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American Bitcoin Corp ABTC

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-10-21T16:59:05.259Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:59:02.509773952Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:04.818937+00:00

Share price$8.69
1D+7.8%
$7.93$8.16$8.39$8.62$8.855:30 AM6:30 AM9:00 AM1:00 PMABTC
Sold putSold call

American Bitcoin Corp options

Live interpolated ABTC call and put midpoint premiums by absolute delta.American Bitcoin Corp$0.04$1.13$2.21$3.30$4.39$6.88$7.66$8.44$9.22$10.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ABTC spot · $8.69ABTC PRICE$0.20$0.20$0.17$0.16$0.21$0.26$0.31$0.36$0.41$0.50$0.60$0.70$0.80$0.16$0.21$0.28$0.37$0.45$0.51$0.57$0.62$0.75$0.95$1.20$1.57$4.08
PutsExpensive1.72×
CallsFair0.97×
SkewBearish+79.04 pp
Implied moveBearish±$0.88
TiltBearish41.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.90308.5%27.8%7.74194.7%12.8%
25Δ9.91220.0%16.3%7.94195.4%11.0%
30Δ9.42158.9%10.4%8.12202.2%9.8%
35Δ8.99106.7%5.2%8.29211.4%8.9%
40Δ8.89110.4%4.7%8.45220.6%7.9%
45Δ8.80114.1%4.3%8.61214.4%6.8%
50Δ8.71117.8%3.8%8.77202.2%5.6%
55Δ8.62121.5%3.3%8.92190.0%4.5%
60Δ8.52125.2%2.8%9.12190.7%3.7%
65Δ8.40129.4%2.4%9.36203.6%3.3%
70Δ8.27133.8%2.0%9.64219.5%2.9%
75Δ8.13138.2%1.6%10.04245.7%2.5%
80Δ8.00142.7%1.3%12.48464.3%3.3%

20Δ

Calls
Pseudo strike
10.90
IV
308.5%
B/E move
27.8%
Puts
Pseudo strike
7.74
IV
194.7%
B/E move
12.8%

25Δ

Calls
Pseudo strike
9.91
IV
220.0%
B/E move
16.3%
Puts
Pseudo strike
7.94
IV
195.4%
B/E move
11.0%

30Δ

Calls
Pseudo strike
9.42
IV
158.9%
B/E move
10.4%
Puts
Pseudo strike
8.12
IV
202.2%
B/E move
9.8%

35Δ

Calls
Pseudo strike
8.99
IV
106.7%
B/E move
5.2%
Puts
Pseudo strike
8.29
IV
211.4%
B/E move
8.9%

40Δ

Calls
Pseudo strike
8.89
IV
110.4%
B/E move
4.7%
Puts
Pseudo strike
8.45
IV
220.6%
B/E move
7.9%

45Δ

Calls
Pseudo strike
8.80
IV
114.1%
B/E move
4.3%
Puts
Pseudo strike
8.61
IV
214.4%
B/E move
6.8%

50Δ

Calls
Pseudo strike
8.71
IV
117.8%
B/E move
3.8%
Puts
Pseudo strike
8.77
IV
202.2%
B/E move
5.6%

55Δ

Calls
Pseudo strike
8.62
IV
121.5%
B/E move
3.3%
Puts
Pseudo strike
8.92
IV
190.0%
B/E move
4.5%

60Δ

Calls
Pseudo strike
8.52
IV
125.2%
B/E move
2.8%
Puts
Pseudo strike
9.12
IV
190.7%
B/E move
3.7%

65Δ

Calls
Pseudo strike
8.40
IV
129.4%
B/E move
2.4%
Puts
Pseudo strike
9.36
IV
203.6%
B/E move
3.3%

70Δ

Calls
Pseudo strike
8.27
IV
133.8%
B/E move
2.0%
Puts
Pseudo strike
9.64
IV
219.5%
B/E move
2.9%

75Δ

Calls
Pseudo strike
8.13
IV
138.2%
B/E move
1.6%
Puts
Pseudo strike
10.04
IV
245.7%
B/E move
2.5%

80Δ

Calls
Pseudo strike
8.00
IV
142.7%
B/E move
1.3%
Puts
Pseudo strike
12.48
IV
464.3%
B/E move
3.3%

Options history

ABTC83.42141.44199.452026-07-23: 185.10%2026-07-24: 159.70%2026-07-27: 143.61%2026-07-28: 152.35%2026-07-29: 171.46%2026-07-30: 176.95%2026-07-31: 160.64%2026-08-03: 151.87%2026-08-04: 151.47%2026-08-05: 168.26%2026-08-06: 191.45%2026-08-07: 132.12%2026-08-10: 134.60%2026-08-11: 131.21%2026-08-12: 121.59%2026-08-13: 125.93%2026-08-14: 114.48%2026-08-17: 126.15%2026-08-18: 125.17%2026-08-19: 132.48%2026-08-20: 132.12%2026-08-21: 121.98%2026-08-24: 139.92%2026-08-25: 135.46%2026-08-26: 128.39%2026-08-27: 129.07%2026-08-28: 120.85%2026-08-31: 134.56%2026-09-01: 129.22%2026-09-02: 125.15%2026-09-03: 160.17%2026-09-04: 119.17%2026-09-08: 119.08%2026-09-09: 107.57%2026-09-10: 114.87%2026-09-11: 107.48%2026-09-14: 108.94%2026-09-15: 115.00%2026-09-16: 114.56%2026-09-17: 118.70%2026-09-18: 109.87%2026-09-21: 111.97%2026-09-22: 113.42%2026-09-23: 101.96%2026-09-24: 113.40%2026-09-25: 101.83%2026-09-28: 104.30%2026-09-29: 101.18%2026-09-30: 103.57%2026-10-01: 112.62%2026-10-02: 92.14%2026-10-05: 100.66%2026-10-06: 95.26%2026-10-07: 98.65%2026-10-08: 104.89%2026-10-09: 91.42%2026-10-12: 103.50%2026-10-13: 105.62%2026-10-14: 109.04%2026-10-15: 117.84%2026-10-16: 106.50%2026-10-19: 116.32%2026-10-20: 116.26%Jul 23Oct 20
Table
DateIV
185.10%
159.70%
143.61%
152.35%
171.46%
176.95%
160.64%
151.87%
151.47%
168.26%
191.45%
132.12%
134.60%
131.21%
121.59%
125.93%
114.48%
126.15%
125.17%
132.48%
132.12%
121.98%
139.92%
135.46%
128.39%
129.07%
120.85%
134.56%
129.22%
125.15%
160.17%
119.17%
119.08%
107.57%
114.87%
107.48%
108.94%
115.00%
114.56%
118.70%
109.87%
111.97%
113.42%
101.96%
113.40%
101.83%
104.30%
101.18%
103.57%
112.62%
92.14%
100.66%
95.26%
98.65%
104.89%
91.42%
103.50%
105.62%
109.04%
117.84%
106.50%
116.32%
116.26%