IntraAlpha
Create free account Start free

The Zcash ETF ZCSH

i

Market dataready · fetched 2026-11-04T00:31:01.023Z

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 · 2026-11-04T00:29:57.074505116Z

FundamentalsGrayscale · ready · as of 2026-11-03 · fetched 2026-11-04T00:31:00.255221+00:00

Share price$32.05
1D+2.2%
AH$31.30$31.73$32.17$32.60$33.045:30 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$1.77$3.70$5.63$7.57$9.50$22.39$27.06$31.72$36.39$41.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ZCSH spot · $32.05ZCSH PRICE$2.13$2.36$2.65$3.04$3.51$3.98$4.48$5.28$6.27$1.97$2.09$2.31$2.80$3.10$3.73$4.43$5.28$6.06$7.08$7.82$8.94
Puts——
Calls——
Skew——
Implied moveBearish±$6.38
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ27.01159.3%21.9%
30Δ28.75134.8%16.8%
35Δ30.03121.8%13.5%
40Δ35.65124.8%17.9%31.09121.2%11.7%
45Δ34.19115.9%14.0%32.08113.1%9.6%
50Δ33.04110.6%11.3%33.11114.8%8.3%
55Δ32.05109.6%9.5%34.18115.8%7.2%
60Δ31.10110.0%8.0%35.37117.9%6.1%
65Δ30.15108.8%6.5%36.51116.5%5.0%
70Δ29.22106.9%5.2%37.84117.0%4.0%
75Δ28.12110.8%4.2%38.91112.0%3.0%
80Δ26.84115.8%3.3%40.30109.7%2.2%

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
27.01
IV
159.3%
B/E move
21.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.75
IV
134.8%
B/E move
16.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.03
IV
121.8%
B/E move
13.5%

40Δ

Calls
Pseudo strike
35.65
IV
124.8%
B/E move
17.9%
Puts
Pseudo strike
31.09
IV
121.2%
B/E move
11.7%

45Δ

Calls
Pseudo strike
34.19
IV
115.9%
B/E move
14.0%
Puts
Pseudo strike
32.08
IV
113.1%
B/E move
9.6%

50Δ

Calls
Pseudo strike
33.04
IV
110.6%
B/E move
11.3%
Puts
Pseudo strike
33.11
IV
114.8%
B/E move
8.3%

55Δ

Calls
Pseudo strike
32.05
IV
109.6%
B/E move
9.5%
Puts
Pseudo strike
34.18
IV
115.8%
B/E move
7.2%

60Δ

Calls
Pseudo strike
31.10
IV
110.0%
B/E move
8.0%
Puts
Pseudo strike
35.37
IV
117.9%
B/E move
6.1%

65Δ

Calls
Pseudo strike
30.15
IV
108.8%
B/E move
6.5%
Puts
Pseudo strike
36.51
IV
116.5%
B/E move
5.0%

70Δ

Calls
Pseudo strike
29.22
IV
106.9%
B/E move
5.2%
Puts
Pseudo strike
37.84
IV
117.0%
B/E move
4.0%

75Δ

Calls
Pseudo strike
28.12
IV
110.8%
B/E move
4.2%
Puts
Pseudo strike
38.91
IV
112.0%
B/E move
3.0%

80Δ

Calls
Pseudo strike
26.84
IV
115.8%
B/E move
3.3%
Puts
Pseudo strike
40.30
IV
109.7%
B/E move
2.2%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations