026-10-29: 65.32%2026-10-30: 66.88%Aug 5Sep 22Oct 30
54 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
80.14%
78.14%
78.90%
83.95%
69.45%
69.33%
70.78%
77.93%
80.34%
79.31%
76.13%
75.51%
71.93%
69.05%
71.49%
71.12%
75.64%
72.89%
75.82%
74.70%
72.96%
69.01%
73.52%
84.17%
70.93%
73.43%
72.75%
73.66%
71.61%
69.91%
68.79%
70.44%
68.03%
65.33%
62.36%
62.49%
61.52%
65.50%
68.09%
67.29%
69.05%
71.05%
80.55%
65.78%
64.85%
65.36%
64.24%
65.80%
66.08%
67.51%
66.00%
65.75%
65.32%
66.88%